Junior/Senior Data Scientist, Sberbank, Treasury, Asset Liability Management
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Junior/Senior Data Scientist, Sberbank, Treasury, Asset Liability Management

Major tasks
• Develop and implement product response models to calculate CLTV
• Develop and implement customer behavior models to predict customer balances, cash fl ow profiles used for risk management
• Develop internal pricing optimization models.
• Communicate results and ideas to key decision makers.
• Create ideas for new modeling tasks.
• Implement new statistical or other mathematical methodologies as needed for specific models or analysis.
• Share knowledge, learn new skills and participate in the development of data-driven culture in Sberbank

Requirements

We are looking for candidate with
• Strong knowledge of financial mathematics including strong math/physics background.
• Experience applying financial mathematics and econometrics.
• Financial sector experience and genuine interest/motivation to develop as a banking professional.
• Experience in data mining and statistical analysis.
• Excellent pattern recognition and predictive modeling skills.
• Expert understanding of linear models, good understanding of non-linear models: forests, clustering methods, non-linear regressions.
• Knowledge of model quality metrics and where which to apply.
• Experience with programming languages such as Python.
• Strong team player, communicator and influencer.

Conditions

We offer
• A role where you will be empowered to influence strategic business decisions.
• Low formalism/bureaucracy corporate culture.
• Driven, cooperative and sophisticated team.
• Competitive salary and excellent social package.
• Comfortable office with own cafeteria and gym, close to the metro.

Job type: Full-time
Experience level: Junior, Senior
Region: Russia, Moscow
Location: Office
The vacancy has been closed
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Status

Closed Created: 02/02/2021