Model Development Analyst

4 months ago


Sandton, 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

Manage the development and continuous enhancement of corporate models for large, medium and SME corporate lending by taking part in the entire credit risk model build, implementation and governance lifecycle.

**Job Description**:

- Develop models in-house by ensuring model build data are of sufficient quality, completing statistical data analysis and producing detailed model build documentation while conforming to the governance structures.
- Ensure successful implementation of models by assisting the model implementation team through answering technical questions around the model workings (inputs to the model, calculations performed, etc.) and assisting with testing to ensure the model is implemented correctly.
- Communicate results and recommendations from analyses and modelling undertaken to other areas of Group Credit Risk, SBU’s & cluster by tailoring the interpretation to the audience and using appropriate presentation technology and templates.
- Contribute to the development of a high-performance culture.
- Ensure best practice modelling techniques are in place.
- Participate in planning, resource allocation, training and team-building functions

Education

Bachelor Honours Degree: Actuarial Science (required), Bachelor Honours Degree: Applied Mathematics, Bachelor Honours Degree: BMI - Business Management and Informatics, Bachelor Honours Degree: Statistics
- Absa Bank Limited reserves the right not to make an appointment to the post as advertised_



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