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Job Overview:
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.

Key Responsibilities:
- 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

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