Data Scientist

Join us, and shape the future of digital security resilience!

Krakow-based opportunity with the possibility to work up to 70% remotely!

As a Data Scientist, you will be working for our client, a leading financial institution, and joining the Cyber Risk Quantification (CRQ) team. Your primary mission is to assist in modeling the risk associated with cybersecurity events. Your work will empower stakeholders to effectively monitor and manage cybersecurity risks.

Your main responsibilities: Developing probabilistic models to quantitatively assess the performance of individual cybersecurity controls, identifying failure modes, and selecting appropriate probability distributions to characterize these modes

• Analyzing multiple internal data sources primarily using Spark on the Databricks platform to support the modeling process
• Collaborating with cybersecurity experts to develop threat models (kill-chains) and coding them as stochastic simulations
• Creating and maintaining data pipelines that feed data into the threat models
• Developing methods to calibrate expert opinions for accurate estimation of model parameters
• Building numerical libraries for constructing threat models using Python, Pytorch, Pyro, and Numpy

You’re ideal for this role if you have:

• Proven experience in operational risk modeling, economic capital modeling, probabilistic risk assessment, reliability engineering, decision research, and using Bayesian Networks, Influence Diagrams, or Markov Decision Processes
• Strong programming skills in Python
• A solid understanding of probability theory, random variables, distributions, monte-carlo simulations, and inference algorithms
• Experience in analyzing large volumes of data, preferably with Spark, and at least basic knowledge of SQL
• Interest in MLOps and Model Risk Management practices
• Motivation to excel in the emerging field of cybersecurity risk modeling
• Strong intellectual and analytical potential and a commitment to extending existing risk models and conducting original applied research
• Knowledge of Git, Confluence, JIRA, and an understanding of agile methodologies

It is a strong plus if you have:

• Prior experience in the financial industry or cybersecurity sector
• Knowledge of advanced machine learning techniques and frameworks
• Familiarity with cloud computing platforms like AWS, Azure, or GCP
• Certification in relevant fields such as Certified Information Systems Security Professional (CISSP) or Certified Information Systems Auditor (CISA)
• Hands-on knowledge of probabilistic programming libraries such as pyro, pymc3, Stan, WinBUGS, TensorFlow Probability, pyAgrum, or any other similar language

#GETREADY  to meet with us!

We would like to meet you. If you are interested please apply and attach your CV in English or Polish, including a statement that you agree to our processing and storing of your personal data. You can always also apply by sending us an email at recruitment@itds.pl.

Internal number #4199