Data Scientist Intern

The Portfolio Risk Modeling Center is looking for a Data Science Intern.

Responsibilities

• Participate in the full cycle of retail business risk model development: task definition, data collection, ML model development, preparation of artifacts for implementation
• Research data sources and modern architectures to improve model performance
• Write algorithms for risk-yield segmentation of issuances
• Present research results to business stakeholders.

Requirements

• Experience in developing machine learning models (classic stack)
• Knowledge of key methods and algorithms in Machine Learning
• Knowledge of Python and libraries Pandas, Scikit-learn, XGBoost/LightGBM/CatBoost, Transformers
• Database skills, knowledge of SQL, PySpark
• High level of responsibility and independence

Will be a plus:

• Internship experience
• Experience with LLMs and AI agents
• Academic knowledge in retail lending, portfolio management, and credit risk mathematics.

Conditions

• Paid internship
• Opportunity to choose a convenient schedule – office or hybrid (location: m. Kutuzovskaya)
• Corporate gym and relaxation areas.