ForteBank — Junior data scientist

Junior data scientist
ForteBank
400.000 to 500.000 KZT per month
Astana / Office

Responsibilities:
• 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

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

Contacts:
khairli@fortebank.com
@ikapan