Senior Data Scientist

2 weeks ago

Cape Town, South Africa Parvana Strategic Sourcing Full time

**Role Responsibilities**:
Designing, producing, analysing, documenting and enhancing a range of predictive models across the entire credit life cycle.

Conducting continuous research aimed at identifying predictors and enhancing model development practice and techniques.

Monitoring and reporting on the effectiveness of scorecard strategies.

Application and behaviour scorecard development, monitoring and reviews.

Scorecard documentation, strategy and implementation testing.

Ad-hoc scorecard and credit analytics such as comparing performance of bureau score and internal score.

Extracting and analysing credit bureau data to build models or provide analytical insight to business.

Presenting models to Technical and Model Approval committees.

**Preferred Qualifications**:
Degree in Mathematics, Data Science, Computer Science or related disciplines.

An Honours / Masters would be advantageous.

**Relevant Skills / Experience**:
5+ years experience in developing scorecards.

2+ years' experience in the Credit Risk environment.

Proficiency in SAS, R or Python.

Proficiency with SQL.

Exposure to extracting data from databases.

Understanding and knowledge of predictive modelling practices, performance standards and methodologies.

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