Modelling Analyst

Modelling Analyst

Credit Risk Modelling Unit is looking for a new team member. If you find the position interesting, scroll down to learn more about the role.
Tallinn, Estonia
Tartu, Estonia
Riga, Latvia
Vilnius, Lithuania
Application deadline 11.02.2022

What you'll be doing

  • Support decision making in credit risk management through developing high quality predictive and descriptive credit risk models.
  • Continuously monitor and improve existing models’ performance.
  • Work with data warehouse to gather accurate and up-to-date data, find new internal and external data sources.
  • Supporting credit risk officers with ad-hoc in-depth data analysis.

How will you spend your day

  • 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.

You'll be successful if

  • 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.

Tech you'll be working with:

R or/and Python and RStudio Team, SQL (PostgreSQL), Excel, JIRA, Confluence

    You'll be offered

    • Interesting work in a growing Estonian capital based international bank.
    • Competitive salary (reviewed yearly).
    • Excellent conditions for professional and personal development working in international banking environment.
    • Monthly sports benefit + free participation at 2 national sport events.
    • Good people to collaborate with - check out #lifeatbigbank and #bigbankwow (www.instagram.com).

    Contact

    You have a dedicated contact person always ready to answer all your questions. Just write to Berit Tilk, the WOW Support Specialist.

      Sounds interesting?

      Sounds interesting?

      Come and apply!

      Modelling Analyst
      Business
      • Tallinn, Estonia
      • Tartu, Estonia
      • Riga, Latvia
      • Vilnius, Lithuania

      Please fill in this form or send an email with your CV to [email protected].rnrnWe are looking forward to hearing from you.

      What to expect from the recruitment process?

      Are you interested in joining our exceptional team? These steps give you an overview of our recruitment process, but there might be variations, depending on the location or specific job position.

      Interview

      Homework and Tripod test

      Job offer

      Onboarding

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