SAS-Modelling Data & Implementation Analyst Empowering Africa's tomorrow, together…one story at a time. With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.
Job Summary We are looking for an experienced Model Development Analyst with a background as a quantitative analyst implementing PD, LGD, and EAD models for Regulatory Capital and Impairments (IFRS9) models in a banking environment.
Job Description Ensure model build data are of sufficient quality.Develop theoretical understanding and practical application of model development methodology through model building and application experience.Complete statistical data analysis and produce model build documentation in an unambiguous and concise manner.Integrate technical statistical experience and business knowledge.Ensure successful implementation of models by assisting the model implementation team through answering technical questions around the model workings.Comply with full governance processes for modelling from model inception and build through to validation and sign-off by completing all relevant documentation according to the Absa Model Risk Policy.Actively engage stakeholders (model users, validation team, monitoring team, regulators) to ensure their issues, objectives, and priorities are reflected in agreed solutions. Education A successful candidate will hold at least an honours degree in Statistics, Business Mathematics and Informatics (BMI), Mathematical Statistics, or a related field with up to 6 years' experience in statistical model development or validation in a Business Banking or Investment Banking environment. Process and people management experience preferred.Proficiency in Base SAS, SAS Enterprise Guide, SAS data steps, SAS procedures, SAS SQL, and SAS Macros in order to develop statistical models. Absa Bank Limited is an equal opportunity, affirmative action employer. In compliance with the Employment Equity Act 55 of 1998, preference will be given to suitable candidates from designated groups whose appointments will contribute towards achievement of equitable demographic representation of our workforce profile and add to the diversity of the Bank. Absa Bank Limited reserves the right not to make an appointment to the post as advertised. About Us We are a diversified standalone African financial services group, delivering an integrated set of products and services across personal and business banking, corporate and investment banking, wealth, investment management, and insurance.
Absa Group Limited is listed on the JSE and is one of Africa's largest diversified financial services groups with a presence in 12 countries across the continent and around 41,000 employees.
We own majority stakes in banks in Botswana, Ghana, Kenya, Mauritius, Mozambique, the Seychelles, South Africa, Tanzania (ABSA Bank in Tanzania and National Bank of Commerce), Uganda, and Zambia. We also have offices in China, Namibia, Nigeria, the United Kingdom, and the United States of America, a Technology Hub in Prague, and insurance operations in Botswana, Kenya, Mozambique, South Africa, Tanzania, and Zambia.
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