Other Details:
o Hybrid: 3-4 Days Onsite in a week.
o Interview Process: 3 rounds via MS Teams
o Relocation Assistance for non-local candidates.
Role Summary:
o We are seeking a strategic Credit Risk Analytics Manager to support the Loss Forecasting workstream within the US credit card portfolio.
o This role sits in the first line of defense and focuses on policy and portfolio analytics (not fraud, model validation, or implementation-heavy work).
o The ideal candidate can clearly link credit policy actions to portfolio performance and loss outcomes, with strong forecasting-adjacent experience.
Key Responsibilities:
o Translate credit policy decisions (Acquisition policy preferred; ECM acceptable) into portfolio loss forecasts.
o Assess portfolio impact from changes in first-line risk drivers, including:
- Credit Line Management expansions/tightening.
- Student loan and macroeconomic trends.
- Risk appetite changes tied to debt sale dynamics.
o Perform variance analysis, tracking actuals vs. forecasts and explaining key drivers.
o Develop and apply vintage, roll-rate, stochastic time-series, and challenger models.
o Partner with stakeholders to clearly articulate forecast assumptions, drivers, and outcomes.
o Deliver executive-ready summaries and presentations, distilling complex analytics into clear recommendations.
Required Qualifications:
o 7+ years of experience in the US credit card industry within credit risk, loss forecasting, or credit policy strategy.
o Strong first-line risk background with policy and portfolio analytics focus.
o Hands-on expertise with vintage models, roll-rate models, and stochastic time-series models.
o Proven ability to connect policy changes to portfolio and loss outcomes.
o Advanced Python and SQL skills.
o Strong communication and consulting-style storytelling for senior leadership.
Preferred:
o Acquisition credit policy experience.
o Exposure to macroeconomic and consumer debt trend analysis.
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