Quantitative Risk Analytics Manager

4 days ago


Mumbai, Maharashtra, India Citigroup Full time

At Citigroup, we value strong risk management that allows us to serve our customers while protecting our interests. Our team is responsible for calculating and managing the net credit loss and loan loss reserve forecast on a substantial portfolio.

About the Role

This position is within the Loss / Loan Loss Reserve Forecasting and Stress Testing team. The team's primary task is to calculate and manage the net credit loss and loan loss reserve forecast on a $90BN + portfolio. We work closely with 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 a focus on NA Cards. They will be responsible for understanding the key drivers of losses and loan loss reserves, applying this knowledge effectively to forecast losses/loan loss reserves meaningfully and accurately, analyzing underlying model outputs relative to other business, ensuring models provide rational and logical output, reconciling detailed financial data from disparate data sources, and presenting findings to managers and stakeholders.

The ideal candidate should have 5+ years of work experience in financial services, business analytics, or management consulting. A postgraduate degree in a quantitative discipline is required, along with strong understanding of risk management, credit card industry, and regulatory activities (CCAR). Experience in CCAR/DFAST/Stress Testing is preferred.



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