Senior Data Scientist

Описание

This role involves developing and maintaining PD, LGD, EAD models and credit scorecards across the retail lifecycle, applying machine learning and statistical techniques, and ensuring model stability and compliance.

Responsibilities

• Develop and maintain PD, LGD, EAD models and credit scorecards across the retail lifecycle
• Apply machine learning methods (XGBoost, LightGBM, CatBoost, Random Forest) and statistical techniques
• Ensure model stability, interpretability, and compliance with internal and regulatory standards
• Support model deployment, recalibration, and retraining processes
• Perform exploratory data analysis and design high-quality feature sets
• Work efficiently with large datasets and ensure consistency between training and production data
• Monitor model performance using AUC, Gini, KS, PSI and related metrics
• Detect data drift, performance degradation, and contribute to automated monitoring solutions
• Translate model outputs into actionable risk strategies (cut-offs, segmentation) and support business decisions
• Collaborate with Data Engineering, Risk, and Product teams; support validation, documentation, and mentor junior team members

Requirements

• 5+ years of experience in data science, preferably in credit risk modeling
• Strong Python skills (pandas, numpy, scikit-learn)
• Hands-on experience with XGBoost, LightGBM, CatBoost, Random Forest
• Advanced SQL skills and experience with large-scale datasets
• Solid understanding of credit risk concepts (PD, LGD, EAD)
• Experience with model lifecycle (development, validation, deployment, monitoring)
• Strong understanding of model performance metrics (AUC, Gini, KS, PSI)
• Experience with version control (Git) and production workflows
• Knowledge of English (C1) and Russian (B2) languages

Nice to have

• Experience in banking or fintech
• Experience with Spark or distributed data processing
• Exposure to MLOps or production ML systems
• Familiarity with BI or visualization tools (Power BI)

We offer

• Competitive salary & annual KPI bonus
• Corporate discounts and special offers from partner companies
• Hybrid work model - you will get 24 Days annually to work from anywhere
• 27 calendar days of annual vacation
• Birthday Day Off for every team member and 2 childcare days for parents
• Flexible working hours with two options: 09:00–18:00 or 10:00–19:00
• Fresh fruits in the office and seasonal treats throughout the year
• Access to Udemy and our internal learning platform with 1,600+ courses
• Professional training and workshops to strengthen both technical and soft skills
• Team events & gatherings, celebrations, championships, and wellness initiatives that keep our community active and connected
• Sports clubs including yoga, football, and basketball