About this Learning Event

This blended learning program combines an online Python introduction with a hands-on hackathon focused on credit risk analysis. Participants will first complete an online course covering Python fundamentals that includes: variables, outputs, functions, conditionals, loops followed by a tailored module on data science and credit risk modeling. The program culminates in a three-day in-person hackathon at the CEF premises in Ljubljana, where participants will apply their skills to real-world datasets (open-source test data) to quantify credit risk, calculate probability of default, and develop innovative solutions for financial institutions. Beyond technical skills, the event fosters problem-solving, teamwork, and creativity, enabling participants to bring practical tools back to their institutions.

Learning Outcomes

• Apply Python programming to analyze and visualize financial data.
• Develop models to estimate credit risk indicators, including probability of default.
• Implement data-driven solutions for risk measurement using open-source datasets.
• Collaborate effectively in a team setting to design and present a prototype solution.

Who Should Attend

Primarily data scientists from central banks in South East Europe are invited. Also, data scientists from ministries of finance are welcome to join. Others who have a strong interest in this topic are welcome to apply; however, data scientists will be given priority if the number of applications exceeds capacity. Prior programming experience is an advantage but not required. Participants are encouraged to complete the introductory Python course and pre-hackathon virtual training if they lack foundational skills.

Faculty / Facilitators

• Iman P.P. van Lelyveld, De Nederlandsche Bank
• Michiel Nijhuis, De Nederlandsche Bank
• Alexandru Monahov, Expert Adviser, National Bank of Moldova
• Benjamin Steiner, IT Analyst, CEF

Practical Information

There is no participation fee, and meals and coffee breaks during the workshop will be provided. Sending institution (or another donor) should cover the travel and accommodation costs of participants.

Partners

This learning initiative is supported by: