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Loss Forecasting and Stress Testing Analytics - Senior Vice President

India, Haryana, India, Mumbai, Maharashtra · Job Posted May 27, 2026
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Job Description

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 mortgage and retail bank 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.

Job Responsibility

  • Lead Forecasting & Stress Testing: Drive execution of quarterly loss/loan loss reserve forecasting and stress testing processes (e.g., CCAR, QMMF, Recovery Plan) for US mortgage and retail bank portfolios
  • Enhance Model Validation & Integrity: Review and challenge existing models and outputs for improvement
  • Strategic Policy Analytics: Conduct risk policy analytics to quantify impact of credit, business, and regulatory policies
  • Advanced Econometric Analysis: Perform econometric analysis to estimate influence of macro-economic trends on portfolio losses and delinquency rates
  • Data-Driven Insights & Automation: Analyze key drivers of losses and loan loss reserves
  • Cross-Functional Collaboration: Partner with Risk and Finance organizations
  • Process Optimization & Innovation: Identify process efficiencies through automation (Python, VBA, SAS, Tableau) and Citi AI solutions
  • Governance & Compliance Excellence: Oversee governance activities
  • Stakeholder Engagement & Communication: Present findings to managers and senior management
  • Ethical Risk Management: Assess and mitigate risk in business decisions

Requirements

  • 13+ 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
  • Exceptional quantitative aptitude, critical thinking, and problem-solving abilities
  • Excellent written and verbal communication skills
  • A strong work ethic, a collaborative spirit, and the ability to thrive in both independent and team-oriented environments
  • Bachelor's/University degree or equivalent experience, potentially Masters degree

Nice to have

  • Experience with Loss Forecasting/CECL/ Stress Testing
  • Knowledge of the mortgage and/or retail bank industry and associated regulatory activities

What we offer

  • Global Benefits
  • Opportunity to grow your career
  • Give back to your community
  • Make a real impact

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