Middle Data-Scientist / Risk Modelist at ForteBank

Middle Data-Scientist / Risk Modelist
ForteBank
600,000 to 900,000 KZT NET per month
Astana / Office

ForteBank is one of the leading banks in Kazakhstan.

Responsibilities:
• Development, maintenance and monitoring of risk models for IFRS 9 provisioning processes: PD, LGD, macro-models
• Participation in the development of financial and operational risk models
• Monthly calculation of provisions for the credit portfolio
• Data analysis, preparation of analytical reports and handling of ad-hoc requests
• Participation in audit and regulatory reviews, including AQR and supervisory stress testing (НСТ)

Requirements:
• higher education in mathematics, statistics, economics, finance, IT or related fields
• at least 1 year of experience in risks in the banking sector or Big4
• understanding of credit risk, provisioning and banking products
• strong knowledge of Excel
• experience with Python and/or R