Loss Forecasting Manager
Listed on 2026-06-27
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Finance & Banking
Financial Analyst, Risk Manager/Analyst, Data Scientist, Financial Advisor / Consultant
Loss Forecasting Manager
Location:
Wilmington, DE preferred, NYC alternate
Work Mode:
Hybrid (At least 4 days/week in office)
Candidate should have significant experience in US credit card industry, in Loss forecasting or Credit Policy strategy space. Candidate should demonstrate good communication skills, working with various clients and the ability to clearly articulate forecasts, reasons for forecasts and how they tie to recent trends and macro-economic conditions.
ResponsibilitiesAbility to deliver clear, structured, and concise summaries of complex situations for senior stakeholders
Consulting-style articulation is essential – distilling what happened, why it matters, and what actions are recommended
Strong emphasis on credit policy integration, ensuring recommendations align with established frameworks.
Skilled in synthesizing key insights into crisp narratives and executive-ready presentations
Translate credit policy decisions into portfolio forecasts
Should be conversant with maturation, impact of policy change on loss trajectory
Project and track actuals, explaining variances against the forecast including underlying drivers of change
Work with a range of models, including vintage-driven, stochastic and challenger orthogonal models
Ideal Candidate ProfileWe are looking for someone who can play a strategic analytics role supporting Loss forecasting workstream. Specifically, someone with strong first-line risk experience — focused on policy and portfolio analytics.
From a skill standpoint, the individual should be able to assess and articulate portfolio impacts arising from changes in first-line drivers. For example:
Impact of tightening or expanding Credit Line Management programs
Sensitivity to student loan trends
Changes in risk appetite framework due to debt sale dynamics
Ideal candidate will be able to connect policy actions to portfolio outcomes — work that is forecasting-adjacent and aligned with the projects our team has been driving.
Strong proficiency in vintage models, roll rate models, and stochastic time series models
US credit cards experience in credit risk
Credit cards policy experience (Acquisition credit policy preferred, ECM acceptable)
Hands-on coding in Python & SQL
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