Wealth Stress Loss Quantification Analytics - Vice President
Citi (company site, opens in a new tab)10+ yrsMumbaiOn-siteDirect career pageEst. 35–60 LPA
Posted 17h ago
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Job description
Structured overview of role & requirements
About This Role
- Lead oversight and governance of Wealth and Consumer Retail Credit Loss Forecasting and Decision Models across Asia and European countries, ensuring compliance with model development, validation, usage, and performance assessment policies.
- Manage and mentor a team of 3-5 junior analysts; coordinate model documentation and submission processes with Model Risk Management and multiple stakeholders for regulatory and business objectives (CCAR, CECL, ICAAP, IFRS9).
- Provide technical guidance on model methodologies, challenge assumptions and results, maintain controls and compliance around model governance, and support standards and workflow design for regulatory submissions.
Minimum Requirements
- At least 10+ years’ experience in scoring, risk segmentation, loss forecasting model management or model oversight with solid consumer risk management experience across all consumer loan products.
- University degree in Economics or Statistics.
- Strong computer skills including Excel, PowerPoint, SAS, Answer Tree for data analysis and presentation preparation.
- Work Experience Required: 10+ years in relevant model oversight and consumer credit risk management domain.
Ideal Candidate Profile
- Experienced in regulatory credit risk modeling frameworks and governance (CCAR, CECL, ICAAP, IFRS9) with strong understanding of model lifecycle and risk management standards.
- Capable of managing cross-regional stakeholders and navigating complex model validation and regulatory submission processes.
- Skilled in presenting complex modeling concepts to non-technical senior executives and coordinating teams across multiple countries.