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 the purpose of segmenting issuances by risk-return
- Present research results to business stakeholders.
Requirements
- Experience in developing machine learning models (classical stack)
- Knowledge of key methods and algorithms in Machine Learning
- Knowledge of Python and libraries Pandas, Scikit-learn, XGBoost/LightGBM/CatBoost, Transformers.
- Skills in working with databases, knowledge of SQL, PySpark
- High level of responsibility and independence
Will be a plus:
- Internship experience
- Experience with LLM 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: Kutuzovskaya metro station)
- Corporate gym and recreation areas.
