ForteBank
Astana / Office
ML
Junior-Middle Data Scientist / Risk Modelist at ForteBank
Applications: 0
Junior-Middle Data Scientist / Risk Modelist
ForteBank
500.000 to 700.000 KZT NET per month
Astana / Office
ForteBank is one of the leading banks in Kazakhstan
Responsibilities:
• Develop and maintain risk models, including provisioning models (PD, LGD), macroeconomic and financial risk models
• Adapt models to evolving market conditions and regulatory requirements
• Calculate provisions using these models to ensure accurate risk coverage and regulatory compliance
Requirements:
• Higher education in mathematics, data science, economics/finance
• Experience in provisioning models - IFRS-9 (PD, LGD, macro)
• Knowledge of Python or R
• Knowledge of statistics & econometrics - distribution, hypothesis testing, linear/logistic regression
• Experience with time series - autoregressive models, volatility models, VaR, autocorrelation
Contacts:
📧 ikapanov@fortebank.com
📱 @ikapan
ForteBank
500.000 to 700.000 KZT NET per month
Astana / Office
ForteBank is one of the leading banks in Kazakhstan
Responsibilities:
• Develop and maintain risk models, including provisioning models (PD, LGD), macroeconomic and financial risk models
• Adapt models to evolving market conditions and regulatory requirements
• Calculate provisions using these models to ensure accurate risk coverage and regulatory compliance
Requirements:
• Higher education in mathematics, data science, economics/finance
• Experience in provisioning models - IFRS-9 (PD, LGD, macro)
• Knowledge of Python or R
• Knowledge of statistics & econometrics - distribution, hypothesis testing, linear/logistic regression
• Experience with time series - autoregressive models, volatility models, VaR, autocorrelation
Contacts:
📧 ikapanov@fortebank.com
📱 @ikapan
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