Modelling Data and Implementation Scientist

2 weeks ago

Johannesburg, Gauteng, South Africa Absa Bank Limited Full time
Bring your possibility to life Define your career with us

  • With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.
Job Summary

Join Absa at a time that we evolved into a standalone Pan-African bank.

It is certainly an exciting season as you will be presented with the extraordinary opportunity to be part of Absa's history.

We are looking for Modeling Data and Implementation Engineers.


The overall purpose of the role is to be actively involved in the end-to-end life cycle of modelling data and implementation processes, performing designing and testing tasks, while also be closely involved in the analyses, construction, enhancement and documentation of modelling data and implementation processes.

During the implementation phase, the role will be tasked to facilitate correct model use embedment within credit.


The role will review and influence the quality of delivery within the team to encourage alignment to policies and standards ensuring sustainable and stable solutions.


Job Description:

Accountability:
Modelling data and implementation processes/solutions (70%)

  • Research model implementation standards as well as other relevant policies and standards.
  • Perform certain tasks to give effect to the controls within the modelling data and implementation environment.
  • Perform investigative and analyses tasks identifying modelling data in the warehouse as well as other sources.
  • Design, manage and perform modelling data preparation processes.
  • Investigate different methods and approaches to use during modelling data preparation.
  • Analyse model build documentation and other modelling artefacts to understand, investigate and analyse modelling data requirements.
  • Lead modelling data testing and data quality assessment within the modelling context to provide assurance that the modelling data is fit for purpose.
  • Lead and create model implementation and control documentation (specifically implementation signoff document and post implementation review document)
  • Influence model implementation platforms and designs.
  • Develop model implementation code and artefacts.
  • Manage time across multiple initiatives.
  • Review & understand credit policies and model usage.
  • Assist model owners and credit model stakeholders to use the models correctly by providing model use guidance and training.

Accountability:
Stakeholder Engagement (25%)

  • Clearly communicate progress, results of investigations and other tasks to line manager and/or initiative lead.
  • Escalate delays to line manager and/or initiative lead.
  • Communicate clearly with other support teams (e.g. BIIS) to enable timely delivery of modelling data and model implementation projects.
  • Present findings, designs documentation and other modelling data implementation documentation to both internal and external stakeholders.
  • Facilitate model embedment into credit operational processes ensuring correct model usage.

Accountability:
People management (5%)

  • Manage modelling data and implementation execution of specific initiatives agreed with line management.
  • Review and influence the quality of delivery within the team to encourage alignment to policies and standards.
Education and Experience Required

  • Minimum Bdegree in Quantitative Modelling and/or Computer Science (NQF level no. 7) preferred
  • Minimum 1.5 years' experience

Knowledge & Skills:
(Maximum of 6)

  • SAS Certification
  • Quantitative and analytical thinking
  • Knowledge of modelling and statistics
  • Communication skills (Verbal, Written)
  • Knowledge of Credit Risk and Banking Products
  • Knowledge of Data warehousing, Data bases and data structures

Competencies:
(Maximum of 8 competencies)

  • Adapting and responding to change
  • Creating and innovating
  • Presenting and communicating information
  • Learning and researching
Education

Bachelor's Degrees and Advanced Diplomas:
Business, Commerce and Management Studies (required)

  • Absa Bank Limited reserves the right not to make an appointment to the post as advertised_

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