Data Science Manager: Impairment Modelling

3 months ago


Johannesburg, South Africa FirstRand Full time

Job Description

To implement the Analytics standards in allocated business units, 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 clients.

Hello, Data Science Manager

Welcome to WesBank, the home of the #Changeables.

Role Purpose

Are you someone who:

- Has a passion for credit/statistical modelling.
- Solid model development experience as well as, monitoring and optimisation of existing models.
- Capital Impairment modelling of a credit risk product or portfolio.
- Strong knowledge of IFRS 9 and experience in Impairment modelling.
- Understands how to work with big data and transform data to be suited for modelling or other analytical insights.
- Interested in the relation between capital & provisions and financial reporting.
- Strong technically and strong coding proficiency (preferably SAS).
- Can work well under pressure.
- Able to translate business requirements into tangible, creative solutions with guidance.

We can be a match if you are:

- Curious & courageous - you’re driven by always wanting to know more and learn more and you’re brave enough to take action.
- Obsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself to achieve this.
- A team player - you believe in the power of teams, building and leveraging your networks.
- Emotionally intelligent - you are able to connect with people to build trust.

As a #Changeable you will have access to:

- Opportunities to network and collaborate.
- Opportunities to innovate.
- Flexible working environment
- Focus on health and wellbeing.
- Coaches and mentors to help with your professional development.
- A very generous leave policy to cater for your individual needs.
- Preferential employee banking rates that include Vehicle and Home loans

Qualifications and Experience
- Minimum Qualification: B Degree in Mathematical Sciences, Statistics, Actuarial Science
- Preferred Qualification: Honours Degree
- Experience: A minimum of 5 years' experience in a credit risk analytics environment.
- A minimum of 2 years Managerial work experience within Data Analytics

Post
WesBank
LI-AR2

Job Details

Application Closing Date

24/09/24



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