Data Science Head: Capital and Impairment Modelling

4 weeks ago

Johannesburg, Gauteng, South Africa RMB Full time

Data Science Head: Capital and Impairment Modelling

Job Description

To implement the Analytics standards across big complex business areas, that contribute to the monetisation of data through the development and delivery of advanced mathematical models and business principles that find hidden patterns and associations in data used to influence business strategy, inform channel design and make predictions on the behaviour of our clients.

Purpose:

This role is within FNB Retail Loans and supports the business by measuring expected and unexpected risk inherent in the portfolio and building trust with stakeholders and regulators by ensuring that capital and provisions are correctly determined and set. The role also supports the business to identify the risk return drivers and influencing the setting of the budget and risk appetite.

Key responsibilities include:

  • Re-development and validation of credit provision, regulatory and economic capital models.
  • Supporting the Finance and Collections team with detailed analysis on key performance metrics.
  • Reporting and monitoring of provision movements, along with required forecasting exercises.
  • Drive process optimisation and automation of team processes.
  • Stakeholder management across various areas within and outside of the Group and collaborate to set-up cohesive risk practices.
  • Lead a strong group of Senior Data Scientists, including their respective teams.

We can be a match if you:

  • Have strong knowledge of Retail credit and lending products and practices.
  • Deep domain knowledge of the credit value chain and technical understanding of the regulatory framework and best practice, as it relates to Capital and Impairment management and modelling.
  • Strong knowledge and experience in Consumer credit strategies.
  • Strong understanding of Data Analytics, as well as the business drives and needs.

Qualifications and Experience

  • Minimum Qualification - Have a relevant Degree in Mathematical Sciences, Statistics, Engineering, Econometrics or Actuarial Science.
  • Preferred Qualification - Honours Degree.
  • Experience: A minimum of 5 - 8 years' experience in a similar environment, of which 2 - 3 years ideally at management level.
  • Deep domain knowledge and experience of Capital modelling, Impairment modelling, IFRS9, and Portfolio management preferred.

Take note that applications will not be accepted on the below date and onwards, kindly submit applications ahead of the closing date indicated below.

All appointments will be made in line with FirstRand Group's Employment Equity plan. The Bank supports the recruitment and advancement of individuals with disabilities. In order for us to fulfill this purpose, candidates can disclose their disability information on a voluntary basis. The Bank will keep this information confidential unless we are required by law to disclose this information to other parties.

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