Česká spořitelnaData Science Risk Analyst
Sep. 2021 - Oct. 2023Prague Metropolitan AreaDevelopment of credit risk models for retail portfolio. Development of advanced ML and statistical models (XGBoost, LSTM neural nets, Kalman Filter models, Particle filters, GAN, VAE, RL models etc.).
- Python
- Java
- Jupyter
- PyCharm
- Azure Databricks
- FICO DO, Xpress Model optimization in Mosel and Python
- Visual Studio
- IntelliJ
- MS SQL
- Spyder
- Oracle
- Hive
- Spark
- Impala