AVP- CCAR / QMMF Stress Testing, Forecasting

As a member of the Loss / Loan Loss Reserve Forecasting and Stress Testing team at Citi Cards, you will play a crucial role in calculating and managing the net credit loss and loan loss reserve forecast on a $90BN + portfolio. Your responsibilities will include collaborating with the Finance teams to build forecasts for credit losses and loan loss reserves under varying macro-economic and business conditions. You will be instrumental in NA Cards efforts around Comprehensive Capital Analysis & Review (CCAR/DFAST) for NA Cards portfolios. Your leadership skills will be vital in leveraging technical and business acumen to deliver high-quality results. Collaboration with various teams including Modeling, Finance, Risk Policy, Governance, Global CCAR office, and External Auditors will be key in achieving success. **Key Responsibilities:** - Reliably execute and demonstrate leadership on quarterly loss / loan loss reserve forecasting and stress testing processes (CCAR, QMMF, Recovery Plan) for one or more NA Cards portfolios - Engage in associated governance activities such as Manager Control Assessment, End User Computing, Activity Risk Control Monitoring and its Assessment Units - Collaborate cross-portfolio and cross-functionally on loss / loan loss reserve forecasting and stress testing analytics - Review and challenge existing models and model outputs to identify areas of improvement relative to portfolio & macro-economic trends - Partner with Finance team on financial planning & CCAR/DFAST results and increased integration of credit risk & PPNR results - Create presentations with supportive analysis, storyboard results, and lead discussions with senior management, Finance heads, Independent Risk as part of the business review and effective challenge process - Coordinate with Global CCAR Office, drive centralized reporting requirements, and communicate with Auditors and Regulators - Identify areas of improvement in BAU and drive process efficiency through process simplification and automation - Manage information controls to meet business objectives with utmost clarity **Qualifications:** - Bachelors degree in a quantitative discipline, Masters degree in an analytical field is a plus - 7-9 years of work experience in financial services or management consulting - Strong understanding of risk management, knowledge of credit card industry, and key regulatory activities like CCAR - Hands-on experience with econometric and empirical forecasting models - Strong CCAR / DFAST/Stress Testing experience preferred - Proficiency in analytical packages, SAS, datacube/Essbase, MS Office - Vision and ability to provide innovative solutions to core business practices - Ability to develop partnerships across multiple business and functional areas - Strong written and oral communication skills In addition to the above, if you are a person with a disability and need a reasonable accommodation to use the search tools and/or apply for a career opportunity at Citi, please review the Accessibility at Citi. You can also view Citis EEO Policy Statement and the Know Your Rights poster for further information.,