Loss Forecasting Manager

Loss Forecasting Manager

Wilmington, Delaware, United States Or refer someone Job Openings Loss Forecasting Manager

About the Job

Role: Loss Forecasting Manager

Location: Wilmington, DE preferred, NYC alternate

Work Mode: Hybrid (At least 4 days/week in office)

Role Summary

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.

Responsibilities

Senior Management Consulting Summary:

• Ability 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

Credit Policy Integration: Translate credit policy decisions into portfolio forecasts

• Should be conversant with maturation, impact of policy change on loss trajectory

Variance Analysis: Project and track actuals, explaining variances against the forecast including underlying drivers of change

Model Incorporation: Work with a range of models, including vintage-driven, stochastic and challenger orthogonal models

Ideal Candidate Profile

We 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

Or refer someone