data scientist in credit risk modeling

TBC Uzbekistan is a digital financial services ecosystem serving more than 22 million users. Its offerings include digital banking, services for entrepreneurs and SMEs, payment apps, installment credit, a retail platform for SMEs, and digital insurance.

• Develop and maintain PD, LGD, and EAD models and credit scorecards across the retail lifecycle
• Apply machine learning methods and statistical techniques
• Ensure model stability, interpretability, and compliance with internal and regulatory standards
• Support model deployment, recalibration, and retraining
• Perform exploratory data analysis and design high-quality feature sets
• Work with large datasets and ensure consistency between training and production data
• Monitor model performance using AUC, Gini, KS, PSI, and related metrics
• Detect data drift and performance degradation, and contribute to automated monitoring solutions
• Translate model outputs into actionable risk strategies, including cut-offs and segmentation, and support business decisions
• Collaborate with Data Engineering, Risk, and Product teams; support validation and documentation; mentor junior team members

• 5+ Years of experience in data science, preferably in credit risk modeling
• Strong Python skills, including pandas, numpy, and scikit-learn
• Hands-on experience with XGBoost, LightGBM, CatBoost, and Random Forest
• Advanced SQL skills and experience with large-scale datasets
• Solid understanding of credit risk concepts, including PD, LGD, and EAD
• Experience with model development, validation, deployment, and monitoring
• Strong understanding of model performance metrics, including AUC, Gini, KS, and PSI
• Experience with Git and production workflows
• English C1 and Russian B2
• Будет плюсом: banking or fintech experience, Spark or distributed data processing, MLOps or production ML systems, BI or visualization tools such as Power BI

• Competitive salary and annual KPI bonus
• Corporate discounts and special offers from partner companies
• 24 Days annually to work from anywhere
• 27 Calendar days of annual vacation
• Birthday day off and 2 childcare days for parents
• Flexible working hours: 09:00–18:00 or 10:00–19:00
• Fresh fruit and seasonal treats at the office
• Access to Udemy and an internal learning platform with 1,600+ courses
• Professional training and workshops for technical and soft skills
• Team events, gatherings, celebrations, championships, and wellness initiatives
• Sports clubs, including yoga, football, and basketball
• Full-time, on-site role