What we need: - Knowledge of regulatory requirements and techniques regarding model risk management and risk modelling - Good understanding of Risk (mainly credit and operational) and Financial Management - Knowledge of financial markets and products - Knowledge of mathematical finance and statistics/ econometrics - 5+ years similar experience - Desirable the knowledge and experience in data science and implementation of relevant computational algorithms: understanding of the commonly used algorithms - Favorable having experience with SQL and/or Python - Successful experience in developing and implementing IT products - Experience with production of various automated, analytical and technical reports - Desirable the knowledge and experience in data/software engineering and of relevant infrastructure, also system integration using API - Bachelor’s or Master’s Degree in Business/IT/Data - Science/Mathematics/Statistics or other related field - Desirable experience with working in an agile environment - Strong problem-solving skills - Proficiency in English (upper-intermediate +) - Sound communication skills and ability to work as a team member
What will you do on this position: - Sound understanding of objectives for building credit and operational scoring models - Building credit and operational scoring models using corresponding statistical tools - Follow-up of credit and operational risk models reliability and taking care for further improvements (stress-testing, VaR, HS, EVT…) - Consideration to integrate AI and ML techniques into credit and operational scoring models - Collection and assessment of right data: processing, reconciliation, transformation, classification, segmentation etc. - Having clear vision regarding how to build credit and operational scoring model for thin file or no file businesses - Validation of credit and operational scoring models: assessment and testing the models for understanding of its accuracy and predictive power - Ability to work with different credit agencies for building mutual credit and operational scoring models - Ability to produce different analytical reports for results measurement: summarizing the model and its limitations, detecting weak points and proposing the ways of improvement
What we offer: - Become a part of a strong motivated team Stable salary and shares in the company according to the results of work - Training in modern technology and the proper conduct of development / projects - Implement a product that changes the banking culture of interaction with SMB customers - You will have numbers of interesting tasks with the ability for self-fulfillment - You will be able to implement the most innovative ideas that change bank SMB-customers’ life
As a bonus you will have :) - The greatest team of people, who wants to apply their knowledge and make the best service - 4 working days - Medical insurance - English classes
About upSWOT
Upswot is the white-label loan onboarding platform with adjusted business processes, accurate underwriting & pre-scoring to help the Lenders provide more loans to SME better, faster, and cheaper
Upswot saves days and even weeks for financial analysts, cuts underwriting costs by up to 57%, and increases acceptance rate by 25% by pulling and automatically analysing the data from public registries, and business systems (both cloud and non-cloud on-premise) SME & SE use
On top of that, we provide ongoing tracking of all crucial, positive, and negative events SME & SE face after the loan is approved.
Thus, Lenders get the insights of what their clients need before they come or call to them... or before they go to their competitors
In addition, our technology saves a lot of time for SME & SE by automating reporting to the Lender after the loan is approved