Company: Alfa-Bank
Employment Type: Full-time
DS specialist for the financial flow intelligent security management platform team. Development and implementation of ML models for real-time assessment of transactions for fraud and compliance risks.
Tasks:
- Dive into the business context of the restrictions platform, study the data and existing infrastructure — high-load services processing millions of transactions per day
- Analyze current business processes, identify their vulnerabilities and growth points
- Experiment with various machine learning approaches: classification, clustering, uplift models, ranking models, and neural network solutions
- Compare the results of experimental models with the current solution, evaluating their advantages and disadvantages
- Validate models using offline metrics (AUC, PR curves, NDCG, uplift metrics, etc.), ensuring statistically significant accuracy gains
- Prepare an analytical article or report with a detailed comparison of methods and justification for the optimal solution choice
- Launch the best of the tested solutions into production, ensuring its integration into the existing restrictions management system
Requirements:
- Higher technical education
- DS experience from 2 years
- Experience with deploying models to production
- Proficient Python, advanced SQL
- PySpark as a plus
- Extensive experience in solving classic ML problems: boostings, regression, ranking, classification
- Statistics, A/B tests, understanding of optimization principles, understanding of the operating principles of the methods used
- Ability to present the results of complex solutions in a business-understandable language, proactivity in identifying growth points and generating new ideas
Conditions:
- Stable and transparent income: salary amount is discussed upon completion of the interview + quarterly bonus based on KPI results
- Flexible work schedule
- Full remote or hybrid option, as well as a cozy IT hub in Moscow, St. Petersburg, Yekaterinburg, and seasonal coworking in Sochi
- Complex and interesting tasks, modern technology stack
- Voluntary medical insurance from the first day of work, including dentistry, service in the best clinics in the city, insurance, and compensation for 10 days of sick leave
- Opportunity for vertical and horizontal career growth: trainings, webinars, meetups, and demo days
- Payment for attending specialized 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
- Work at the thrice-best employer in the Russian Federation according to hh.ru, Forbes, RBC
- AI literacy development program: tracks for working with neural networks from basic to advanced levels
Skills:
- Python
- SQL
- PySpark
- Machine Learning
- Boostings
- Regression
- Ranking
- Classification
- Clustering
- Neural Networks
- A/B Tests
- Statistics
- AUC
- PR Curves
- NDCG
- Uplift Models
