data scientist

Employer - alternative asset-manager with a mandate to invest directly and indirectly in consumer lending in EuropeFunction - analysis of multi-dimensional datasets on loan performance and consumer behavior, determination of homogenous subgroups,risk-pricing, cash flow and IRR forecastSuccessful candidate's profile:Skills:- proficiency in R (or Matlab)- understanding of Hadoop and/or MapReduce is a plus- fluent EnglishAreas of knowledge:- statistical analysis- predictive modeling- machine learning- risk management- finance- understanding of alternative consumer finance industry (online pay day loans and peer-to-peer lending) is a plusPersonal traits:- ability to handle situations with numerous unknowns and set questions and tasks with little or no guidance- willingness to dive deep into the unstructured material to find an answer to a yet unknown question- ability to clearly communicate findings orally, in written and visually and come up with suggestions and advices- be able to work in fast-paced environmentBackground:Master s Degree in econometrics, applied mathematics, computer science, physics or comparable fields. Experience in relevant positions is a strong plusLocation - Moscow with possibility of relocation to Saint-PetersburgTravel:Europe 20%Russia 10%