Loss Forecasting and Stress Testing Analytics- Senior Vice President

13 - 17 years

0 Lacs

Posted:1 day ago| Platform: Shine logo

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Work Mode

On-site

Job Type

Full Time

Job Description

As a Model/Analysis/Validation Group Manager at Citi, your role is integral to the success of the Risk Management division. You will lead a team responsible for monitoring the Citi portfolio, identifying credit migration, and managing the net credit loss and loan loss reserve forecast for the USPB Cards portfolio. Your responsibilities will include forecasting credit losses and loan loss reserves under varying economic conditions, particularly focusing on NA cards for Comprehensive Capital Analysis & Review (CCAR/DFAST). Key Responsibilities: - Lead and develop a team of risk analysts to monitor risk levels across multiple products and retail formats - Design and maintain complex credit loss and financial risk forecasting models - Conduct cost of credit analyses and monitor product trends to identify key risk-opportunities - Track and report on performance results, emerging trends, and opportunities to senior management - Establish cross-functional partnerships to support and execute business initiatives - Identify process simplification opportunities to optimize operational efficiency Qualifications: - 13+ years of experience in credit risk management or equivalent training - Postgraduate degree in a quantitative discipline such as Statistics, Mathematics, Economics, Econometrics, Management, Operations Research, or Engineering - Strong understanding of risk management and knowledge of credit products - Experience in CCAR/DFAST/Stress Testing and econometric forecasting models - Broad understanding of business models and key drivers of P&L - Proven negotiation skills, clear written and verbal communication About Citi: Citi is committed to strong and effective Risk Management to serve customers while protecting Citis interests. The Risk Management division comprises highly qualified individuals globally, working towards managing portfolio exposure and credit risk effectively. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, review Accessibility at Citi. View Citis EEO Policy Statement and the Know Your Rights poster.,

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