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