The Credit Analytics and Modeling Manager is a modeling expert who applies a credit risk background in the telecommunications industry.
The role requires a good understanding of credit risk, out-of-the-box thinking, and analyzing large quantities of data to positively affect profitability and credit losses.
The incumbent will have the opportunity to manage established but evolving processes and bring their own unique perspective on ways to develop new and improve existing mission-critical models and analytical frameworks.
The incumbent will demonstrate a strong ability to understand data structures, formulate hypotheses, develop and conduct tests of these hypotheses, and effectively communicate results.
RESPONSIBILITIES
Credit Analytics and Risk
Preparing, analyzing, and validating data to perform quantitative analysis for statistical and modeling data
Analysis of historical data, data cleaning, sampling, variable selection, modeling, and performance evaluation
Develop analytic solutions using outputs from models in credit decision-making, business strategies, risk appetite setting, provisioning, and capital assessment
Active stakeholder engagement & development of analytic solutions
Monitor credit risk settings & appetite of the organization
Ensure that risk analytics and credit risk management align with business strategies & provisioning
Model Creation and Management
Development of models in multiple programming languages
Develop and maintain user requirements, parameters, and configurations of rating systems
Monitor, back-test, and report performance of the models
Support models throughout the model lifecycle, including governance, model reviews, and refinements
Conceptual design of modeling approaches and architectures, including model principles, quantitative methods, and underlying assumptions
Develop predictive and decision models to be deployed in systems
Maintain credit rating models for the measurement and management of credit risk
Work closely with model validators to ensure adherence to the governance framework for model deployment and timely closure of validation issues
Work Collaboratively
Build a culture of respect and understanding across the organization
Recognize outcomes resulting from effective collaboration between teams
Build cooperation and overcome barriers to information sharing, communication, and collaboration across the organization
Facilitate opportunities to engage and collaborate with stakeholders to develop joint solutions
Self-Management
Follow through to ensure that personal quality and productivity standards are consistently and accurately maintained
Demonstrate consistent application of internal procedures
Plan and prioritize, demonstrating abilities to manage competing demands
Demonstrate flexibility in balancing achievement of own objectives with abilities to understand and respond to organizational needs
Demonstrate abilities to anticipate and manage change
REQUIREMENTS
Education:
Matric
Bachelor''s Degree in Actuarial Science / Mathematics / Statistics / Engineering
Experience:
5 to 10 years experience in telecommunications or credit risk
Experience in credit risk modeling, including IFRS9, is preferable
R1380 000pa CTC negotiable