Risk Analyst

Job description

  • Conducting an analysis of the loan portfolio 
  • Construction of various models (credit scoring, collection scoring, behavioral scoring, fraud scoring, etc.) and rules for assessing credit risks in making decisions
  • Customization, implementation, and testing of developed models and rules in the decision-making system 
  • Support for the performance of models and monitoring/evaluation of their effectiveness and quality 
  • Making suggestions for improving business processes

Job requirements

  • Higher education in mathematics/statistics, economics/finance, IT
  • Good mathematical training, knowledge of probability theory, mathematical statistics
  • Experience in analyzing large amounts of structured and unstructured data
  • Proficiency in Microsoft Office, Excel at the advanced user level (pivot tables, data tables)
  • High learning ability
  • Analytical mind
  • Stress resistance
  • Efficiency and determination
  • Knowledge of Java Language
  • Knowledge of SQL queries
  • Good knowledge of machine learning methods, experience with data analysis tools and Python libraries will be an advantage
  • Experience in risk assessment and automatic credit rating will be an advantage
  • Experience in building models in specialized software (SAS Enterprise Miner, Oracle Miner, STATISTICA, RapidMiner, SPSS, R, Python (Pandas, NumPy, scikit-learn) will be an advantage 
  • Knowledge and experience in the design, development, and implementation of the data warehouse will be an advantage