Analytical engine behind financial risk management at KOHO. Owning models and forecasts while ensuring compliance and resilience.
Responsibilities
Own the development and execution of short- and long-term delinquency and loss forecasting models.
Partner with Product and Marketing to assess the credit risk impact of new initiatives.
Lead the monitoring of portfolio health, identifying emerging trends and risks.
Develop and maintain monitoring and reporting frameworks for non-credit financial risks.
Produce high-quality reporting for the Board and senior leadership.
Requirements
5-7+ years of experience in financial risk management, with deep hands-on experience in retail credit risk analytics, loss forecasting, and/or treasury risk.
Education: A Bachelor’s or Master’s degree in a quantitative field (e.g., Mathematics, Statistics, Economics, Finance, Engineering) or equivalent practical experience.
Strong proficiency in SQL, Python, or SAS for data manipulation and modeling.
Solid understanding of IFRS 9 standards and ECL methodologies.
Familiarity with market and liquidity risk concepts, ALM (Asset Liability Management), and stress testing frameworks.
Ability to communicate technical risk concepts and their implications clearly to non-technical stakeholders.
Benefits
Competitive compensation & equity
Generous vacation + Wellness days + Flex Days + holiday closure
Remote-first environment + coworking support + yearly all hands retreat
Access to coaching & growth programs
Parental top-up & leave policies
Comprehensive health benefits
Power-up budgets for books, home office setup, phone & internet, AI tools, and professional development
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