Position: Model developer, Model validator, Data analyst, Risk Analyst
Category: Data Analyst
English level: fluent
Years of experience: 7


- Design and implementation of automated decision-making model (based on statistical scoring) for retail loan underwriting process
- Independent validation of models (PD, LGD & EAD) used for regulatory purpose (IRB), provisions (IFRS 9) and credit decision models (CDM) covering different portfolios (Large Corporates, Project Finance, Mortgage, Personal Loans etc.) and countries.
- Conducting A/B tests for overdue clients with consequent changes in strategies.
- Model Validation automatization with Python
- Report automation through DWH - preparing, testing, and updating scripts for reporting purposes (with SQL)