SAS Modeling, City Centre, Cape Town. Level AM, Manager, Senior Manager. Shift Timings 8AM 4PM. Work Experience 4+ years of work experience developing risk models (Basel, IFRS9, Business Models) in Retail Banking.
Sector knowledge and experience of working in the area of Credit Risk ideally experience of working with Credit Risk data warehouses and Credit Risk models in particular including Operational, Capital and Impairment models.
Domain Experience Expert knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment. Experienced in the extraction and manipulation of data to support risk model development, including defining observation periods, outcome periods, choosing a suitable "bad" definition. Education A post graduate degree in a numerate subject (e.g. mathematics, statistics, operational research, economics or MBA) from a reputed institute with knowledge of advanced statistical and analytical techniques. Tools Certifications Experienced and competent in the use of statistical packages e.g. SAS (including dealing with large datasets) and model development environments.
Other Desired Qualifies Good communication (both written and verbal) skills, Identifies key project stakeholders and develops an appropriate stakeholder communication plan. Engages with a diverse group of stakeholders to influence direction of projects to meet the project milestones. A good external network of contacts within the risk industry.
Job Responsibilities: Build statistical models involving multiple techniques like Logistic Regression, GLM etc. Extract data from multiple platforms and conduct analysis using statistical and mathematical methodologies and tools. Ensure all deliverables meet client expectations in terms of scope, speed quality. Strong problem solving skills the ability to ask the right questions, formulate a comprehensive set of hypothesis, identify significant factors, and adopt the appropriate solution framework need based product solutions.
Create detailed documentation outlining design and technical specifications of each solution Play a business development role and generate additional projects from other clients within the organization.
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Posted: 21-09-2017 Location: Goodwood,Northern Suburbs,South Africa