- Manage portfolio of short-term credits- Develop and implement Credit policy adjustments using python/sql- Make decisions based on scorecard PD estimation

- Develop error prediction model using statistical libraries and AutoML techniques- Engage in dashboard development for the purposes of monitoring base model profit and accuracy - Prepare data using SQL/PySpark

- Сredit risk modelling (LGD, PD) using SAS/SQL and python- Provide components of data quality analysis in response to client needs- Provide analysis of techniques used in simulation for compliance with the thelocal policy, Basel and CBR requirements

- Develop and monitor reporting system using VBA and python- Provide regular market risk overview presentations to the board of directors- Process and analyse all risk measures including limits, exposures, PFE, VaR,etc.

• Market research preparation• Analysing and classification of Big Data Frames• Preparations of spreadsheets aggregating market value calculations• Writing reports and analytical letters