Data Scientist/Quantitative Analyst
An industry-leading company located in La Lucia, KwaZulu-Natal is currently seeking the expertise of an experienced Data Scientist/Quantitative Analyst.
To develop, manage and monitor advanced and relevant predictive models, to provide advanced analytical support to business units, to critically analyze and advise the business on data-driven value adds, and create and maintain accurate data, dashboards, and management reports.
- Model Development
• Development of new predictive models in line with business requirements.
• Successful deployment of predictive models.
• Engagement with key stakeholders around business requirements for models
- Model Management
• Manage monthly monitoring and regular updates of existing predictive models.
• Prepare analysis/commentary for model management meetings.
• Reporting to 3rd party funders on model management.
• Ensure the model management process is conducted according to the policies defined.
• Interrogate existing models and identify possible red flags
• Research the latest model building methodologies
- Data Analytics to support business needs
• Ad-hoc analytics/data science projects as required by business
• Monthly analysis of key credit risk areas (loss control/credit)
• Assist in building the Data science capabilities of the analytics team
• Proactive business engagement to understand the analytical requirement
• Proactive feedback to the business on value-added data-driven analytics
- Data development and maintenance
• Assist and advise on creating and maintaining data in an optimal manner
- Honours degree in Statistics/Mathematics
- Preferred – Master’s Degree in Statistics/Mathematics
- 2-5 years experience in scoring system development and credit risk analytics (retail)
- Preferred: 5-8 years of experience in scoring system development and credit risk analytics (retail) – 2 of which are at senior level
Preferred Industry – Financial / Credit risk analytics
Technical (at least some of the below skills will be necessary)
- SQL coding
- Advanced Excel
- Python (advantageous)
- Denodo (advantageous)
- SAS (advantageous)
- Predictive modelling or financial modelling
- Machine learning (advantageous)
- Exposure to IFRS9 modelling (highly advantageous)
- Ability to work with large amounts of data
- Analytical, critical and logical thinker
- Understands the need for data-driven decisions
- Ability to read and assimilate a specification of data requirements
- Proactive personality
- Tolerance to change
- Attention to detail
- Accountability and ownership of work tasks
- Ability to work within a team and as an individual
- Comply with project management protocol
- Enthusiasm/interest in credit risk management
- Sense of humour
- Ability to work under pressure
- Good time management.
If you meet the above requirements and want to make a career-changing move, apply today by either filling in the online application form or emailing your CV to Financialcareers@hireresolve.za.com
Please note that correspondence will only be conducted with shortlisted candidates for this position.
Please consider your application unsuccessful if you do not hear from us within 3 days