The Manager, Loss Forecasting Models leads the development, enhancement, and governance of advanced forecasting models for retail credit portfolios. This role is highly technical and strategic, focused on applying statistical, machine learning, and AI methodologies to improve loss forecasting accuracy and business decision‑making.

Key Responsibilities

Model Development & Innovation

• Lead the design, development, and implementation of loss forecasting models for retail credit portfolios.
• Apply advanced statistical techniques and modern machine learning / AI approaches (e.g., GLMs, gradient boosting, random forests, neural networks) to enhance forecasting accuracy and risk insights.
• Drive innovation by incorporating alternative data, new modeling techniques, and automation into forecasting frameworks.
• Oversee the full model development lifecycle: data extraction, feature engineering, model training, validation, benchmar...