Loss Forecasting Manager

Work Location: Wilmington DE or NYC 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. Responsibilities Role Breakdown Manage overall engagement with a team of 4-5 members Act as 50% individual contributor, handling coding, Excel modeling and deck preparation Senior Management Consulting Summary: Deliver clear, structured, and concise summaries of complex situations for senior stakeholders; distill what happened, why it matters, and recommend actions; synthesize key insights into crisp narratives and executive-ready presentations; ensure recommendations align with credit policy frameworks Credit Policy Integration: Translate credit policy decisions into portfolio forecasts; be conversant with maturation, impact of policy change on loss trajectory Variance Analysis: Project and track actuals, explaining variances against forecast, including underlying drivers of change Model Incorporation: Work with a range of models, including vintage-driven, stochastic, and challenger orthogonal models Qualifications Strong proficiency in vintage models, roll rate models, and stochastic time series models Must work in office at least 4 days a week; Wilmington, DE preferred, NYC alternate US credit cards experience in credit risk #J-18808-Ljbffr