Quantitative Analyst / Knowledge Scientist – La Lucia / Durban
Key Goal
To develop, handle and monitor superior and related predictive fashions, to offer superior analytical help to enterprise models, to critically analyze and advise the enterprise on knowledge pushed worth provides, and create and keep correct knowledge, dashboards, and administration stories.
Key Outcomes
Mannequin Improvement
- Improvement of recent predictive fashions in step with enterprise necessities.
- Profitable deployment of predictive fashions.
- Engagement with key stakeholders round enterprise necessities for fashions
Mannequin Administration
- Handle month-to-month monitoring and common updates of current predictive fashions.
- Put together evaluation/commentary for mannequin administration conferences.
- Reporting to third celebration funders on mannequin administration.
- Guarantee mannequin administration course of is performed in accordance with insurance policies outlined.
- Interrogate current fashions and determine attainable crimson flags
- Analysis newest mannequin constructing methodologies
Knowledge Analytics to help enterprise wants
- Advert-hoc analytics / knowledge science initiatives as required by enterprise
- Month-to-month evaluation on key credit score threat areas (loss management/credit score)
- Help in constructing the Knowledge science capabilities of the analytics group
- Proactive enterprise engagement to grasp analytical requirement
- Proactive suggestions to enterprise on worth added knowledge pushed analytics
- Automation
Knowledge improvement and upkeep
- Help and advise on creating and sustaining knowledge within the optimum method
Management/Workers coaching
Minimal Necessities
Schooling
- Honours diploma in Statistics/Arithmetic
- Most well-liked – Grasp’s Diploma in Statistics/Arithmetic
Expertise:
- 2-5 years’ expertise in scoring system improvement and credit score threat analytics (retail)
- Most well-liked: 5-8 years expertise in scoring system improvement and credit score threat analytics (retail) – 2 of which at senior stage
Most well-liked Trade – Monetary / Credit score threat analytics
Expertise
Technical (not less than a number of the beneath expertise shall be crucial)
- SQL coding
- R
- Superior Excel
- Python (advantageous)
- Denodo (advantageous)
- SAS (advantageous)
- Predictive modelling or monetary modelling
- Machine studying (advantageous)
- Publicity to IFRS9 modelling (extremely advantageous)
- Capability to work with giant quantities of information
Generic competencies
- Analytical, important and logical thinker
- Understands the necessity for knowledge pushed choices
- Capability to learn and assimilate a specification of information necessities
- Proactive character
- Tolerance to vary
- Consideration to element
- Accountability and possession of labor duties
- Self motivated
- Capability to work inside a group and as a person
- Adjust to mission administration protocol
- Enthusiasm/curiosity in credit score threat administration
- Sense of humour
- Resilience
- Tenacity
- Capability to work underneath stress
- Good time administration.
Desired Expertise:
- Monetary Modelling
- SQL
- Superior Excel
- Python
- Predictive modelling
- Denodo
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