Banking Loss Forecasting Report Automation Specialist
Bangalore, Chennai, Hyderabad
Job Description
Key Responsibilities
Develop, implement, and maintain automated pipelines for loss forecasting reports using advanced data and reporting tools (e.g., Python, SQL, Tableau).
Automate end-to-end processes for Expected Credit Loss (ECL), Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and Transition Matrix–based frameworks.
Understanding of credit risk modeling (CECL, IFRS 9, stress testing, and Basel reporting).
Collaborate with risk, finance, and data engineering teams to gather requirements and ensure automation aligns with business and regulatory needs.
Design and optimize data extraction, transformation, and loading (ETL) processes to source data from multiple banking systems.
Build validation, reconciliation, and exception-handling routines to ensure reporting accuracy and integrity.
Create dashboards and self-service reporting tools for senior management and regulatory stakeholders.
Continuously improve automation frameworks, ensuring scalability and adaptability to regulatory changes.
Support ad-hoc analysis, model integration, and performance monitoring of forecasting methodologies.
Job Requirement
Qualifications & Skills
3–7 years of experience in banking risk management, finance, or data analytics, with exposure to credit risk and loss forecasting.
Prior experience with report automation in CECL, IFRS 9, Basel, or stress testing frameworks strongly preferred.
Strong proficiency in understanding of vintage models, roll rate models, and time series based risk models.
Ability to translate credit policy and macro environment inputs into portfolio impacts, including DQ, Low FICO concentration, Exposure, Credit and Fraud Losses. Good understanding of credit card maturation, vintage/cohort analysis.
Bachelor’s or Master’s in Finance, Statistics, Data Science, Computer Science, or a related field
Good to have
Strong programming skills in Python, SQL, pyspark for data manipulation and automation.
Experience with ETL tools, workflow automation (Airflow etc.), and data visualization (Tableau). Email automation is an added bonus.
Knowledge of cloud platforms (AWS, Databricks) and version control (Git) is a plus.
Familiarity with statistical/machine learning models for loss forecasting desirable.