Data Science Manager: Impairment Modelling Locations: Johannesburg
Time Type: Full time
Posted On: Posted Yesterday
Job Requisition ID: R20906
Job Description To implement the Analytics standards in allocated business units, contributing to the monetisation of data through the development and delivery of advanced mathematical models and business principles that find hidden patterns and associations in data used to influence business strategy, inform channel design, and predict client behaviour.
Role Purpose Are you someone who: Has a passion for credit/statistical modelling. Has solid model development experience, as well as monitoring and optimisation of existing models. Has experience in capital impairment modelling of a credit risk product or portfolio. Possesses strong knowledge of IFRS 9 and experience in impairment modelling. Understands how to work with big data and transform data for modelling or other analytical insights. Is interested in the relationship between capital & provisions and financial reporting. Is technically strong with coding proficiency (preferably SAS). Can work well under pressure. Is able to translate business requirements into tangible, creative solutions with guidance. We can be a match if you are: Curious & courageous – driven by always wanting to know more and learn more. Obsessed with mastery – constantly pushing yourself to achieve excellence. A team player – believes in the power of teams and building networks. Emotionally intelligent – able to connect with people to build trust. As a #Changeable you will have access to: Opportunities to network and collaborate. Opportunities to innovate. A flexible working environment. A focus on health and wellbeing. Coaches and mentors to help with your professional development. A generous leave policy to cater for your individual needs. Preferential employee banking rates that include vehicle and home loans. Qualifications and Experience Minimum Qualification: B Degree in Mathematical Sciences, Statistics, or Actuarial Science. Preferred Qualification: Honours Degree. Experience: A minimum of 5 years' experience in a credit risk analytics environment. A minimum of 2 years managerial work experience within Data Analytics. Application Closing Date: 24/09/24
All appointments will be made in line with FirstRand Group's Employment Equity plan. The Bank supports the recruitment and advancement of individuals with disabilities. In order for us to fulfill this purpose, candidates can disclose their disability information on a voluntary basis. The Bank will keep this information confidential unless we are required by law to disclose this information to other parties.
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