Description:
Reporting to the Head: Risk Modelling & Analytics, the successful candidate will be responsible for ensuring the continuous fostering and disseminating of the company's portfolio of intellectual property through the application of advanced statistical analysis. Responsibilities include: * Working within a team of Risk Analysts on best practice credit risk management principles and statistical analysis * Undertaking analysis to determine the impact of strategy changes to areas of application and account management strategies * Developing and monitoring predictive models aimed at the optimisation of risk decision-making * Presenting ideas via reports and presentations, outlining findings and making recommendations for improvements to senior stakeholders * Investigating data integrity issues, testing assumptions and validating analytical results, ensuring accuracy and sensitivity of findings * Using advanced analytical techniques such as modern data mining, pattern matching, data visualisation and predictive modelling tools to produce analyses and algorithms that assist with the business decisions * Setting up experimental designs to answer key business questions * Forecasting and monitoring market trends using statistical techniques * Assisting in implementing strategy changes to live decision systems * Assisting with Application and Behavioural Scorecard development and testing * Performing complex statistical analysis to support decision-making and mitigate credit risk * Coaching and mentoring junior analysts (if applicable) Requirements: * Bachelors Degree or higher in an applicable field of study: For example: Mathematics, Engineering, Statistics, Economics, Operational Research, Actuarial Science or Finance (CA (SA), CIMA, CFA etc.) * Minimum of 5 years' relevant experience: * in scoring techniques in consumer lending * in credit risk analysis on unsecured lending products * preparing data-driven credit policy recommendations for Senior Management and delivering compelling presentations * Experience/exposure to bureau data and developing customer insights from it * manipulating and analysing data using SAS, SQL, SAS Macros or other data analysis tools for complex modelling purposes or forecasting, i.e. ability to perform statistical analysis on large datasets * Exposure to Python or R - advantageous Requirements: * Bachelors Degree or higher in an applicable field of study: For example: Mathematics, Engineering, Statistics, Economics, Operational Research, Actuarial Science or Finance (CA (SA), CIMA, CFA etc.) * Minimum of 5 years' relevant experience: * in scoring techniques in consumer lending * in credit risk analysis on unsecured lending products * preparing data-driven credit policy recommendations for Senior Management and delivering compelling presentations * Experience/exposure to bureau data and developing customer insights from it * manipulating and an
22 Feb 2022;
from:
gumtree.co.za