Portfolio Analyst

Responsibilities

• Analysis and monitoring of key portfolio metrics: FPD, PD, LGD, NPL, Surplus
• LTV assessment and active participation in product pricing
• Development of customer segmentation strategies
• Assessment of the impact of internal initiatives on financial results
• Optimization of the portfolio structure
• Monitoring of risk concentration
• Adjustment of credit policy based on default and early repayment data
• Formulation of requirements for scoring models
• Analysis of scoring card performance and proposals for their improvement
• Work with cash flow forecasting models

Requirements

• 3+ years of experience in analytics or portfolio analytics
• Higher education, preferably in a technical or economics-related field
• Strong understanding of credit risks and metrics: PD, NPL, FPD, SPD, Roll Rate, CoR
• Knowledge and practical application of probability theory and mathematical statistics
• Proficiency with Excel (advanced formulas, pivot tables)
• Proficiency with SQL (window functions, subqueries)
• Experience working with Python (basic level: NumPy, pandas, scikit-learn)
• Knowledge of regulatory requirements applicable to MFIs/Banks

Preferred Qualifications

• Experience with Big Data and BI systems
• Basic understanding of ML models
• Knowledge of financial models and statements (NPV, DCF, P&L)
• Experience with A/B testing
• Knowledge of MFI/Banking products: microloans, credit cards, credit lines

Benefits

• Remote work from anywhere in the world
• Performance bonus, paid vacations and day-offs, personal development plan
• Access to cutting-edge tools
• Join a diverse, inclusive team