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Loss Forecasting and Stress Testing Analytics - Senior Vice President

India, Mumbai · Job Posted June 09, 2026
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Job Description

The role is within the Loss / Loan Loss Reserve Forecasting and Stress Testing team. This group is specifically tasked with calculating and managing the net credit loss and loan loss reserve forecast on a $150BN + portfolio and working with the Finance teams to build forecasts for credit losses and loan loss reserves under varying macro-economic and business conditions. The individual will work on efforts around Comprehensive Capital Analysis & Review (CCAR/DFAST) for retail portfolios with primary focus on NA cards. The individual should demonstrate strong work ethic, teamwork, quantitative and problem-solving skills. The individual is expected to leverage technical and business acumen to deliver high quality results.

Job Responsibility

  • Work independently to effectively execute: Quarterly loss / loan loss reserve forecasting and stress testing processes (CCAR, QMMF, Recovery Plan) deliverables for one or more retail portfolios with primary focus on NA cards
  • Associated governance activities (Manager Control Assessment, End User Computing, Activity Risk Control Monitoring and its Assessment Units)
  • Cross-portfolio and cross-functional collaboration on loss / loan loss reserve forecasting and stress testing analytics
  • Assist in review and challenge of existing models, and model outputs to identify areas of improvement relative to portfolio & macro-economic trends.
  • Understand the calculation of reserves, components of P&L, and the impact of CECL on CCAR results besides understanding the synergies between two processes.
  • Collaborate with other teams like Risk Modeling, Portfolio & New Account Forecasting, Data Reporting and Finance to complete requests on financial planning & CCAR/DFAST results and increased integration of credit risk & PPNR results
  • Perform complex risk policy analytics in terms of sizing the impact of credit/business/regulatory policies on loss performance and incorporate it into the stress testing process
  • Perform econometric analysis to estimate and explain the impact of changing macroeconomic trends on Portfolio Performance Losses, delinquency etc.
  • Establish and continually evolve standardized business and submission documentation.
  • Collaborate with Risk and Finance organization to understand sources of data and continue to improve the process of defining, extracting and utilizing data.
  • Identify areas of improvement in BAU and drive process efficiency through process simplification and automation (VBA, SAS, etc.)
  • Execute information controls (version control, central results summary) to meet business objectives with utmost clarity.

Requirements

  • 13+ years work experience in financial services, business analytics or management consulting.
  • 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.
  • Bachelor’s/University degree or equivalent experience
  • Ability and experience to drive changes in order to achieve business targets
  • Displays flexibility to work well with varying personal styles
  • Understands and appreciates diverse backgrounds.
  • Demonstrates strong ethics
  • Develops strong cross-functional relationships within and outside Risk Management
  • Contributes to a positive work environment
  • shares knowledge and supports diversity
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