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Tier-1 bank brand and Mumbai metro raise competition, but senior, niche credit loss forecasting skillset limits applicant density.
Highly domain-specific credit risk and regulatory forecasting skills limit cross-industry transferability.
Explicit 10+ years, domain-specific loss forecasting and CCAR requirements, and mandatory SAS/Python/R skills enforce strict shortlisting.
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Lead and manage net credit loss forecasting for a $150BN+ portfolio, primarily retail and North American cards.
Develop, maintain, and analyze complex credit loss and financial risk forecasting models; provide actionable insights to senior management and support regulatory reviews.
Drive process improvements and automation; coordinate cross-functional partnerships and prepare presentations for business reviews and audits.
10+ years of experience in product program governance and risk management, preferably in cards/unsecured credit and loss forecasting.
Proficiency in SAS, Python, and R for data extraction and statistical analysis.
Bachelor's degree or equivalent experience; Master’s degree is a plus.
Good understanding of regulatory requirements, credit source systems, and risk management frameworks.
Experienced in credit risk analytics and financial loss forecasting within large consumer credit portfolios, especially cards.
Strong project management skills and ability to collaborate across multiple business units and senior stakeholders.
Demonstrated capability in quantitative analysis, data quality management, and regulatory compliance reporting.