Credit Risk Modeling
Ernst & Young
Jan 2024 — Feb 2026Developed Liner Regression, Decision Tree, Logistic Regression models for Credit Risk indicators suchs Probability of Default, Loss given Default
Data Scientist
Experience in Big4, currently validate scoring models. Interests in Supervised learning, boosting models, XGBoost, LightGBM, Catboost(but not limited with them)!
Ernst & Young
Jan 2024 — Feb 2026Developed Liner Regression, Decision Tree, Logistic Regression models for Credit Risk indicators suchs Probability of Default, Loss given Default
Freedom Bank
Feb 2026 — PresentValidation of Catboost, LightGBM boosting models for scoring and regression tasks
Nazarbayev University
2018 — 2022Nazarbayev University
2022 — 2023Applied Data Analytics