Data Scientist

We are looking for a Data Scientist to join a risk modeling team within one of the leading banks in Ukraine. The team has been a benchmark in risk modeling for over 10 years, applying advanced Machine Learning techniques and global best practices.

We are open to considering candidates from Junior to Senior level, depending on experience and expertise.

In this role, you will develop ML solutions to minimize financial risks and optimize strategies for working with millions of customers.

Why Join the Team:
Technology Stack: We use cloud solutions and modern development tools such as Amazon SageMaker, Amazon S3, Git, Confluence, etc.
Scale: Working with large-scale datasets to support critical business decisions.
Expertise: Risk models aligned with international standards and regulatory requirements.
Professional Community: Strong Data Science community, regular internal workshops, participation in conferences, and sponsored learning.
Automation: Proprietary system for managing the full ML lifecycle (from development to monitoring).

Key Requirements:
1+ year of experience in Data Science (experience in FinTech/Banking will be a strong advantage);
Strong proficiency in Python for data analysis (NumPy, Pandas, SciPy, etc.) and experience optimizing SQL queries on large datasets;
Hands-on experience with ML frameworks such as Scikit-learn and gradient boosting libraries (LightGBM, XGBoost, etc.);
Experience with time series analysis and forecasting tools (Statsmodels, Prophet, etc.);
Solid understanding of mathematics behind models (from linear regression to gradient boosting) and model evaluation techniques;
Understanding of Big Data concepts and experience with version control tools (Git).

Nice to Have:
Experience with Docker and/or MLflow;
Knowledge of financial regulations (e.g., Basel III, IFRS 9).

Key Responsibilities:
Credit Risk Modeling: Develop portfolio risk models (PD, LGD, EAD) in line with IFRS 9 requirements;
Income & Solvency Forecasting: Build ML models to assess customer financial condition based on transactional activity;
Credit & Behavioral Scoring: Develop classical and advanced scoring systems for automated decision-making across the customer credit lifecycle;
Market Risk Analysis: Apply time series analysis and ML techniques to assess liquidity risk, forecast FX volatility, and model customer fund behavior;
Fraud & Anomaly Detection: Build and maintain systems for detecting unusual transaction patterns in real time;
ML Lifecycle: Participate in the full lifecycle of models — from idea and data collection to automated monitoring and retraining.

What We Offer:
Opportunity to work in one of the leading banks in Ukraine;
Official employment and 24+4 calendar days of vacation;
Sick leave compensation;
Competitive salary;
Bonuses and performance-based incentives;
Medical insurance;
Corporate training and development programs;
Remote work options;
Financial support in critical situations.