Director of Loss Forecasting

Advanced degree (Master’s or PhD) in Statistics, Data Science, Economics, Mathematics, or a related quantitative field. 8+ years of experience in loss forecasting, credit risk modeling, or a closely related role within financial services or lending. Strong understanding of statistical modeling techniques, including regression, time series, and machine learning methods. Proficiency in Python is a strong plus. Deep knowledge of credit risk fundamentals and macroeconomic drivers impacting consumer lending portfolios. Experience working with large, complex datasets and collaborating closely with data science teams. Strong business judgment and the ability to connect analytical insights to strategic and financial outcomes. Excellent communication skills, with experience presenting complex analyses to executive audiences and external partners. Proven ability to work cross-functionally and influence stakeholders across disciplines. Demonstrated leadership in driving analytical initiatives, managing projects, or mentoring team members. Curiosity and innovation mindset. Comfort operating in a fast-growing, evolving environment.

Own and evolve loss forecasting methodologies across lending products. Identify and analyze key risk drivers using advanced statistical and quantitative techniques. Translate complex modeling outputs into clear, actionable insights for executive leadership and lender partners. Partner cross-functionally with Data Science, Credit, Finance, Servicing, and Product teams. Monitor model performance and recalibrate forecasts. Build and enhance dashboards and reporting. Lead innovation in forecasting approaches, tools, and technologies. Drive strategic initiatives related to risk mitigation, portfolio optimization, and business growth. Serve as a trusted advisor to senior leaders and external partners on loss outlooks. Support new product launches by ensuring scalable loss forecasting frameworks.