We are seeking a strategic Credit Risk Analytics Manager to support the Loss Forecasting workstream within the US credit card portfolio. This role sits in the first line of defense and focuses on policy and portfolio analytics. The ideal candidate can clearly link credit policy actions to portfolio performance and loss outcomes.
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Key Responsibilities
Technical Skills Required
Nice to Have
Job Description
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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).
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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.
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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:
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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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