Company description:

HRO Digital is a specialist traditional recruitment business. HRO Digital is a brand of Verita HR Polska.
Verita HR Polska is a Human Resources service provider operating under number 5694.
We are working as a recruitment provider searching on our Client's behalf for a person in the following role:

Data Scientist

Responsibilities:

- Co-creating and developing cybersecurity risk models,
- Developing probabilistic models to quantitatively measure the performance of cybersecurity controls,
- Identification of failure modes of cybersecurity control mechanisms and selection of appropriate distributions to characterize them,
- Analyzing data from various sources using Spark on Databricks,
- Collaboration with cybersecurity experts in developing threat models (kill chains) and coding them as stochastic simulations,
- Development and maintenance of data pipelines providing data to threat models,
- Developing methods for calibrating expert opinions in order to accurately estimate model parameters,
- Development of numerical libraries for building threat models (Python, pytorch, pyro, numpy).

Requirements:

- Proven experience in at least one of the following areas: operational risk modeling/economic capital modeling, probabilistic risk assessment, reliability engineering, decision research,
- Strong Python programming skills
- Practical knowledge of one of the libraries: pyro, pymc3, Stan, WinBUGS, TensorFlow Probability, pyAgrum or other probabilistic programming languages,
- Good knowledge of probability theory, random variables, their distributions, Monte Carlo simulations and inference algorithms,
- Experience in analyzing large amounts of data, preferably using Spark, and basic knowledge of SQL,
- Interest in MLOps and Model Risk Management practices,
- Motivation to develop in the field of cybersecurity risk modeling,
- Strong intellectual/analytical potential and willingness to conduct original research,
- Knowledge of Git, Confluence, JIRA and the ability to clearly formulate technical issues in English, both orally and in writing.

The offer:

- Opportunity to participate in a significant program of change in one of the leading financial institutions,
- Work in a growing, innovation-oriented team,
- Collaborate with diverse stakeholders to create personalized customer experiences,
- Opportunities for development and promotion within the organizational structure.