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Loss Forecasting and Stress Testing Analytics - Vice President
On-site · Gurugram, Haryana, India or Mumbai, Maharashtra, India
Job Summary
Vice President role in Loss Forecasting and Stress Testing Analytics within the Loss/Loan Loss Reserve Forecasting team. Focus on CCAR/DFAST for retail portfolios with primary emphasis on NA cards, forecasting losses and loan loss reserves, reconciling data from disparate sources, governance and documentation, and driving process automation (e.g., VBA, SAS). Collaborate with Risk Modeling, Portfolio & New Account Forecasting, Data Reporting and Finance to deliver CCAR/DFAST results and integrate credit risk with PPNR. Responsibilities include quarterly loss/loan loss reserve forecasting and stress testing, governance activities, cross-portfolio collaboration, model review and challenge, and presenting findings to management and stakeholders. Qualifications include 10+ years in financial services or analytics, strong risk-management knowledge, econometric/forecasting experience, and excellent communication skills. Educational requirement is a Bachelor's degree or equivalent experience.
Required Qualifications
- 10+ years work experience in financial services, business analytics or management consulting
- Understanding of risk management
- Experience in CCAR / DFAST/Stress Testing is preferred
- Strong written and oral communication skills
- Experience in data analytics tools and packages (SAS, datacube/Essbase, MS Office)
- Bachelor’s/University degree or equivalent experience
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