Middle-Senior Data-Scientist / Model Validator at ForteBank

Middle-Senior Data-Scientist / Model Validator
ForteBank
800.000 to 1.200.000 KZT net per month (+ bonuses)
Astana / Office

ForteBank is one of the leading banks in Kazakhstan

Responsibilities:
• Model validation including backtesting and statistical testing
• Development of alternative approaches and models

Requirements:
• Higher education in computer science, mathematics, statistics, economics/finance.
• Knowledge of Python, R (at least one of them).
• Experience in credit models - scoring, IFRS-9 (PD, LGD, EAD).
• Knowledge of statistics - distributions, moments, hypothesis testing
• Knowledge of econometrics - linear, logistic regression, regularization
• Experience with time series - autoregressive models, volatility models, VaR, autocorrelation
• Knowledge of machine learning fundamentals- trees, boosting, hyperparameter optimization, cross-validation, confusion matrix, etc

Contacts:
📧 khairli@fortebank.com (preferable)
📱 @askar_khai