Risk Analyst

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

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

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