Job Details

Portfolio Risk Manager SME at VTB. Responsibilities include analyzing the credit portfolio of SMEs, preparing analytics, forming hypotheses for risk strategy adjustments, and participating in scoring pipeline improvements.

Analysis of the credit portfolio quality of small and medium-sized businesses (loans and guarantees), incoming flow of applications; Preparation of regular and ad hoc analytics: assessment of the effects of risk strategy changes, monitoring key risk metrics, testing scoring models; Formation and verification of hypotheses for adjusting the risk strategy and limit policy depending on portfolio trends and external factors; Participation in the refinement of the scoring pipeline: development of business requirements, verification of test results, monitoring of implemented functionality.