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Citi • Mumbai, Maharashtra, India
Role & seniority: Quantitative Analyst, mid-senior level; minimum 4 years in financial services, analytics, or management consulting; strong quantitative focus.
Stack/tools: Python, SAS, VBA, Tableau; experience with loss forecasting/CECL/stress testing (CCAR, QMMF, Recovery Plans); data sourcing and governance processes; familiarity with Citi AI solutions.
Lead quarterly loss/loan loss reserve forecasting and stress testing for North American card portfolios (CCAR, QMMF, Recovery Plans).
Validate and challenge models; drive continuous improvements to alignment with portfolio performance and macro trends; ensure rational, accurate outputs.
Conduct strategic policy analytics and advanced econometric analyses; contribute to integrating insights into the stress-testing framework; collaborate with Risk and Finance to optimize data and processes.
4+ years in financial services, analytics, or management consulting with strong quantitative focus.
Post-graduate degree in Statistics, Mathematics, Economics, Econometrics, OR/Engineering or similar.
Proficiency in analytical/automation tools (Python, SAS, VBA, Tableau); solid risk management knowledge; experience with loss forecasting/CECL/stress testing preferred.
Excellent communication skills; ability to translate complex analyses for diverse audiences; capable of independent and collaborative work.
This is an exceptional opportunity for a developing professional to independently tackle complex challenges, integrate deep specialized knowledge, and drive critical financial forecasting initiatives for a significant credit card portfolio. Join our cutting-edge Loss / Reserve Forecasting and Stress Testing team and contribute to the financial stability and strategic direction of a global leader in financial services. About the Team Our team is at the forefront of Credit risk management, responsible for meticulously calculating and managing credit losses/reserves and strategic planning and forecasts. We collaborate closely with multiple teams to construct robust forecasts for credit losses and loan loss reserves under diverse macro-economic and business conditions. This role offers the chance to make a tangible impact by ensuring sound financial projections and contributing to key regulatory compliance efforts. Key Responsibilities
Lead Forecasting & Stress Testing: Drive the execution of quarterly loss/loan loss reserve forecasting and stress testing processes (e.g., CCAR, QMMF, Recovery Plan) for North American cards portfolios.
Enhance Model Validation & Integrity: Actively participate in the review and challenge of existing models and their outputs, identifying opportunities for continuous improvement in alignment with portfolio performance and evolving macro-economic trends. Ensure models produce rational, logical, and accurate outcomes.
Strategic Policy Analytics: Conduct sophisticated risk policy analytics to quantify the impact of credit, business, and regulatory policies on loss performance, seamlessly integrating these insights into the stress testing framework.
Advanced Econometric Analysis: Perform in-depth econometric analysis to estimate and articulate the influence of changing macro-economic trends on key performance indicators such as portfolio losses and delinquency rates.
Data-Driven Insights & Automation: Understand and analyze the key drivers of losses and loan loss reserves, their relative importance, and current trends. Leverage this knowledge to generate meaningful and accurate forecasts.
Cross-Functional Collaboration: Partner with Risk and Finance organizations to optimize data sourcing, definition, extraction, and utilization processes, continuously improving our analytical capabilities.
Process Optimization & Innovation: Identify and champion opportunities for process efficiencies through automation (using Python, VBA, SAS, Tableau), simplification of underlying data, forecasting, and reporting processes, including the innovative application of Citi AI solutions.
Governance & Compliance Excellence: Oversee associated governance activities (Manager Control Assessment, End User Computing, Activity Risk Control Monitoring), ensuring best-in-class practices for documentation, version control, and central results summaries.
Stakeholder Engagement & Communication: Present complex analytical findings and strategic recommendations to managers, key stakeholders, senior management, and various review, challenge, and audit teams. Represent the firm during regulatory reviews, fostering transparent and productive discussions.
Ethical Risk Management: Consistently assess and mitigate risk in all business decisions, safeguarding the firm's reputation and assets by adhering to regulatory compliance, internal policies, and sound ethical judgment. Qualifications We are looking for an analytical and proactive professional who is eager to contribute to a high-impact team. Minimum of 4 years of progressive experience in financial services, business analytics, or management consulting, with a strong emphasis on quantitative analysis. A post-graduate degree in a quantitative discipline such such as Statistics, Mathematics, Economics, Econometrics, Management, Operations Research, or Engineering. Demonstrated proficiency in analytical and automation tools (e.g., Python, SAS, VBA, Tableau) and a keen interest in leveraging AI for enhanced efficiency. Strong understanding of risk management principles. Experience with Loss Forecasting/CECL/ Stress Testing is highly preferred. Knowledge of the credit card industry and associated regulatory activities is a significant advantage. Exceptional quantitative aptitude, critical thinking, and problem-solving abilities, with a track record of delivering high-quality results. Excellent written and verbal communication skills, with the ability to articulate complex analytical concepts to diverse audiences. A strong work ethic, a collaborative spirit, and the ability to thrive in both independent and team-oriented environments.
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