Overview

Inecobank CJSC is looking for a Risk Policy and Model Development Team Leader.

Responsibilities:
  • Design, development and introduction of scoring systems and other credit risk assessment models using Machine Learning (ML) and Artificial Intelligence (AI) solutions and tools
  • Big data processing, integration, detection of significant indicators, related indicator building, feature engineering and model training
  • Performing validation, backtesting and monitoring functions for scoring system, submission of proposal for changes as needed
  • Studying best practices on ML/AI models and submission of proposals for improvement
  • Providing regular reports to the Head of Risk Management Department and the Bank's management bodies on risks inherent to the Bank, creating new dynamic reports (dashboards)
  • Performance of other functions as defined by the Bank's internal legal acts or as assigned by the direct supervisor
Required Qualifications:
  • 5+ years of experience in ML/AI modeling (experience with scoring systems will be an asset)
  • Higher education in data science, computer science, statistics, or related fields
  • Advanced knowledge of Python (knowledge of NumPy, Pandas, TensorFlow, PyTorch, scikit and other similar libraries will be an asset),
  • Knowledge of other tools used in ML/AI field will be an asset
  • Advanced knowledge of SQL and other database and automation tools
  • Good command of English and Russian
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