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