Loss Forecasting and Stress Testing Analytics Analyst II

Citi(1 month ago)

HybridFull TimeMedior$58,205 - $79,171 (estimated)Risk Management

About this role

Role sits on the Loss / Loan Loss Reserve Forecasting and Stress Testing team responsible for forecasting net credit losses and loan loss reserves for a $90B+ portfolio. The position supports regulatory stress testing (CCAR/DFAST) for retail portfolios with primary focus on North America credit cards and works closely with Finance and Risk organizations. The incumbent must have quantitative background to interpret model outputs and contribute to submissions and governance.

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Required Skills

Econometrics
Forecasting
Stress Testing
CCAR
SAS
VBA
Data Analysis
Risk Modeling
Documentation
Automation

+1 more

Qualifications

Postgraduate Degree in Statistics, Mathematics, Economics, Econometrics, Operations Research, Management, or Engineering

About Citi

citi.com

Citibank offers multiple banking services that help you find the right credit cards, open a bank account for checking, & savings, or apply for mortgage & personal loans.

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