Model Validation Analyst
3 weeks ago
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- Job by industries
About the role:
- As a Model Risk Specialist at Capitec, you will play a key role in managing model risk across the bank by conducting technical reviews and validations of a wide range of models, including machine learning models, financial models, and predictive credit risk models. Your expertise will support improved model governance, ensuring all models align with regulatory requirements, internal standards, and best practices.
- In addition to your technical work, you will collaborate closely with stakeholders across data science, credit risk, and finance teams, effectively communicating complex modelling concepts and driving solutions. Ideal candidates will have hands-on experience in end-to-end model development, combined with strong skills in Python, R, SQL, and Excel, as well as familiarity with machine learning tools such as TensorFlow or PyTorch.
Our ideal candidate has:
- 3+ years modeling experience within financial institutions
- Degree in Data Science, Mathematics, Statistics, or Actuarial
- Practical experience in end-to-end model development is a requirement.
- Model review and validation experience.
- Python/R experience and relation/Non-relational databases.
- Familiarity with modern deep learning frameworks (Pytorch, Tensorflow)
Ideal:
- The credit lifecycle.
- AWS technologies.
- Banking products experience
- Research / Data Analysis jobs
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