Software Engineer/Data Scientist

Job description

We are making banking safer for everyone.


Together with our partner - one of the biggest financial institutions in the world - we are working on identifying the biggest security threats for the banking industry and helping the business make smart, cost-effective decisions to mitigate possible attacks, using statistics models, probability theory, risk modelling and expert knowledge in cybersecurity.


Your job would include re-coding of a model from the existing technology stack to cloud native solution and significant extensions to the methodology behind the model. Depending your qualifications the position can be more focused or software development or methodology developments aspects.


We are doing it in a global, Agile team, using top-notch technology.


Who said that working for a bank needs to be boring?



Requirements

  • Strong Python programming skills
  • Previous exposure to machine learning and numerical libraries in Python like numpy, scipy, pandas, scikit-learn, h2o, keras, pymc3 or similar
  • Some experience with building front-ends using HTML, CSS, Javascript
  • Very good understanding of probability theory, random variables and their distributions, monte-carlo simulations, stochastic processes, uncertainty quantification
  • Familiarity with basic statistical inference and machine learning algorithms and general interest in the field  (any exposure to Bayesian inference would be a strong plus)
  • Experience with tools like Alteryx, RapidMiner, Orange, Knime, Azure ML Studio or similar (would be a plus)
  • Familiarity with Linux, experience is using AWS or GCP cloud (would be a plus)
  • Familiarity with Git and GitHub
  • Motivation to develop in the field of risk modelling
  • Understanding of agile methodologies
  • Team-oriented mentality combined with ability to complete tasks independently to a high quality standard
  • English, both written and spoken
  • At least M.Sc. degree in a quantitative field (mathematics, physics, computer science or similar)

Responsibilities:

  • You will support our cybersecurity initiatives by providing modeled outputs to better enable management decisions on cyber risk
  • You will take control of the model from model developers and operate the model within our environment to support ongoing cyber portfolio planning
  • You will propose mathematically-sound alternatives to address methodology deficiencies
  • You will perform conceptual and quantitative work to extend a mathematical domain model of risk being developed within the unit for policy analysis and predictive modelling
  • You will provide conceptual and theoretical validation of technical work produced by other team members

We offer:

  • Interesting path of a career in an international organization
  • Continuous learning in a dedicated and talented team
  • Private medical healthcare and Multisport cards to help you stay fit
  • Life insurance plan to give you a sense of security and stability
  • Cultural exchange
  • Flexible working hours and the opportunity to work from home.

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