Portfolio Analyst

Renmoney

4d•Remote

About The Position

We’re looking for a Portfolio Analyst to help us scale and optimize our credit portfolio. You’ll work hands-on with portfolio metrics, risk strategies, and pricing, collaborating closely with Product and Data Science to turn data into clear, impactful decisions.

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 analytical tools: Excel (advanced formulas, pivot tables)
SQL (window functions, subqueries)
Experience working with Python (basic level: NumPy, pandas, scikit-learn)
Knowledge of regulatory requirements applicable to MFIs/Banks

Nice To Haves

Experience with Big Data and BI systems
Basic understanding of ML models (interpretation of scoring results)
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

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 (e.g., by risk levels, products, acquisition channels)
Assessment of the impact of internal initiatives on financial results
Optimization of the portfolio structure (balancing high-yield and low-risk loans)
Monitoring of risk concentration (e.g., by regions, products, borrower segments)
Adjustment of credit policy based on default and early repayment data
Development and improvement of processes related to loan origination
Formulation of requirements for scoring models (e.g., calibration of PD models)
Analysis of scoring card performance and proposals for their improvement
Work with cash flow forecasting models