Loss Forecasting Manager supporting analytics for loss forecasting in the US credit card industry. Role requires expertise in forecasting and policy strategy with strong analytical skills.
Responsibilities
Play a strategic analytics role supporting Loss forecasting workstream
Assess and articulate portfolio impacts from changes in first-line drivers
Connect policy actions to portfolio outcomes
Deliver clear and concise summaries for senior stakeholders
Ensure recommendations align with established frameworks
Project and track actuals and explain variances against forecasts
Work with a range of models including vintage-driven, stochastic and challenger orthogonal models
Requirements
Significant experience in US credit card industry
Expertise in Loss forecasting or Credit Policy strategy
Good communication skills
Ability to articulate forecasts and trends
Strong proficiency in vintage models, roll rate models, and stochastic time series models
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