Description:
*Banking* *Role Purpose* * To plan, build, optimise and implement innovative quantitative analytical methodologies, procedures, products and advanced mathematical models that provide analytical support and interpret insights, using advanced analytics technologies, to address business opportunities and problems and implement business strategy *Responsibilities* * Utilise advanced analytics technologies, build statistical model and apply advanced data modelling methodologies that inform future fit strategic decisions * Refine and enhance advanced statistical models and data analysis to inform decision making and address business needs * Develop and implement advanced statistical models and data analysis to optimise processes, inform strategic decisions and meet current and future business requirements, reduce risk and generate profits * Deliver value add outputs across the analytics value chain in delivery of business strategy * Implement localised Analytics strategy to address business needs * Develop, encourage and nurture collaborative relationships within the company * Develop new insights into situations and apply innovative solutions to make organisational improvements * Focus on providing optimal services and improving service delivery processes to meet or exceed customer expectations * Build working relationships across teams and functional lines to enhance work delivery, collaboration and innovation *Additional Knowledge * * Deep domain knowledge with regards to financial services: Credit, Pricing, Marketing, CVM, Trading etc. * Design thinking * Analytics Ops, Agile and SAFE concepts will assist * Concepts such as: Exploratory data analysis, Data Science Pipeline lines * Hands on experience using model such as: Naïve Bayes, Support Vector Machines, Classifications, Boosting Algorithms, Time Series, Feature Engineering and * Dimensionality Reduction * Data and Information Management topics e.g. structure, dimensions, storage * Object-oriented programming ‘Big data modelling * Database management * Python, SQL, MATLAB, SAS, S-PLUS or R (used for statistical analysis) * Monte Carlo techniques * Machine learning * Data mining and data modelling * C++ (used for high-frequency trading applications) * Scala and Spark * C#/Java, .NET or VBA, Excel * Mathematical skills * Calculus (including differential, integral and stochastic) * Linear algebra and differential equations * Numerical linear algebra * Probability and statistics * Game theory * Portfolio theory * Equity and interest rate derivatives, including exotics * Systematic and discretionary trading practices * Credit-risk products * Financial modelling * Data visualization and dashboarding *Please Note*: Responses will only be sent to shortlisted candidates. Should you not hear from us within 5 days, please consider your application unsuccessful. *Qualifications * * *Minimum
14 May 2022;
from:
gumtree.co.za