What are the responsibilities and job description for the Loan Portfolio Analytics (Risk Reporting) position at Ascendo Resources?
We are seeking a skilled and experienced Senior Loan Portfolio Analyst to lead the assessment and management of Company’s credit risk exposure. The ideal candidate will be responsible for overseeing credit policies, designing effective risk management frameworks, and ensuring alignment with the company’s overall risk strategy.
They ideal candidate is someone that has experience with monitor key credit risk indicators and metrics to identify potential risks and opportunities, proactively addressing concerns while supporting sound decision-making.
We are looking for candidates with proven experience performing these duties :
- Utilizing quantitative credit scoring models to evaluate borrower creditworthiness, including analyzing financial history, income, debt levels, and repayment behavior to assign accurate risk scores.
- Estimating the Probability of Default (PD) to assess the likelihood of borrowers defaulting on loan obligations within a specified time frame.
- Assessing Loss Given Default (LGD), including analyzing the percentage of potential loan losses in default scenarios while evaluating collateral values and recovery rates
- Estimating Exposure at Default (EAD), including assessing total exposure a bank may face in borrower default scenarios, covering both drawn and undrawn portions of credit facilities
- Conducting stress testing by simulating adverse economic scenarios to assess the impact on loan portfolio performance under challenging market conditions
- Experience in conducting concentration risk analysis by evaluating portfolio exposure across sectors, industries, regions, or borrower types to identify and address over-reliance in specific areas.
- Proven expertise in developing and utilizing Early Warning Systems (EWS) by leveraging key risk indicators, such as payment delays and declining financial ratios, to identify potential credit deterioration and implement proactive mitigation strategies
- Experience in portfolio segmentation and risk rating, including classifying loans by risk level and assigning internal risk ratings to effectively monitor and manage risks at a detailed level.
- Conducting vintage analysis to monitor performance trends of loans originated within the same period, identifying potential underwriting issues or shifts in market conditions.
- Experience with behavioral scoring techniques, including analyzing borrowers' payment behaviors and credit utilization to predict potential default risks.
Qualifications :
