JOB PURPOSE
The Credit Analytics and Modeling Manager is a modeling expert that apply a credit risk background in the telecommunications industry, mainly on the Cell C postpaid contracts. The role requires a good understanding of credit risk, out of the box thinking and analyzing large quantities of data in order to positively affect profitability and credit losses. The incumbent will have the opportunity to manage established, but evolving processes and bring her/his own unique perspective on ways to develop new and improved existing mission critical models and analytical frameworks. The incumbent will demonstrate 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, business strategies, risk appetite setting and provisioning and capital assessment
Active stakeholder engagement & development of analytic solutions
Monitor credit risk settings & appetite of the organization
Active stakeholder engagement & development of analytic solutions
Monitor credit risk settings & appetite of the organization
Ensure that risk analytics and credit risk management, align to 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 model refinements
Conceptual design of modelling approaches and model architectures including model principle, 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 ensure timely closure of validation issues
Work Collaboratively
Build a culture of respect and understanding across the organisation
Recognise outcomes which result from effective collaboration between teams
Build co-operation and overcome barriers to information sharing, communication and collaboration across the organisation
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 prioritise, 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
BEHAVIOURAL COMPETENCIES
Manages Complexity
Optimizes Work Processes
Ensures Accountability
Business Insight
Decision Quality
Financial Acumen
Courage
Instills Trust
SKILLS
Planning and Organizing
Action Planning
Data Collection and Analysis
Verbal Communication
Data Control
Numerical Skills
Review and Reporting
Risk Management
EDUCATION
Matric
Bachelors Degree in Actuarial Science/Mathematics/Statistics/Engineering
EXPERIENCE
5 to 10 years' experience in telecommunications or credit risk
Experience in credit risk modelling including IFRS9 is preferable
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