Data Scientist Ii

4 weeks ago


Johannesburg, South Africa FirstRand Full time

About us, purpose, experience and qualifications

**about us**:
**purpose**:

- To plan, build, optimise and implement innovative quantitative analytical methodologies, procedures, products and advanced mathematical models that provide analytical support and interpret insights, to address business opportunities and problems and implement business strategy, with mínimal guidance**experience and qualifications**:

- Minimum Qualification - Relevant Degree in Maths, Stats, Engineering, Computer Science, Econometrics, Physics or Actuarial Science
- Preferred Qualification - Honours Degree
- Experience - 3 to 5 years experience in a data environment, of which 1 to 2 years ideally at a junior specialist level
- Additional Knowledge - Deep domain knowledge with regards to financial services: Credit, Pricing, Marketing, CVM, Trading etc.
- Design thinking
- Analytics Ops, Agile and SAFe concepts will assist
- Concepts such as: Exploratory data analysis, Data Science Pipeline lines
- Hands on experience using model such as: Naïve Bayes, Support Vector Machines, Classifications, Boosting Algorithms, Time Series, Feature Engineering and
- Dimensionality Reduction
- Data and Information Management topics e.g., structure, dimensions, storage
- Object-oriented programming
- Big data modelling
- Database management
- Python, SQL, MATLAB, SAS, S-PLUS or R (used for statistical analysis)
- Monte Carlo techniques
- Machine learning
- Data mining and data modelling
- Scala and Spark
- C#/Java,.NET or VBA, Excel
- Mathematical skills
- Calculus (including differential, integral and stochastic)
- Linear algebra and differential equations
- Numerical linear algebra
- Probability and statistics
- Game theory
- Portfolio theory
- Equity and interest rate derivatives, including exotics
- Systematic and discretionary trading practices
- Credit-risk products
- Financial modelling
- Data visualisation and reporting**additional requirements**:
**responsibilities**:

- Ensure compliance to legislative and audit requirements and adherence to relevant processes
- Participate in planned activities that are appropriate for own development
- Utilise, refine and enhance advanced statistical models and data analysis to inform decision making and address business needs
- Develop, encourage and nurture collaborative relationships across area of specialisation
- Contribute to creative business solutions, optimisation of processes and conduct statistical modelling and data analysis to inform strategic decisions, under limited supervision
- Assist in the delivery of value-add outputs across the analytics value chain in delivery of business strategy
- Deliver customer experience excellence in own service delivery aligned to Organisational values and service standards
- Build working relationships across teams and functional lines to enhance work delivery, collaboration and innovation
- Control expenditure and identify process improvements to contain and reduce costs
- Implement localised analytics strategy to address business needs, under limited supervision


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