Job Description

Credit Analytics and Modelling Manager - JhbOur client within the telco environment has a requirement for a Credit Analytics and Modelling Manager.POSITIONCredit Analytics and Modelling ManagerLOCATIONJohannesburgSALARYMarket RelatedPurpose of Role:The Credit Analytics and Modeling Manager is a modeling expert that apply a credit risk background in the telecommunications industry, mainly on the postpaid contracts. The role requires a good understanding of credit risk, out of the box thinking and analyzing large quantities of data in order to positively affect profitability and credit losses. The incumbent will have the opportunity to manage established, but evolving processes and bring her/his own unique perspective on ways to develop new and improved existing mission critical models and analytical frameworks. The incumbent will demonstrate strong ability to understand data structures, formulate hypotheses, develop and conduct tests of these hypotheses, and effectively communicate results.Duties and Responsibilities:Credit Analytics and RiskPreparing, analysing and validating data to perform quantitative analysis for statistical and modelling dataAnalysis of historical data, data cleaning, sampling, variable selection, modelling and performance evaluationDevelop analytic solutions using outputs from models in credit decision, business strategies, risk appetite setting and provisioning and capital assessmentActive stakeholder engagement & development of analytic solutionsMonitor credit risk settings & appetite of the organizationActive stakeholder engagement & development of analytic solutionsMonitor credit risk settings & appetite of the organizationEnsure that risk analytics and credit risk management, align to business strategies & provisioningModel creation and managementDevelopment of models in multiple programming languagesDevelop and maintain user requirements, parameters and configurations of rating systemsMonitor, back test and report performance of the modelsSupport models throughout the model lifecycle, including governance, model reviews and model refinementsConceptual design of modelling approaches and model architectures including model principle, quantitative methods and underlying assumptionsDevelop predictive and decision models to be deployed in systemsMaintain credit rating models for the measurement and management of credit riskWork closely with model validators to ensure adherence to the governance framework for model deoyment and ensure timely closure of validation issuesMinimum Requirements:EDUCATIONMatricBachelors Degree in Actuarial Science/Mathematics/Statistics/EngineeringEXPERIENCE5 to 10 years experience in telecommunications or credit riskExperience in credit risk modelling including IFRS9 is preferableAPPLICATIONApplications can be sent to Samantha.simon@dav.co.za

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