Junior Data Scientist for Alfa-Bank's credit risk modeling team. Development and support of credit risk models for legal entities, feature engineering, and application of ML algorithms.
Tasks:
- Participate in the development and support of credit risk models for legal entities
- Analyze data, create and select features for models
- Apply machine learning algorithms: linear models, random forest, gradient boosting
- Test new data sources and modeling approaches, including analysis of payment behavior
- Prepare analytical materials, participate in research, and propose own ideas
Requirements:
- Higher or incomplete higher education in mathematics, economics, data analysis, or related fields
- Familiarity with XGBoost, LightGBM, CatBoost
- Basic knowledge of probability theory, mathematical statistics, and machine learning
- Proficiency in Python and libraries pandas, numpy, scikit-learn
- Basic knowledge of SQL and understanding of basic data preparation steps
- Willingness to learn, develop, and work in a team
Conditions:
- Stable and transparent income: salary amount is discussed after the interview + quarterly bonus based on KPI results
- Flexible working hours
- Full remote or hybrid option, as well as IT hubs in Moscow, St. Petersburg, Yekaterinburg, and seasonal co-working in Sochi
- Complex and interesting tasks, modern technology stack
- Voluntary Medical Insurance (DMS) from the first day of employment, including dentistry, insurance, and compensation for 10 days of sick leave
- Opportunities for vertical and horizontal career growth: trainings, webinars, meetups, and demo days
- Sponsorship for attending industry conferences and courses, assistance with preparing for public speaking and writing articles on Habr
- Access to free corporate libraries Alpina Digital, MIF, and business publications
Skills:
- Python
- pandas
- numpy
- scikit-learn
- SQL
- XGBoost
- LightGBM
- CatBoost
- Hadoop
- Hive
- Impala
