ForteBank
Middle Data-Scientist / Risk Modelist
yesterday
600000 –900000 USD / monthCISMiddleOnsitepythonrexcel
ForteBank is one of the leading banks in Kazakhstan. The role involves developing, maintaining, and monitoring risk models for IFRS 9 provisioning and financial/operational risk models, along with data analysis and reporting.
About the company
- ForteBank is one of the leading banks in Kazakhstan.
Responsibilities
- Development, maintenance and monitoring of risk models for IFRS 9 provisioning processes: PD, LGD, macro-models
- Participation in the development of financial and operational risk models
- Monthly calculation of provisions for the credit portfolio
- Data analysis, preparation of analytical reports and handling of ad-hoc requests
- Participation in audit and regulatory reviews, including AQR and supervisory stress testing (НСТ)
Requirements
- higher education in mathematics, statistics, economics, finance, IT or related fields
- at least 1 year of experience in risks in the banking sector or Big4
- understanding of credit risk, provisioning and banking products
- strong knowledge of Excel
- experience with Python and/or R
Found in@ml_jobs_kz