Position: Data Scientist
Category: Data Science
English level: upper
Years of experience: 4

- Development of the Methodology for validation of credit risk models and providing validation of PD & LGD credit risk models for the bank (TOP-5) from scratch (it was a unique project in Ukraine);
- Implementation of the Methodology of the probability of default under IFRS 9 and participation in the development and implementation of internal Methodology of impairment for leading Ukrainian bank (2017 year, unique project of implementation of under IFRS 9 in Ukraine);
- Development of statistical models (Regression, Classification, Scoring, Time-series forecasting, PIT and TTC credit risk models) in R for Ukrainian banks;
- Leading small projects;
- The ability to work under pressure and limited deadlines, providing a self-development at the same time.
•	Developed statistical models (Regression, Classification, Scoring, Time-series forecasting, PIT and TTC credit risk models) in Excel and R for Ukrainian banks;
•	Provided data cleansing and quality assessment as part of model development;
•	Implemented the Methodology of the probability of default under IFRS 9 for leading Ukrainian bank;
•	Took part in the development and implementation of internal Methodology of impairment for leading Ukrainian bank;
•	Took part in the development of the Methodology for validation of credit risk models for the bank (TOP-5);
•	Provided a validation of PD & LGD credit risk models under IFRS 9 for the bank (TOP-5);
•	Participated in the projects of development of methodologies and credit risk models under IFRS 9 for CIS bank;
•	Took part in the preparation of software requirements specification for banking software system;
•	Provided the design of financial reports, presentations and preparing statements;
•	Created the procedure of calculation of PD, LGD, and probability of repayment scenarios as a part of the process of impairment assessment for leading Ukrainian bank;
•	Took part in the process of renovation of the credit process and creation of the credit procedure for leading Ukrainian bank;
•	Took part in the process of development of the internal rating (scoring) model for leading Ukrainian bank. Supported and updated it;
•	Provided explicit financial statement analysis and prepared risk estimates on Ukrainian banks;
•	Performed a comprehensive analysis of insolvent banks and the reasons for their bankruptcy;
•	Led small projects (1-2 people) and project modules within larger projects for clients;
•	Led, advised and trained junior staff on and off projects;
•	Developed the service propositions, supported the proposal activities, managed relationship and interaction with counterparties at the client site;

Skills:
•	Practical (good) skills in R, SQL Server, MS Access, JIRA;
•	Experience with Statistica, Python, JAVA, HTML, XML.
- Opportunity for self-development in modeling and ML;
- Opportunity to lead small projects or project modules within larger projects for clients;
- Nice to be - to use deep knowledge in finance.