Model Data and Implementation Manager

1 week 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

We are looking for experienced Data Engineers with a Data Management background implementing PD, LGD and EAD models for Regulatory Capital and Impairments (IFRS9) models in a banking or consulting environment.

**Job Description**:
Accountability: Modelling data and implementation processes/solutions
- Research model implementation standards as well as other relevant policies and standards.
- Perform certain tasks to give effect to the controls within the modelling data and implementation environment.
- Perform, investigative and analyses tasks identifying modelling data in the warehouse as well as other sources.
- Transform, manage, and prepare data for modelling purposes.
- Design, manage and perform modelling data preparation processes.
- Investigate different methods and approaches to use during modelling data preparation.
- Analyse model build documentation and other modelling artefacts to understand, investigate and analyse modelling data requirements.
- Lead modelling data testing and data quality assessment within the modelling context to provide assurance that the modelling data is fit for purpose.
- Lead and create model implementation and control documentation (specifically implementation sign-off document and post implementation review document)
- Influence model implementation platforms and designs.
- Develop model implementation code and artefacts using Base SAS.
- Manage time across multiple initiatives.
- Review & understand credit policies and model usage.
- Assist model owners and credit model stakeholders to use the models correctly by providing model use guidance and training.

Accountability: People management and development
- Manage the delivery of key initiatives regarding modelling data and implementation strategy and objectives.
- Create a culture within the functional area to ensure talent attraction and retention.
- Ensure the development of a high-performance team through various training initiatives as well as clear employee objective setting
- Create and maintain clear career paths for individuals working within the functional area.
- Ensure clear capacity plans are in place to establish sustainable capacity to delivery on the functional area’s objectives

Accountability: Stakeholder Engagement
- Stay abreast of industry trends and role players and ensure that the function is well positioned to provide competitive and industry leading services.
- Clearly communicate progress, results of investigations and other tasks to line manager and/or initiative lead.
- Escalate delays to line manager and/or initiative lead.
- Communicate clearly with other support teams (e.g. BIIS) to enable timely delivery of modelling data and model implementation projects.
- Present findings, designs documentation and other modelling data implementation documentation to both internal and external stakeholders.
- Facilitate model embedment into credit operational processes ensuring correct model usage.
- Review and influence the quality of delivery within the team to encourage alignment to policies and standards.

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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