Job Description

Credit Analytics & Modelling Manager IT Manager - IT
Midrand - GautengReady to crunch numbers and shape financial futures? We are seeking a Credit Analytics & Modelling Manager to turn data into actionable insights with the precision of a mathematician and the creativity of an artist. If you can balance risk and reward like a pro, apply now and let us build smarter credit strategies together!Skills:

• Planning and Organising
• Action Planning
• Data Collection and Analysis
• Verbal Communication
• Data Control
• Numerical Skills
• Review and Reporting
• Risk Management

Responsibilities:

• Active stakeholder engagement & development of analytic solutions
• Monitor credit risk settings & appetite of the organization.
• Ensure that risk analytics and credit risk management, align to business strategies & provisioning.
• Preparing, analysing, and validating data to perform quantitative analysis for statistical and modelling data.
• Analysis of historical data, data cleaning, sampling, variable selection, modelling, and performance evaluation
• Develop analytic solutions using outputs from models in credit decision, business strategies, risk appetite setting and provisioning and capital assessment.
• Development of models in multiple programming languages
• Develop and maintain user requirements, parameters, and configurations of rating systems.
• Monitor, back test and report performance of the models.
• Support models throughout the model lifecycle, including governance, model reviews and model refinements.
• Conceptual design of modelling approaches and model architectures including model principle, quantitative methods, and underlying assumptions
• Develop predictive and decision models to be deployed in systems.
• Maintain credit rating models for the measurement and management of credit risk.
• Work closely with model validators to ensure adherence to the governance framework for model deployment and ensure timely closure of validation issues.

Education:

• Matric
• Bachelors degree in actuarial science/mathematics/Statistics/Engineering

Experience:

• 5 to 10 years experience in telecommunications or credit risk

Experience in credit risk modelling including IFRS9 is preferable.Apply for this Job

Sabenza IT