Senior Delinquency Forecasting Specialist

Job Title: Senior Delinquency Forecasting Specialist

Location: UAE (Remote)

Employment Type: Full-Time

Work Arrangement: Fully Remote

Level: Senior

About Us

We are seeking an experienced Senior Delinquency Forecasting Specialist to develop, maintain, and enhance forecasting models that predict delinquency trends and assess credit portfolio performance. This role is ideal for a quantitative and analytical professional with expertise in credit risk forecasting, statistical modeling, portfolio analytics, and early-warning indicators.

The successful candidate will collaborate with Credit Risk, Collections, Finance, Data Analytics, and Portfolio Management teams to improve forecasting accuracy, identify emerging repayment risks, and support proactive credit risk management and informed business decisions.

Key Responsibilities

• Develop and maintain delinquency forecasting models for consumer lending products, including personal loans, credit cards, auto loans, and other retail credit portfolios.
• Analyze historical repayment behavior, delinquency transitions, default patterns, customer characteristics, and macroeconomic indicators to identify trends and risk drivers.
• Forecast delinquency rates across different aging buckets, including early-stage, mid-stage, and late-stage arrears.
• Build and refine forecasting methodologies using statistical techniques, predictive analytics, time-series analysis, and other appropriate modeling approaches.
• Monitor portfolio performance indicators such as delinquency rates, roll rates, cure rates, default rates, vintage performance, and loss trends.
• Develop early-warning indicators to identify emerging deterioration in repayment behavior and potential increases in credit risk.
• Conduct scenario analysis and stress testing to evaluate the impact of economic changes, interest rate movements, unemployment, and other relevant factors on delinquency performance.
• Segment delinquency forecasts by product, customer profile, origination channel, risk grade, geography, and other relevant portfolio dimensions.
• Compare forecasted results with actual outcomes, investigate variances, and recalibrate models when necessary.
• Collaborate with Collections and Recoveries teams to support resource planning, collection strategy optimization, and prioritization of higher-risk customer segments.
• Provide delinquency forecasts and analytical insights to support credit risk planning, provisioning assessments, portfolio management, and business forecasting.
• Work with Data Engineering and Analytics teams to improve data quality, model inputs, reporting pipelines, and automated forecasting processes.
• Maintain clear documentation of model assumptions, methodologies, validation results, limitations, and performance monitoring procedures.
• Support model governance, independent validation, internal audits, and regulatory reviews where required.
• Prepare regular forecasting reports, dashboards, management presentations, and recommendations for senior stakeholders.
• Identify opportunities to enhance forecasting accuracy, operational efficiency, and the reliability of credit risk reporting.

Qualifications and Experience

• Bachelor's degree in Statistics, Mathematics, Economics, Finance, Data Science, Actuarial Science, or a related discipline.
• A master's degree in a quantitative field or relevant professional qualifications is an advantage.
• Significant experience in credit risk analytics, delinquency forecasting, portfolio risk modeling, predictive analytics, or a related financial services function.
• Strong understanding of consumer credit products, repayment behavior, delinquency progression, default risk, and collections performance.
• Demonstrated experience developing, evaluating, or maintaining forecasting models using historical portfolio data.
• Knowledge of statistical modeling, time-series forecasting, regression analysis, segmentation techniques, and predictive modeling methods.
• Experience with credit risk indicators, including delinquency aging, roll rates, cure rates, vintage analysis, default rates, and loss forecasting.
• Proficiency in SQL and Microsoft Excel; practical experience with Python, R, SAS, or similar analytical tools is highly desirable.
• Familiarity with data visualization tools such as Power BI or Tableau is an advantage.
• Understanding of macroeconomic factors and their relationship to consumer credit performance.
• Experience with model validation, back-testing, sensitivity analysis, and forecast variance analysis.
• Knowledge of UAE banking practices and applicable credit risk requirements is desirable.
• Strong analytical, problem-solving, and critical-thinking skills, with the ability to translate complex findings into actionable recommendations.
• Excellent communication and presentation skills, with experience explaining forecasting assumptions and results to non-technical stakeholders.
• Ability to manage multiple priorities independently while meeting reporting deadlines in a remote working environment.

Key Performance Indicators (KPIs)

• Forecasting Accuracy: Maintain reliable delinquency forecasts and minimize material deviations between projected and actual portfolio performance.
• Model Performance: Regularly assess model stability, predictive capability, and suitability for intended business applications.
• Early-Warning Effectiveness: Identify emerging delinquency trends and portfolio deterioration in a timely manner.
• Variance Analysis: Investigate significant forecast deviations and recommend appropriate model or assumption adjustments.
• Reporting Timeliness: Deliver forecasts, dashboards, and analytical reports within agreed reporting schedules.
• Data Quality: Ensure forecasting inputs are complete, consistent, and appropriately validated.
• Scenario Analysis: Provide meaningful insights into potential portfolio outcomes under alternative economic and business conditions.
• Portfolio Insights: Deliver actionable recommendations that support credit risk mitigation and collections planning.
• Model Governance: Maintain comprehensive documentation, validation evidence, and appropriate forecasting controls.
• Process Improvement: Improve forecasting workflows, automation, reporting efficiency, and analytical reliability.

What We Offer

• Competitive compensation based on qualifications and relevant experience.
• Fully remote working arrangements within the UAE-based role structure.
• Opportunities to work on credit risk forecasting, predictive analytics, and portfolio performance initiatives.
• Exposure to consumer lending analytics, economic scenario analysis, and advanced modeling techniques.
• A collaborative environment that values analytical rigor, sound risk judgment, and continuous improvement.
• Professional development opportunities in credit risk modeling, data analytics, and financial forecasting.
• The opportunity to contribute directly to proactive risk management and data-driven decision-making.

How to Apply

Interested candidates are invited to submit an updated CV highlighting their experience in delinquency forecasting, credit risk modeling, portfolio analytics, and predictive analysis.

Please include relevant experience with forecasting methodologies, analytical programming tools, credit portfolio metrics, model validation, and measurable improvements in forecast accuracy or risk monitoring.

Email Subject Line: Application – Senior Delinquency Forecasting Specialist (UAE Remote)

• We welcome applications from experienced professionals who combine strong quantitative expertise, practical credit risk knowledge, and a proactive approach to forecasting portfolio delinquency trends.