Неудачник. Or лузер (loser) used very often too.

неудачник - literary expression лох, лузер, чмо, лошара etc. - informal speach

лох, лошара, чмо... Shortly, you can use many words, it depends on what you wanna say

лох

you can say " loser " in russian : " неудачник " .. good luck :)