Saldo Bank UAB is a specialised bank licensed by the European Central Bank and regulated by the Bank of Lithuania. Saldo Bank offers fully automated lending solutions for consumers and SME customers and term deposit account services for consumer customers. The company's advanced scoring system ensures responsible lending, and its own lending system supports business growth also internationally.

We are looking for someone who is passionate about Data Analytics and Credit Risk to join our innovative risk team in paving the future for the bank's credit risk portfolio. You will be a part of the second line of defense reporting directly to the Chief Risk Officer.

• Generate credit portfolio metrics regularly and monitor the trend for credit observations

• Drive the automation of Credit reportings from end-to-end, incl. defining business requirement, managing automation projects

• Analyse diverse data required to develop risk monitoring and reporting with focus on high quality, delivery within agreed timelines and alignment with approved risk policies

• Design and generate risk reports that give insights on business development opportunities and track vulnerabilities to risk developments

• Ensure that risk strategies are accurately tested and implemented using analytical tools

• Support of stress testing and ICAAP from credit risk perspective

• Development and maintenance of the credit risk policies and procedures

• Setting of credit risk appetite through risk appetite statements / risk limits

• Review and challenge of the business line involved in credit activities (1LoD), including in relation to underwriting criteria and processes, introduction of new credit products

• Monitoring of credit portfolio quality and adherence to the established risk limits to ensure the 1LoD operates within risk appetite

• Development and performance of credit risk reporting to management and other relevant stakeholders

• Integration of outputs of credit risk and IFRS 9 models into credit risk management framework (model development itself is under responsibility of the organization’s other structural unit)

• Automatisation of market and operational risk management

• Ideally 4+ years of work experience in credit risk management area in the financial services, preferably within the bank

• University degree in a technical field (Econometrics, Statistics, Mathematics, or similar)

• Strong analytical ability, with technical competency to deliver industry standard outputs with Strong knowledge of SQL coding

• Excellent command of English and Lithuanian languages

• Strong interpersonal skills with the ability to engage and influence multiple stakeholders

• Reasonable understanding of European and local regulations relating to lending

• Experience with retail credit risk (consumer lending, SME loans, etc.)

• Experience with client financial standing analysis at an individual client (private individuals and/or legal entities) level as an advantage

• Lunch benefit: from the very first day within the company, you will be entitled to 160 EUR monthly lunch budget. Manage your budget and order the food from your favorite restaurants!

• Health Insurance: after 3 months of working together we would ask you to choose 1 out of 6 different health insurance plans. Choose the one which suits your needs better,

• Recreational Benefit: take some time for yourself while using annual set budget and choosing from different sports/relaxing activities which you like the most,

• Professional Growth: professional and supportive team, conferences, trainings, books - everything which lets you improve and develop your skills with a guaranteed annual budget of 1500 EUR for trainings and 150 EUR for books,

• Other Perks: fresh fruits, drinks, snacks at the office not forgetting team buildings and other team events!

Please note that applicant's data will be processed in accordance with Saldo Bank's privacy policy.