Avo Bank, a digital bank in Uzbekistan, is looking for a Data Scientist - Credit Risks.
What you will do:
- Develop, validate, and implement credit risk models (Application Scoring / PD, Behavioral PD, LGD, etc.)
- Build and maintain antifraud models and fraud detection rules
- Analyze model quality (Gini, KS, PSI, etc.) and perform regular monitoring
- Prepare data, perform feature engineering, and work with large datasets
- Interact with business units (lending, risk, antifraud) to define tasks
- Document models and participate in validation/audit processes
- Optimize decision-making strategies based on models
Requirements:
- Desired experience in developing credit risk models of 2-3 years (PD / LGD / Scoring / Fraud)
- Proficient in Python (pandas, sklearn, preferably — catboost/xgboost/lightgbm)
- Understanding of statistics and machine learning methods (regression, trees, boosting)
- Experience working with banking data (loans, transactions, behavior)
- Skills in model evaluation and interpretation (Gini, ROC-AUC, PSI, etc.)
- Experience working with SQL and extracting data from data warehouses
- Higher education in mathematics, statistics, economics, or related fields
Where you will work:
Tashkent, Nukus St. 29A
Interested in the vacancy? Send your resume to Telegram
