Position: Scoring Officer / Data scientist
Company: upSWOT
Category: Data Science
Experience required: 5y
English level: upper

What we need:
- Knowledge of regulatory requirements and techniques regarding model risk management and risk modelling
- Good understanding of Risk (mainly credit and operational) and Financial Management
- Knowledge of financial markets and products
- Knowledge of mathematical finance and statistics/ econometrics
- 5+ years similar experience
- Desirable the knowledge and experience in data science and implementation of relevant computational algorithms: understanding of the commonly used algorithms
- Favorable having experience with SQL and/or Python
- Successful experience in developing and implementing IT products
- Experience with production of various automated, analytical and technical reports
- Desirable the knowledge and experience in data/software engineering and of relevant infrastructure, also system integration using API
- Bachelor’s or Master’s Degree in Business/IT/Data
- Science/Mathematics/Statistics or other related field
- Desirable experience with working in an agile environment
- Strong problem-solving skills
- Proficiency in English (upper-intermediate +)
- Sound communication skills and ability to work as a team member

What will you do on this position:
- Sound understanding of objectives for building credit and operational scoring models
- Building credit and operational scoring models using corresponding statistical tools
- Follow-up of credit and operational risk models reliability and taking care for further improvements (stress-testing, VaR, HS, EVT…)
- Consideration to integrate AI and ML techniques into credit and operational scoring models
- Collection and assessment of right data: processing, reconciliation, transformation, classification, segmentation etc.
- Having clear vision regarding how to build credit and operational scoring model for thin file or no file businesses
- Validation of credit and operational scoring models: assessment and testing the models for understanding of its accuracy and predictive power
- Ability to work with different credit agencies for building mutual credit and operational scoring models
- Ability to produce different analytical reports for results measurement: summarizing the model and its limitations, detecting weak points and proposing the ways of improvement

What we offer:
- Become a part of a strong motivated team
Stable salary and shares in the company according to the results of work
- Training in modern technology and the proper conduct of development / projects
- Implement a product that changes the banking culture of interaction with SMB customers
- You will have numbers of interesting tasks with the ability for self-fulfillment
- You will be able to implement the most innovative ideas that change bank SMB-customers’ life

As a bonus you will have :)
- The greatest team of people, who wants to apply their knowledge and make the best service
- 4 working days
- Medical insurance
- English classes