Loss Forecasting and Stress Testing Analytics Analyst, Citi

Citi

Location:
India, Mumbai

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

The role involves calculating and managing the net credit loss and loan loss reserve forecast, working with Finance teams to build forecasts under varying conditions, and assisting with regulatory reviews. Responsibilities include forecasting losses, reviewing models, analyzing financial data, collaborating with various teams, and driving process efficiency.

Job Responsibility:

Perform quarterly loss/loan loss reserve forecasting and stress testing for retail portfolios
Execute governance activities like Manager Control Assessment, Activity Risk Control Monitoring
Assist in review and challenge of models and outputs to identify areas of improvement
Collaborate with teams on financial planning and increased integration of credit risk and PPNR results
Perform complex risk policy analytics and econometric analysis
Establish and evolve standardized business documentation
Drive process efficiencies through automation and data optimization
Execute information controls

Requirements:

3+ years of work experience in financial services, business analytics or management consulting
Post graduate degree with specialization in a quantitative discipline: Statistics, Mathematics, Economics, Econometrics, Management, Operations Research or Engineering
Understanding of risk management, knowledge of credit card industry and key regulatory activities (CCAR) is a plus, experience in CCAR/DFAST/Stress Testing is preferred
Strong understanding and hands-on experience with econometric and empirical forecasting models
Experience in data science/machine learning is preferred with ability to handle large datasets
Experience in using analytical packages like SAS, Datacube/Essbase, MS Office (Excel, PowerPoint)
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

Nice to have:

Knowledge of credit card industry and key regulatory activities (CCAR)
Experience in CCAR/DFAST/Stress Testing
Experience in data science/machine learning with ability to handle large datasets

Additional Information:

Job Posted:
August 19, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Loss Forecasting and Stress Testing Analytics Analyst