Responsibilities:

• Conduct monitoring and analysis of loan origination quality, control profitability of the micro and small business portfolio;
• Develop proposals for improving the Bank's credit policy based on portfolio quality analysis results, participate in improving lending processes;
• Interact with risk analysts, the Data Science team, and risk technologists within the scope of improving banking risk systems;
• Support and control the risk strategy for the product;
• Formulate loss forecasts for the micro and small business portfolio.

Requirements:

• Education: Higher education (Economics and Management; Applied Mathematics; Information Systems and Technologies; Computer Science and Engineering);
• Work experience in portfolio analytics in retail, micro and small business, or SME: from 2 years;
• Understanding of banking products / processes / technologies / credit application decision-making strategies, experience in developing pre-approved decision strategies (with high approval rates on responses);
• Skills and knowledge: Fundamentals of IFRS for calculating provisions and expected losses, principles of PD model development and construction, migration matrices; methodology for calculating metrics such as NCL, CoR, EL, etc.;
• Programming languages: SQL (very good knowledge), Python (will be an advantage).

Conditions:

• Stable and transparent income: salary is discussed upon completion of the interview;
• Environment for your inevitable development: complex and interesting tasks await you using a large array of data, we regularly hold trainings, webinars, you will have access to free corporate libraries from Alpina, business publications, and discounts on foreign language courses;
• Sense of camaraderie: we have a friendly atmosphere and a team of top professionals who are ready to share their expertise with you;
• Care for your health: voluntary medical insurance program, which includes dentistry and service in the best clinics in the city, discounts on fitness club memberships, informal sports communities;
• Opportunities for diverse leisure activities: discounts on services from travel agencies, food products, in restaurants and bars, in shops and beauty salons.