Description
The Corporate Risk Modeling Center is looking for experienced Data Science specialists.
Our team is engaged in building advanced models in the field of corporate lending, developing products for internal clients using a modern technology stack.
A large volume of information of different natures and modalities (sequences, tabular data, text, etc.) together with a developed technical infrastructure allows us to develop a wide range of models from classical algorithms to the most modern state-of-the-art models.
Responsibilities
- participate in the full model development cycle: problem formulation, data collection, selection of modeling approaches and architectures, model training, preparation of artifacts for implementation with subsequent monitoring
- research various approaches to working with Machine Learning methods in diverse business tasks
- process data for training, calculating metrics, and testing hypotheses
- present research results to technical and business teams
- assess the financial impact of AI initiatives, confirm results during pilot projects
- supervise the work of interns.
Requirements
- higher education in technical / physical and mathematical sciences
- experience in developing Machine Learning models and successful implementation of cross-functional projects
- knowledge of key methods and algorithms in the field of Machine Learning
- knowledge of Python and libraries such as pandas, scikit-learn, LightGBM/CatBoost/PyTorch/TensorFlow, etc.
- skills in working with databases, SQL, PySpark
- high level of responsibility and independence.
Will be a plus:
- knowledge of the basics of risk management in a Bank
- experience working with the corporate segment in at least one of the following areas: structure of financial reporting, regulatory restrictions from the Central Bank, combating fraud schemes, portfolio risk management.
Conditions
- comfortable modern office near Kutuzovskaya metro station
- work format: full-time office work
- annual bonus
- corporate gym and relaxation areas
- more than 400 educational programs from SberUniversity for professional and career development
- regular meetups and a developed DS-community
- extended VHI (voluntary health insurance), preferential family insurance and a corporate pension program
- flexible mortgage discount, equal to 1/3 of the Central Bank's key rate
- free SberPrime+ subscription, discounts on partner company products
- referral bonus for recommending friends to the Sber team.
