Junior Quantitative Analyst/Credit Analyst, DOM.RF Bank, DOM.RF
We are one of the leaders in the real-estate project finance market and we continue to grow fast. We are looking for people to help us develop internal models of our credit portfolio to satisty both business and regulatory needs.
This means working with a lot of structured table data (SQL / PLSQL / T-SQL etc.), modeling baseline econometric models (Python) and combining results into production level Monte Carlo credit portfolio models (Python).
Requirements
Solid technical education, knowledge of statistics, versatile programming know-how. Background in credit and interest rate modeling is preferred. ML knowledge, some public financial markets exposure/credit related experience in banks or investment companies is a plus. This is a junior level position implying 1-3 of relevant experience.
Python, SQL, Git
Linux, Shell, Jupiter Lab
Conditions
Strong small team (MSU, MIPT, NES MAE, HSE graduates, Sberbank alumni)
Market pay, full labor laws compliance, medical insurance
DOM.RF
DOM.RF is an integrated housing development institution, established by a decree of the Government of the Russian Federation in 1997 to promote the implementation of housing policy.
DOM.RF attracts investment and improves the quality and affordability of housing.
Status
Published (Active) Created: 04/08/2021