DS credit risk (Моделирование рисков корпоративного кредитования)

Bank DOM.RF • Russian: C1 • English • Bachelor's Degree • Python • SQL • Seaborn • Matplotlib • 2 hours ago
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Salary
≈ $17k – $35k per year (Estimated)
Location
In office (Moscow)
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Bank DOM.RF

Bank DOM.RF is a Russian universal commercial bank headquartered in Moscow and established in 1993. The institution provides a comprehensive range of financial services including mortgage lending, corporate banking, consumer loans, and deposit accounts for individual and business clients. As a subsidiary of the DOM.RF housing development corporation, it operates a nationwide network across Russia with a strategic focus on financing the residential construction sector and mortgage market.
domrfbank.ru • HQ: Moscow, Russia • 51-200 employees • Est. 1993

ЧЕМ ПРЕДСТОИТ ЗАНИМАТЬСЯ:

  • Разработка прогнозных моделей (PD, LGD, EAD)
  • Интеллектуальный анализ данных с целью выявления скрытых связей в данных, сегментации данных
  • Оценка потенциала прикладного использования данных в бизнес-целях (Machine learning/Data science)
  • Поиск прикладных методов моделирования и новых источников данных

НАШИ ПОЖЕЛАНИЯ К СОИСКАТЕЛЮ:

  • Высшее образование
  • Знания в области эконометрического, финансового моделирования
  • Хорошее знание базовых подходов/алгоритмов Data Science/Machine Learning (лог рег, деревья и тд)
  • Работа с DS стэком - python 3.6+, scikit-learn, numpy, pandas, SQL, matplotlib/seaborn
  • Опыт построения прогнозных моделей (дефолтов, оттока или досрочного погашения)

МЫ ПРЕДЛАГАЕМ:

  • Конкурентный уровень заработной платы + премии по итогам работы за год в соответствии с утвержденными внутренними политиками
  • Сокращенный рабочий день в пятницу
  • Возмещение по больничному листу до 100% от оклада
  • Расширенная программа ДМС, включая стоматологию
  • Частичная компенсация абонемента в фитнес-клуб
  • Частичная компенсация обучения английскому языку
  • Компенсация профессионального обучения
  • Специальные условия по кредитам и ипотеке от Банка ДОМ.РФ для сотрудников
  • Корпоративные скидки у партнёров группы ДОМ.РФ
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