Data Scientist in Pershiy Ukrayinskiy Mizhnarodniy Bank, AT / PUMB

Microcredit risk management is opening a Data Scientist position. Qualifications and experience: Experience in statistical analysis and modeling. Knowledge of SQL. Knowledge of the basics of bank lending. Experience in working with basic programming languages ​​(R, Python, SAS) Experience in working with databases. (PD, LGD). Your ROLE: Development of risk management tools (scoring maps, decision trees, neural networks, etc.). Validation and calibration of risk tools, assessment of relevance and relevance. Composition of risk tools into a general concept of risk strategy and analysis of overall strategy effectiveness. Modeling and forecasting of indicators credit risk (PD, LGD) Modeling of stress tests for the existing credit portfolio Statistical analysis of data, modeling of the behavior of client segments Why FUIB? One of the best employers in Ukraine according to Forbes version Professional and friendly team Remote work Decent remuneration Medical insurance Official employment Opportunities for career development and professional growth Friendly and open corporate culture