2023-08-23 14:48:55

Modelling Analyst

CVKeskus.ee klient

Job Description

  • You will be working with your own projects related to building, and monitoring credit risk models (application-, behavioral, and in the future – even more powerful models).
  • You will be working with a data warehouse and credit risk scoring data mart to gather your data.
  • You will analyze data – discover patterns and findings to solve real ad-hoc business problems with the cooperation of credit risk officers (CRO).
  • You will also search for new variables for credit risk models from internal and external data sources (with help of a credit risk modelling data engineer).
  • You will continuously improve your modelling skills and technical capabilities in the field of Data Science and Credit Risk modelling and you are ready to use them in your daily work.

Requirements

  • You have 2+ years of experience working with larger datasets and databases and You are fluently speaking in SQL + R or/and Python language.
  • You have good knowledge and work experience with statistical modelling techniques and tools (2+ years working experience with PD-related credit risk models is a mandatory expectation, and experience with machine learning models regardless of modelling tool would be a huge bonus).
  • You know how to interpret and present your results for diverse audiences who might not be speaking in the statistical language.
  • You can work with several projects in parallel.
  • You are ambitious with an internal drive for excellence and constantly improving yourself.