ForteBank

500,000 to 700,000 KZT NET per month

Astana / Office

ForteBank is one of Kazakhstan’s largest banks

Responsibilities:

• Conduct independent validation of credit risk, financial risk, stress-testing, statistical and ML models.
• Assess model methodology, assumptions, data quality, implementation and performance
• Develop benchmarks models
• Perform backtesting, sensitivity and stability analysis
• Identify, assess and monitor model risks

Requirements:

• Statistics and econometrics, including probability distributions, hypothesis testing, regression analysis and time-series methods.
• ML (decision trees, gradient boosting)
• Model validation metrics (discrimination, calibration, stability)
• Python or R
• Bachelor’s or master’s in statistics, mathematics, economics, DS, CS, or related

Optional requirements:

• Experience with credit risk models
• Knowledge of banking risk-management and model-development processes
• English