KazakhstanForteBank
Quantitative Risk Analyst/ Data scientist/ Statistician
1 мес. назад
500k–700k USD / monthKazakhstanCISOnsite
pythonrdecision treesgradient boostingregression analysistime-series methods
ForteBank, one of Kazakhstan's largest banks, seeks a Quantitative Risk Analyst/Data Scientist/Statistician to validate financial risk models, conduct backtesting, and monitor model risks.
About the company
- 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
Nice to have
- Experience with credit risk models
- Knowledge of banking risk-management and model-development processes
- English