Quantitative Analyst / Data Scientist – La Lucia / Durban
Develop, manage and monitor advanced and relevant predictive models, provide advanced analytical support to business units, critically analyze and advise the business on data-driven business value, and create and maintain data, dashboards and accurate management reports.
Development of a model
- Development of new predictive models in line with business needs.
- Successful deployment of predictive models.
- Engagement with key stakeholders around business requirements for models
- Manage monthly monitoring and regular updates of existing predictive models.
- Prepare analysis/comments for model management meetings.
- Reports to third-party funders on model management.
- Ensure that the model management process is conducted in accordance with defined policies.
- Query existing patterns and identify possible red flags
- Find the latest model building methodologies
Data analysis to meet business needs
- Ad-hoc analytics/data science projects as per business needs
- Monthly analysis on key credit risk areas (loss/credit control)
- Help build the data science capabilities of the analytics team
- Proactive business engagement to understand analytical requirements
- Proactive business feedback on value-added data-driven analytics
Data development and maintenance
- Assist and advise on the creation and maintenance of data in an optimal way
- Honors Bachelor in Statistics/Mathematics
- Prefer – Master in Statistics/Mathematics
- 2-5 years of experience in developing rating systems and credit risk analysis (detail)
- Prefer: 5 to 8 years of experience in the development of scoring systems and credit risk analysis (retail) – including 2 at senior level
Favorite Industry – Financial / credit risk analysis
Technical (at least some of the skills below will be required)
- SQL coding
- Advanced Excel
- Python (advantageous)
- Denodo (advantageous)
- SAS (advantageous)
- Predictive modeling or financial modeling
- Machine learning (advantageous)
- Exposure to IFRS9 modeling (very advantageous)
- Ability to work with large amounts of data
- Analytical, critical and logical thinking
- Understands the need for data-driven decisions
- Ability to read and assimilate a specification of data requirements
- proactive personality
- Change tolerance
- Attention to detail
- Responsibility and Ownership of Work Tasks
- Ability to work in a team and as an individual
- Respect the project management protocol
- Enthusiasm/interest in credit risk management
- Sense of humor
- Ability to work under pressure
- Good time management.
- Financial modeling
- Advanced Excel
- Predictive modeling
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