The Loss Forecasting and Analytics team is a critical group responsible for calculating and managing the net credit loss forecast for a portfolio exceeding $150BN. This team collaborates closely with Finance teams to develop robust credit loss forecasts under various macro-economic and business conditions, with a primary focus on retail portfolios, particularly North American cards. A significant aspect of the role involves contributing to Comprehensive Capital Analysis & Review (CCAR/DFAST) efforts.
We are seeking an individual with a strong work ethic, exceptional teamwork, quantitative, and problem-solving skills, capable of leveraging both technical and business acumen to deliver high-quality results in a dynamic setting.
Responsibilities:
Lead and execute risk financial loss forecasting efforts, including the design, development, and maintenance of complex credit loss and financial risk forecasting models for consumer credit products (e.g., Cards, Personal Installment Loans).
Conduct in-depth statistical quantitative analysis of cost of credit and delinquency trends,



monitoring product trends to identify key areas of risk and opportunity within product portfolios.
Analyze underlying model outputs against business expectations, ensuring models provide rational, logical, and accurate predictions.
Identify, track, and report on initiatives, performance results, and emerging trends to senior management, providing actionable insights.
Reconcile detailed financial data from disparate sources across covered portfolios, ensuring accuracy for presentations and memos prepared for regulators, business leaders, and external auditors.
Provide strategic analytics and information management across Citibank products, ensuring data quality and control standards are maintained.
Establish and nurture cross-functional partnerships and networks to support effective loss forecast execution.
Prepare and deliver compelling presentations with supportive analysis, storyboarding resu

📌 Loss Forecasting and Analytics (Mumbai)
🏢 Citi
📍 Mumbai