Your responsibilities will include:
- Assessing Lifetime risk for the credit card portfolio (IFRS 9, ECL, stages, SICR);
- Performing COR and reserve redetermination (recalculation);
- Evaluating actual reserves and analyzing deviations;
- Analyzing plan vs. actual performance for reserves and preparing reports;
- Monitoring PD, LGD, EAD models: stability, predictive power, calibration;
- Automating calculations and reporting (SQL, Python, Excel).
Our requirements for candidates:
- Higher education in mathematics, economics, finance, computer science, or related fields;
- 1.5+ years of experience in the banking and financial sector;
- Experience in monitoring model stability and predictive power;
- Experience in model development;
- Proficiency in Python (pandas, numpy, scikit-learn) for data analysis and calculation automation;
- Strong SQL skills for writing complex queries (including window functions and optimization) and advanced Excel (pivot tables, complex formulas). Experience in report visualization;
- Experience with plan/actual analysis for reserves, methodologies for reserve formation, understanding of Expected Credit Loss (ECL) calculation principles, Lifetime risk assessment, and redetermination (recalculation) processes — will be a plus;
- Knowledge of basic mathematical statistics;
- Experience in vintage analysis, understanding of migration matrices and risk metric calculation methodologies — will be a plus.
What we offer:
- Remote work format within Russia;
- Co-working spaces in Moscow with free park sharing, in St. Petersburg, Yekaterinburg, Ulyanovsk, Barnaul, and seasonal co-working spaces: summer — in Sochi, winter — in Krasnaya Polyana;
- Employee care. Voluntary medical insurance with dental care, telemedicine, preferential insurance terms for family members, travel insurance policy;
- Well-being program: unlimited online consultations with psychologists, fitness trainers, lawyers, nutritionists, and other specialists;
- Access to the Alpina Digital online library, and Synchronisation online courses on art, cinema, music, and psychology;
- Unlimited access to the AlfaGen AI platform, AI neural networks in your pocket — the Alfa AI service, and an AI agent constructor;
- Development with Alfa Sphere: career path, mentorship, in-house courses on AI, management, product, design, access to external training, top conferences, and meetups;
- Free A-Sport fitness facilities in offices and a schedule of group classes, esports tournaments, tennis, football, volleyball, chess, corporate slots in races;
- 60+ interest-based communities, knowledge sharing with other teams, Non-Random Coffee project for finding like-minded people;
- Alfa Award bonus for top performers and team projects;
- Preferential Alfa-Mobile cellular service for employees with unlimited internet forever;
- Free branded merchandise of your choice delivered to your home — for engagement in the bank's life;
- Referral program with payouts for each candidate hired: vacancies across Russia, unlimited bonuses;
- Discounts from partner services for the whole family — travel, fitness, beauty salons, real estate purchases, and other categories.
