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Loss Forecasting and Stress Testing Analytics - Vice President

India, Haryana · 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. 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.

Job Responsibility

  • 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 US mortgage and retail bank portfolios
  • Enhance Model Validation & Integrity: Actively participate in the review and challenge of existing models and their outputs
  • Strategic Policy Analytics: Conduct sophisticated risk policy analytics to quantify the impact of credit, business, and regulatory policies on loss performance
  • Advanced Econometric Analysis: Perform in-depth econometric analysis to estimate and articulate the influence of changing macro-economic trends on key performance indicators
  • Data-Driven Insights & Automation: Understand and analyze the key drivers of losses and loan loss reserves
  • Cross-Functional Collaboration: Partner with Risk and Finance organizations to optimize data sourcing, definition, extraction, and utilization processes
  • Process Optimization & Innovation: Identify and champion opportunities for process efficiencies through automation (using Python, VBA, SAS, Tableau)
  • Governance & Compliance Excellence: Oversee associated governance activities
  • Stakeholder Engagement & Communication: Present complex analytical findings and strategic recommendations to managers, key stakeholders, senior management, and various review, challenge, and audit teams
  • Ethical Risk Management: Consistently assess and mitigate risk in all business decisions

Requirements

  • 10+ 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 mortgage and/or retail bank 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
  • Bachelor’s/University degree or equivalent experience, potentially Masters degree
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Loss Forecasting and Stress Testing Analytics - Vice President

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  • 10+ years work experience in financial services, business analytics or management consulting
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  • 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)
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  • Assist in review and challenge of existing models, and model outputs to identify areas of improvement relative to portfolio & macro-economic trends
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  • 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
  • Fulltime
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Loss Forecasting and Stress Testing Analytics - Vice President

This is an exceptional opportunity for a developing professional to independentl...
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Salary:
Not provided
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Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • 10+ 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 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
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  • 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
Job Responsibility
Job Responsibility
  • Lead Forecasting & Stress Testing
  • Enhance Model Validation & Integrity
  • Strategic Policy Analytics
  • Advanced Econometric Analysis
  • Data-Driven Insights & Automation
  • Cross-Functional Collaboration
  • Process Optimization & Innovation
  • Governance & Compliance Excellence
  • Stakeholder Engagement & Communication
  • Ethical Risk Management
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Loss Forecasting and Stress Testing Analytics - Senior Vice President

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  • Ability to develop partnerships across multiple business and functional areas.
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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.
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Expiration Date
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  • 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
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  • A strong work ethic, a collaborative spirit, and the ability to thrive in both independent and team-oriented environments
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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
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  • 7+ 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
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  • Strong understanding of risk management principles
  • Experience with Loss Forecasting/CECL/ Stress Testing is highly preferred
  • Knowledge of the mortgage and/or retail bank 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
  • Bachelor’s/University degree or equivalent experience, potentially Masters degree
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Job Responsibility
  • 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 US mortgage and retail bank 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
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Expiration Date
Until further notice
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