| Job Vacancies |
| POSITION | Junior data scientist |
| COMPANY | ForteBank |
| LOCATION | Astana |
| JOB STATUS | full time |
| REQUIREMENTS | Higher education in computer science, mathematics, statistics, economics/finance • Knowledge of Python and R • Knowledge of statistics and data analysis methods, creation of statistical models and methods of their analysis • Understanding of how banks work and the lending process • Experience with risk assessment models - PD, LGD, EAD, CCF, scoring, rating model, VaR • Knowledge of machine learning methods and their application in tasks such as classification, regression, etc • Understanding of time series analysis must have: - стационарность (будет преимуществом - square root, ADF) - функция ошибки логистической/линейной регрессии (будет преимуществом - elastic net / метрика F1) - VIF, hypothesis testing, r-squared adjusted - OHE (будет преимуществом - IV, binning) - ensembling methods - binomial distribution moments (будет преимуществом - skewness, kurtosis) |
| SALARY | 400000-500000kzt |
| DUTIES | Validation of models - backtesting of model outputs, critical review and statistical testing of model components • Development of alternative models or individual components that can be improved • Assessment of model risk |
Please send all inquiries to:
Elmira Kabiyeva, MBA
Career Center
Tel
+7(727)2374829 (1018), +7 701 765 53 95
e-mail:plof@kimep.kz