Finansinių rizikų analitikas (-ė)

About the role

We are looking for a Financial Risk Analyst to join the Financial Risk Management department of a national development bank in Lithuania. The role involves analysing the quality of financial instrument portfolios, forecasting losses and supporting credit risk management.

Key responsibilities

• Analyse and assess the quality of financial instrument portfolios, segment them into homogeneous groups and calculate financial indicators.
• Forecast loss rates, evaluate probability of limit breaches and their impact on the bank’s objectives.
• Prepare reports for senior management with insights on credit risk.
• Participate in pricing processes for financial products, develop and maintain pricing models.
• Test credit risk and pricing models used in the bank’s operations.
• Contribute to the development of new financial instruments, including loss forecasting and guarantee payment planning.
• Maintain and enhance credit risk assessment models to meet regulatory and audit requirements.
• Calculate expected credit losses in line with IFRS 9 and test provision adequacy.
• Update internal documentation and prepare data for shareholders, management and auditors.

Required profile

• Impeccable professional reputation.
• University degree in finance, mathematics, statistics or a related field.
• Relevant experience in financial institutions.
• Strong ability to work with large data sets and perform statistical modelling.
• Proficiency in data‑processing and statistical modelling tools.
• Good written communication skills in Lithuanian and English (minimum B1 level).

Required skills

• Python
• R
• PowerBI

What we offer

• Full‑time position at Lithuania’s only national development bank.
• Opportunity to work on high‑impact projects for the state.
• Collaborative team of senior professionals.
• Benefits package including health and accident insurance, extra vacation days and flexible working conditions.
• Possibility to work remotely part of the time, including from abroad.