Jobs
Junior/Middle Model Validator/Data Scientist at ForteBank
500.000 to 1.000.000 KZT NET per month
Astana / OfficeML
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Junior/Middle Model Validator/Data Scientist
ForteBank
500.000 to 1.000.000 KZT NET per month
Astana / Office
One of the largest banks in Kazakhstan
Responsibilities:
• Independent validation of models (credit/financial risk, classical DS, stress-testing)
• Development of alternative benchmark models and methodologies
• Assessment and monitoring of model risk levels
• Interaction with developers, risk managers, and regulators
Requirements:
• Risk modeling / predictive DS experience
• Experience with credit risk models (IFRS 9: PD, LGD, EAD; scoring, rating models)
• Experience with Time series methods (ARIMA, volatility models, autocorrelation)
• Strong knowledge of statistics and econometrics (distributions, hypothesis testing, regressions)
• Machine learning skills (decision trees, boosting, model performance advanced metrics)
• Knowledge of banking risk management processes
• Proficiency in Python or R
Contacts:
Khairli@Fortebank.com
@urajin01
ForteBank
500.000 to 1.000.000 KZT NET per month
Astana / Office
One of the largest banks in Kazakhstan
Responsibilities:
• Independent validation of models (credit/financial risk, classical DS, stress-testing)
• Development of alternative benchmark models and methodologies
• Assessment and monitoring of model risk levels
• Interaction with developers, risk managers, and regulators
Requirements:
• Risk modeling / predictive DS experience
• Experience with credit risk models (IFRS 9: PD, LGD, EAD; scoring, rating models)
• Experience with Time series methods (ARIMA, volatility models, autocorrelation)
• Strong knowledge of statistics and econometrics (distributions, hypothesis testing, regressions)
• Machine learning skills (decision trees, boosting, model performance advanced metrics)
• Knowledge of banking risk management processes
• Proficiency in Python or R
Contacts:
Khairli@Fortebank.com
@urajin01
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