Vice President – Wealth Stress Loss Quantification Analytics

Citi

. Manage Wealth and Consumer Retail Credit Loss Forecasting and Decision Models Oversight and Governance in Asia and European countries .

Posted 11/2/2026full-timeMumbai • IndiaLeadWebsite

Core Competencies

Role fit

Core Competencies

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Expertise in Wealth and Consumer Retail Credit Loss Forecasting, Model Governance, and Regulatory Compliance, with strong capabilities in managing teams and presenting complex concepts to diverse audiences.

Highest-signal resume keywords

Loss Forecasting Model ManagementConsumer Risk ManagementModel GovernanceRegulatory ComplianceTeam Leadership

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

ScoringRisk SegmentationModel OversightAnalysis of Financing PortfoliosProcess ManagementModel DevelopmentModel ValidationMacroeconomic Input CoordinationGap AnalysisModel Documentation Review

Soft Skills

Problem SolvingJudgmentCommunicationSelf-MotivationAbility to Work Under Pressure

Tools & Technologies

ExcelPowerPointSASAnswer Tree

Industry Keywords

CCARCECLICAAPIFRS9Model Risk Management

About the role

Key responsibilities & impact

Manage Wealth and Consumer Retail Credit Loss Forecasting and Decision Models Oversight and Governance in Asia and European countries
Ensure compliance with policies and regulatory requirements for model development, validation, usage, and ongoing performance assessment
Participate in model development calls and challenge assumptions, risk drivers, methodologies, and results
Provide methodological guidance and technical advice to countries
Functionally manage and mentor a team of 3–5 junior analysts
Present complex modeling concepts to non-technical audiences
Ensure appropriate Champion/Challenger/Benchmark loss forecasting models and methodologies are in place
Coordinate with countries, modelers, and credit risk oversight seniors on model development and enhancement plans
Coordinate and review model documentation before submission to Model Risk Management
Track work and approval status with Model Risk Management and countries
Coordinate macroeconomic inputs and periodic model runs with the Global Model Production Team
Support CCAR, CECL, ICAAP, and annual loss forecasting submissions
Challenge model run results for regulatory stress testing and business credit planning
Support standards, workflows, controls, and compliance for regulatory submissions including CCAR, ICAAP, CECL, and IFRS9
Perform model governance self-assessments and coordinate corrective action plan resolution
Review policy and procedure changes, conduct gap analysis, and implement changes
Prepare and review meeting minutes for audit trail purposes

Requirements

What you’ll need

At least 10+ years’ experience in scoring, risk segmentation, loss forecasting model management, or model oversight with solid consumer risk management experience for all consumer loan products
Strong common sense and judgment in applying policies and procedures to specific situations
Ability to work effectively under pressure
Solid experience handling analysis and presentation of complex financing portfolios
Strong process management and control concepts
Proactive problem solving
Disciplined, self-motivated, independent, mature, and willing to work overtime
Good verbal, written, and interpersonal communication skills
Strong computer skills, particularly in Excel, PowerPoint, SAS, and Answer Tree
Ability to prepare presentation decks for senior executives
Occasional travel across the region may be required
University degree in Economics or Statistics

Benefits

Comp & perks

Equal opportunity employer
Reasonable accommodation for persons with disabilities