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Strong Citi brand and metro location increase competition, but niche CCAR/stress testing senior role limits applicant pool.
Specialized CCAR/stress testing and credit loss forecasting require strong banking risk background, limiting cross-industry transferability.
Explicit 10+ years and mandatory CCAR, econometric modeling, SAS, and governance requirements indicate high strictness.
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Lead quarterly loss and loan loss reserve forecasting and stress testing for retail portfolios, focusing on North America Credit Cards within a $150B+ portfolio.
Manage governance activities related to forecasting and stress testing processes, including control assessments and risk monitoring.
Collaborate with Risk Modeling, Portfolio Forecasting, Finance, and other teams to enhance forecasting models and drive improvements through automation and data process enhancements.
10+ years of experience in financial services, business analytics, or management consulting.
Strong expertise in credit loss forecasting, econometric and empirical forecasting models; CCAR/DFAST/stress testing experience preferred.
Proficiency with analytical tools such as SAS, VBA, datacube/Essbase, and MS Office.
Bachelor's degree or equivalent experience.
Experienced in managing complex credit loss forecasting and stress testing processes within large retail credit portfolios, especially credit cards.
Able to influence and collaborate cross-functionally across risk, finance, and analytics teams to enhance forecasting and reporting accuracy.
Skilled in applying advanced analytics and automation to improve business processes and ensure governance compliance.