For team that "wraps" the bank's model developers, checks and gives recommendations for future work; We are looking for a creative worker with self-taught ability and charisma.
The work includes reading articles, analytic advisory, performing comprehensive tests (explainabilty, overfit test, calibration tests and stability) on the model and theoretical tests driving to conclusions for new methodological directions to the model developers like changing metrics, algorithms, encodings and so on.
The role is very open and enabling, but it also has a frontal part with the need to present and motivate the findings
Validation and research with regard to models for rating credit, collection, detection, prevention and investigation of fraud and embezzlement (anti-fraud), money laundering and models in the field of sales and marketing using mathematical / statistical / algorithmic tools, including reconstruction and development of models for the purpose of benchmarking (challenger models). The work is done vis a vis large databases and a variety of business information.
• Development of risk quantification methods and research in order to enhance the methodology
• Investigate the information used as input and in favor of calibrating the parameters for models
• Providing professional opinions and producing executive management reports
• Existence of intensive work interfaces with the bank's stakeholders, subsidiaries and branches abroad, the Supervisor of Banks, accountants and auditors,legal advisors leading consulting service providers in Israel and abroad and more.
• Master's degree in scientific degree – a significant advantage
• Experience working with large DBs and working with SQL – required
• Experience in developing models – required
• Python SAS R MATLAB – required
• written and ability to express at an advanced level
• Proficiency in English