Job Description

The Vice President, Loss Forecasting and Stress Testing role is within the CCAR / QMMF team. This group is specifically tasked with generating and managing the Cost of Credit forecasts (NCL and ACL) under alternate macroeconomic and business scenarios on a +$120BN portfolio. The VP-CCAR will be responsible for key Risk deliverables North America Cards Cards’ efforts around Comprehensive Capital Analysis & Review (CCAR/DFAST) and the Quarterly Multi-Scenario Multi-Year Forecasting / Stress Testing exercise for Branded Cards and/or Retail Services and /or PIL portfolios.

The person should to be a leader - expected to leverage existing resources as well as work single handedly depending upon the dynamics of the situation in order to deliver high quality results. The individual will collaborate with Modeling, Finance, Risk Policy, Governance, Global CCAR office, and External Auditors.

Responsibilities include but are not limited to: compare and contrast macro-economic sce...

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