Quantitative Analyst
Hire Resolve
- Durban, KwaZulu-Natal
- Permanent
- Full-time
- Development of new predictive models in line with business requirements.
- Successful deployment of predictive models.
- Engagement with key stakeholders around business requirements for models * Model Management
- Manage monthly monitoring and regular updates of existing predictive models.
- Prepare analysis/commentary for model management meetings.
- Reporting to 3rd party funders on model management.
- Ensure the model management process is conducted according to the policies defined.
- Interrogate existing models and identify possible red flags
- Research the latest model building methodologies * Data Analytics to support business needs
- Ad-hoc analytics/data science projects as required by business
- Monthly analysis of key credit risk areas (loss control/credit)
- Assist in building the Data science capabilities of the analytics team
- Proactive business engagement to understand the analytical requirement
- Proactive feedback to the business on value-added data-driven analytics
- Automation * Data development and maintenance
- Assist and advise on creating and maintaining data in an optimal manner Requirements:
- Honours degree in Statistics/Mathematics
- Preferred - Master's Degree in Statistics/Mathematics
- 2-5 years experience in scoring system development and credit risk analytics (retail)
- Preferred: 5-8 years of experience in scoring system development and credit risk analytics (retail) - 2 of which are at senior level
- SQL coding
- Advanced Excel
- Python (advantageous)
- Denodo (advantageous)
- SAS (advantageous)
- Predictive modelling or financial modelling
- Machine learning (advantageous)
- Exposure to IFRS9 modelling (highly advantageous)
- Ability to work with large amounts of data
- Analytical, critical and logical thinker
- Understands the need for data-driven decisions
- Ability to read and assimilate a specification of data requirements
- Proactive personality
- Tolerance to change
- Attention to detail
- Accountability and ownership of work tasks
- Self-motivated
- Ability to work within a team and as an individual
- Comply with project management protocol
- Enthusiasm/interest in credit risk management
- Sense of humour
- Resilience
- Tenacity
- Ability to work under pressure
- Good time management.
- Salary: negotiable.
- Our client is offering a highly competitive salary for this role based on experience.
- Apply for this role today, visit the Hire Resolve website:
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