AVP - CCAR / QMMF: Stress Testing and Forecasting - Remote

Overview

The role is integral to Citi Cards’ success, focusing on Risk Management, specifically within the Loss / Loan Loss Reserve Forecasting and Stress Testing team. This position involves managing a significant portfolio and collaborating with various teams to ensure accurate forecasting under different economic conditions.

In Short

• Manage forecasting and stress testing processes for NA Cards portfolios.
• Collaborate with Finance, Risk Policy, and Governance teams.
• Analyze and reconcile financial data from various sources.
• Present findings to senior management and stakeholders.
• Drive process efficiencies through automation.
• Understand the key drivers of losses and loan loss reserves.
• Review and challenge existing models for improvement.
• Create presentations and lead discussions with various teams.
• Ensure best practices in governance and documentation.
• Identify areas for process simplification and improvement.

Requirements

• Bachelor’s degree in a quantitative discipline; Master’s preferred.
• 8+ years of experience in financial services or consulting.
• Strong understanding of risk management and the credit card industry.
• Experience with econometric and empirical forecasting models.
• 5+ years using analytical tools like SAS and MS Office.
• Strong communication and interpersonal skills.
• Ability to lead changes and influence at all management levels.
• Experience in cross-functional collaboration.
• Strong ethics and commitment to diversity.
• Ability to work with diverse teams and backgrounds.

Benefits

• Opportunity to work in a leading global bank.
• Collaboration with a diverse and talented team.
• Professional development and growth opportunities.
• Competitive salary and benefits package.
• Flexible working arrangements.