Credit Risk Analyst

Cleargrid

Credit Risk Analyst

Role Overview

Credit Risk Analyst

Key Responsibilities

• The candidate will be able to perform:
• **Advanced Recovery Modeling:**
• Develop and maintain recovery rate models using "ClearGrid" methodology, specifically focusing on identifying high-potential segments (top 5%) using data signals and explicitly define downside cases and sensitivity of recovery assumptions
• **Statistical Correlation Analysis:**
• Construct correlation matrices to test recovery sensitivity against existing borrower signals to establish eligibility criteria and concentration limits.
• Clearly articulate where data is directional rather than definitive
• **Lookalike Modeling & Interpolation:**
• Utilize machine learning or statistical grouping to identify "lookalike" borrowers within unidentified portfolios, applying scenario assumptions for risk mitigation.
• **Portfolio Bidding & Strategy:**
• Design and execute the final Portfolio Bid models, integrating recovery forecasts with operational costs, concentration limits, and required profit margins to determine the purchase price.
• Produce pricing ranges and downside scenarios, not just point estimates.
• Support live transaction pricing discussions and iterative bid refinement under time constraints
• **Visual Reporting:**
• Build and manage Tableau dashboards to communicate conversion rates and recovery performance to senior stakeholders.

Requirements

• **Data Tools:**
• Advanced proficiency in

Sql

Python And R

• for data manipulation and lookalike modeling.
• **Visualization:**
• Expert level in

Tableau

• or other tools for large data sets to visualize recovery trends.
• **Financial Modeling:**
• Expert Excel/Financial modeling skills, specifically for NPL valuation (DCF, IRR, and NPV analysis of recovery streams).
• **Domain Expertise:**
• Deep understanding of

Bnpl