Sas-modelling Data
2 months ago
Empowering Africa’s tomorrow, together one story at a time.
- 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
We are looking for an experienced Model Development Analysts with a background as quantitative analysts implementing PD, LGD and EAD models for Regulatory Capital and Impairments (IFRS9) models in a banking environment.
Job Description
- We will expect you to ensure model build data are of sufficient quality.
- Complete statistical data analysis and produce model build documentation in an unambiguous and concise manner.
- Have the ability to integrate technical statistical experience and business knowledge.
- Ensure successful implementation of models by assisting the model implementation team through answering technical questions around the model workings.
- Ensure full governance processes for modelling are complied with from model inception and build through to validation and sign-off by completing all relevant documentation according to the Absa Model Risk Policy.
Education
- Proficiency in Base SAS or SAS Enterprise Guide, SAS data steps, SAS procedures, SAS SQL, SAS Macros in order to develop statistical models.
Education
Bachelor's Degree: Information Technology
- Absa Bank Limited reserves the right not to make an appointment to the post as advertised_
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