Loss Forecasting and Stress Testing Analytics Analyst II

Role Overview: You will be part of the Loss / Loan Loss Reserve Forecasting and Stress Testing team, responsible for managing the net credit loss and loan loss reserve forecast on a $90BN + portfolio. Your primary focus will be on NA cards within the retail portfolios. Your work will involve calculating forecasts for credit losses and loan loss reserves under different macro-economic and business conditions. You are expected to demonstrate strong work ethic, teamwork, quantitative and problem-solving skills to deliver high-quality results. Key Responsibilities: - Independently and collaboratively execute quarterly loss / loan loss reserve forecasting and stress testing processes for retail portfolios, with a focus on NA cards - Engage in governance activities such as Manager Control Assessment, End User Computing, and Activity Risk Control Monitoring - Collaborate with cross-functional teams on loss / loan loss reserve forecasting and stress testing analytics - Assist in reviewing and challenging existing models to identify areas of improvement - Understand the calculation of reserves, components of P&L, and the impact of CECL on CCAR results - Work closely with Risk Modeling, Portfolio & New Account Forecasting, Data Reporting teams for financial planning & CCAR/DFAST results - Conduct risk policy analytics to evaluate the impact of credit/business/regulatory policies on loss performance - Perform econometric analysis to estimate the impact of changing macroeconomic trends on Portfolio Performance Losses - Standardize business and submission documentation and drive process efficiency through automation - Ensure information controls meet business objectives effectively Qualifications: - 3+ years of work experience in financial services, business analytics, or management consulting - Postgraduate degree in Statistics, Mathematics, Economics, Econometrics, Management, Operations Research, or Engineering - Understanding of risk management and knowledge of credit card industry. Experience in CCAR / DFAST/Stress Testing is preferred - Hands-on experience with econometric and empirical forecasting models. Familiarity with data science / machine learning is a plus - Proficiency in analytical packages like SAS, Datacube/Essbase, MS Office - Vision to provide innovative solutions and ability to develop partnerships across business areas - Strong written and oral communication skills Additional Company Details: About Citi: Citi is a global banking and financial services corporation. Note: The additional company details section has been omitted as it did not contain specific information except the company name.,