Loss Forecasting

Collect and analyse data to identify credit risk (IFRS9, CECL, ECL, delinquency, roll rate, charge-off and prepayment) trends and drive insights to further strengthen loss forecasting analytics.

• Craft dashboards to track KPIs around portfolio performance, including deep diving into credit strategies and their impact on it.
• Develop and maintain loss and prepayment forecasting processes for every consumer product fintech offers.
• Extend analytical support to advance fintech collections strategy and build forecasting frameworks for key collections KPIs.
• Use analytical techniques to mine loan characteristics/performance data to extract valuable insights for the business.
• Use data visualization techniques to develop relevant reports for Senior Management.
• Track industry environment and competitor landscape to support the business.
• Correlate Macro-Economic conditions with fintech internal loan performance to support recession readiness and long-run planning.
• Leverage forecasting outputs in the monthly allowance process (CECL) and identify areas where qualitative adjustment is needed.
• Support planning and budgeting exercises within the company by leveraging forecasting assumptions and outputs.
• Work closely with key partners to ensure forecast and allowance assumptions are accurate

Preferred candidate profile

• 5+ years of experience in credit, analytics, IFRS9, CECL, ECL, risk management, data science, or information management.
• Bachelors or master's degree with a quantitative background (e.g. Statistics, Math, Engineering, Economics).
• Strong technical skills such as SQL, SAS, R and Python.
• Experience with BI/data visualization tools (like Tableau or Excel to create dashboards).
• Excellent written and verbal communication skills, including the ability to communicate project scope in documentation and presentation format.
• Experience in the Financial / FinTech industry is a plus.
• Previous experience with loss forecasting and collections analytics, allowance and stress

Mandate:

IFRS9, CECL, ECL, SQL, Python is mandatorily required.