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

Responsibilities

• participate in the full cycle of developing retail business risk models: 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 segmenting issuances by risk-return
• 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
• experience working with databases, 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 recreation areas.