Analytics and Portfolio Management (Banking)

  • Post Date : October 2, 2020
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Job Description

Duties and Responsibilities

  • Development and monitoring of scoring system
  • Analysis of a credit portfolio and making proposals to underwriting policy and product policy in order to increase its profitability and decrease credit risk
  • Development of stress testing framework and calculating of the results on a regular basis
  • Develop and implement IFRS provisioning methodology, calculation on a regular basis
  • Assist in risk appetite framework development and support in regular reporting
  • Control over portfolio limits

Requirements

  • Stay align with Yelo Banks`s values and policies;
  • Minimum 2 years in Credit Risk Analysis and Portfolio Management
  • Minimum 1 year of Managerial experience
  • Experience in Business and Retail lending would be considered an advantage
  • Good knowledge of statistics (prior experience in scorecard modelling would be considered an advantage)
  • Work experience in reporting and database structure
  • Good knowledge of one of the programs: SQL, R, Python, other data processing
  • Good knowledge of one of the programs : SPSS, SAS, Matlab, other modelling software
  • Knowledge of Russian or English

Interested candidates are requested to send their CV and certificates to hr@dsg.az mentioning the position in the subject line 

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