Director of Loss Forecasting

ABOUT THE ROLE:

The Director of Loss Forecasting plays a critical role in shaping Splash Financial’s credit strategy and long-term performance. This leader owns the development and evolution of loss forecasting methodologies that directly inform executive decision-making, lender confidence, and portfolio growth.

In this highly visible role, you will partner closely with senior leadership, lending partners, and cross-functional teams to deliver accurate, transparent, and actionable forecasts. As Splash continues to expand its product offerings, this role will evolve in scope and complexity, offering the opportunity to drive innovation and influence strategy at scale.

If you’re energized by using data to guide high-stakes decisions and enjoy operating at the intersection of analytics, risk, and business strategy, this role offers meaningful impact and growth.

WHAT YOU’LL DO AT SPLASH:

• Own and evolve loss forecasting methodologies across Splash’s lending products, incorporating both macroeconomic and portfolio-level drivers.
• Identify and analyze key risk drivers using advanced statistical and quantitative techniques to improve forecast accuracy and reliability.
• 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 to align forecasting outputs with credit and collection strategies.
• Monitor model performance and recalibrate forecasts based on portfolio behavior, economic conditions, and business changes.
• Build and enhance dashboards and reporting that improve forecast transparency, interpretability, and stakeholder trust.
• Lead innovation in forecasting approaches, tools, and technologies to stay ahead of industry best practices.
• 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 and risk trade-offs.
• Support new product launches by ensuring scalable, well-designed loss forecasting frameworks are in place.

WHAT YOU’LL BRING TO SPLASH:

• 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, with the ability to guide model selection and application.
• Proficiency in Python is a strong plus, including experience using Python-based analytics or modeling workflows to explore data, validate assumptions, or partner effectively with data science teams.
• 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, with a desire to continuously improve forecasting approaches and tools.
• Comfort operating in a fast-growing, evolving environment with increasing product and portfolio complexity.

COMPENSATION:

The base salary range for this role is $180,000 - $220,000 annually, based on market data and internal compensation practices. This role may also be eligible for a bonus component tied to individual and company performance. Final compensation will be determined by factors such as location, experience, and skill level.