Data Scientist (Senior)

remote

Mandatory conditions: — Citizenship of the Russian Federation, residence in the territory of the Russian Federation — Age from 25 years — Military registration document in accordance with the legislation of the Russian Federation — Completed higher education — No active sole proprietorships / LLCs

Tasks: — Development of behavioral models for individual segments based on the bank's main products — Client clustering models based on behavioral profiles — Calculation of financial indicators for a wide range of items depending on macroeconomic scenarios on projected cash flows — Optimization models for retail business financial metrics — Data analysis and model development to improve business process efficiency, reduce costs and risks

Requirements: — Graduate of a leading technical and/or financial university — Knowledge of basic ML and data analysis algorithms and methods: linear models, ensembles, time series, classification and clustering — Working with large volumes of data (Hadoop, PySpark, SQL), query optimization — Python (modules, classes), experience in model development — Probability theory and mathematical statistics — confident knowledge — Research of best practices — Good English

Will be an advantage: — Understanding of economic processes, knowledge of financial/business indicators — Experience in building customer behavior prediction models for individuals — Experience in developing models for CLTV calculation — A/B testing (design, evaluation of financial effects of models) — Apache Hadoop ecosystem (HDFS, Impala, Hive, Hue) — Apache Spark (PySpark, MLlib, Spark SQL) — Git — Financial mathematics, stochastic processes, stochastic analysis

Resume to TG: recruiter contact