NPL Senior Analyst Risk & Decision Analytics · Gdańsk ·

TF Bank AB; Województwo pomorskie; On-site; PLN 180,000 - 240,000; Full time

Job summary

A financial institution is seeking a Senior Credit Risk Analyst to manage recovery performance and develop predictive models for non-performing loans (NPL). This role requires analytical expertise and collaboration with various teams to optimize recovery strategies. Candidates should have over 3 years of experience in banking and a degree related to finance or economics. Strong technical skills in SQL, R, VBA, or Python are preferred. The position is based in Poland, Województwo pomorskie.

Qualifications

• Minimum of 3+ years of relevant analytical experience in banking or NPL-related fields.
• Experience with credit risk, provision modelling and IFRS9.

Responsibilities

• Develop and refine LGD/RR models for projecting recovery rates.
• Analyze and monitor recovery performance for product lines/countries.
• Perform data-driven analysis across portfolios, providing actionable insights.
• Support NPL valuation exercises for pricing and sales strategies.
• Maintain monitoring frameworks for timely reporting.
• Collaborate with stakeholders across teams for strategic insights.

Skills

Analytical skills

Detail-oriented

SQL

R

VBA

Python

Education

Degree in science, finance or economics

Job description

About the Role

TF Bank AB is seeking a dynamic and hands-on professional to join our team as a Senior Credit Risk Analyst (Non-Performing Loans). In this role we are looking for an analytical and detail-oriented professional to manage LGD/RR curve modeling, monitor recovery performance across all the banks 12 country portfolios and 3 distinct product lines. Provide ad-hoc valuations for NPL portfolios to support debt sales strategies. For the majority of the portfolios/products, the data for the analysis/valuation will grow on the monthly basis.

This role involves developing predictive models, delivering insights on recovery trends, and ensuring accurate and data-driven NPL portfolio valuation practices. The candidate will collaborate closely with cross-functional teams to align recovery monitoring frameworks and support decision-making with actionable recommendations based on in-depth analysis of diverse portfolio dynamics.

Key Responsibilities:

• Model Development: Develop and refine LGD/RR models to accurately project recovery rates, adapting to portfolio-specific characteristics and evolving trends.
• Recovery Monitoring: Analyze and monitor recovery performance for three distinct product lines/twelve countries, ensuring alignment with forecasts and identifying areas for optimization.
• Portfolio Insights: Perform data-driven analysis across portfolios from multiple countries, providing actionable insights to enhance recovery strategies.
• NPL Valuation: Support ad-hoc valuation exercises of NPL portfolios to inform pricing and sales strategies, incorporating economic and market-specific considerations.
• Data Management and Reporting: Maintain robust monitoring frameworks, ensuring accurate and timely reporting of recovery trends and outcomes.
• Cross-functional Collaboration: Work closely with stakeholders across risk, finance, and operations teams to align on modeling assumptions and deliver strategic insights.

Qualifications:

• Minimum of 3+ years of relevant analytical experience in banking or NPL-related fields.
• A degree in science, finance or economics and/or a strong experience in financial and macroeconomic markets.
• Minimum of 3+ years of experience with credit risk, provision modelling and IFRS9.

Preferred Skills:

• Expertise in analyzing DCA performance to maximize collection efficiency.
• Technical skills in SQL, R, VBA, or Python are highly advantageous.