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.RESPONSIBILITIESCredit Analytics and RiskPreparing, analyzing, and validating data to perform quantitative analysis for statistical and modeling dataAnalysis of historical data, data cleaning, sampling, variable selection, modeling, and performance evaluationDevelop analytic solutions using outputs from models in credit decision-making, business strategies, risk appetite setting, provisioning, and capital assessmentActive stakeholder engagement & development of analytic solutionsMonitor credit risk settings & appetite of the organizationEnsure that risk analytics and credit risk management align with business strategies & provisioningModel Creation and ManagementDevelopment of models in multiple programming languagesDevelop and maintain user requirements, parameters, and configurations of rating systemsMonitor, back-test, and report performance of the modelsSupport models throughout the model lifecycle, including governance, model reviews, and refinementsConceptual design of modeling approaches and architectures, including model principles, quantitative methods, and underlying assumptionsDevelop predictive and decision models to be deployed in systemsMaintain credit rating models for the measurement and management of credit riskWork closely with model validators to ensure adherence to the governance framework for model deployment and timely closure of validation issuesWork CollaborativelyBuild a culture of respect and understanding across the organizationRecognize outcomes resulting from effective collaboration between teamsBuild cooperation and overcome barriers to information sharing, communication, and collaboration across the organizationFacilitate opportunities to engage and collaborate with stakeholders to develop joint solutionsSelf-ManagementFollow through to ensure that personal quality and productivity standards are consistently and accurately maintainedDemonstrate consistent application of internal proceduresPlan and prioritize, demonstrating abilities to manage competing demandsDemonstrate flexibility in balancing achievement of own objectives with abilities to understand and respond to organizational needsDemonstrate abilities to anticipate and manage changeREQUIREMENTSEducation:MatricBachelor''s Degree in Actuarial Science / Mathematics / Statistics / EngineeringExperience:5 to 10 years experience in telecommunications or credit riskExperience in credit risk modeling, including IFRS9, is preferableR1380 000pa CTC negotiable