Data Scientist II

1 week ago

Johannesburg, Gauteng, South Africa FirstRand Full time R500 000 - R750 000 per year

Job Description

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 minimal guidance.

Hello, Future Data Scientist II

Welcome to FNB, the home of the #changeables. We design for the shapeshifters and deliver products and services that make us incredibly proud of people that make it happen.

As part of our talent team, you will be surrounded by unique talents, diverse minds, and an adaptable environment that lives up to the promise of staying curious. Now's the time to imagine your potential in a team where experts come together and ignite effective change.

Are you someone who can:

  • Collaborate with auditors to provide detailed insights into IFRS 9 models, methodologies, and processes.
  • Perform model calibrations to ensure accuracy and alignment with business and regulatory needs.
  • Conduct model validation and ongoing monitoring to assess performance and identify areas for improvement.
  • Design and build robust credit risk models to support IFRS 9 ECL calculations and other risk frameworks.
  • Execute stress-testing scenarios to evaluate model resilience under adverse conditions.
  • Support the development and enhancement of modelling frameworks to meet evolving regulatory and business requirements.

You will be an ideal candidate if you have:

  • Minimum of 2 years of experience in credit risk modelling, with expertise in scoring, IFRS 9 ECL, Basel models, or related quantitative modelling.
  • Strong knowledge of statistical modelling techniques, including Logistic Regression, Probability of Default (PD), Exposure at Default (EAD), Loss Given Default (LGD), and Survival Analysis.
  • Proven ability to engage with auditors and explain complex technical concepts in a clear and concise manner.
  • Experience with model calibration, validation, monitoring, and stress testing processes.
  • Proficiency in programming languages/tools such as Python, R, SAS, or SQL is an advantage.
  • Excellent analytical skills and attention to detail.
  • Ability to work independently and collaboratively in a fast-paced environment.

Preferred Qualifications:

  • Advanced degree (e.g., Master's or PhD) in Statistics, Mathematics, Data Science, or a related field.
  • Prior experience in financial services or banking, particularly in credit risk.
  • Familiarity with Basel III/IV frameworks and their application to credit risk modelling.

You will have access to:

  • Opportunities to network and collaborate.
  • Challenging Working
  • Opportunities to innovate.

We can be a match if you are:

  • Curious & courageous - you are driven by always wanting to know more and learn more and you are brave enough to
  • Obsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself to do it.

Are you interested to take the step? We look forward to engaging with you further. Apply now

POST
FNB
LI-SY1

Job Details

Take note that applications will not be accepted on the below date and onwards, kindly submit applications ahead of the closing date indicated below.

02/12/25

All appointments will be made in line with FirstRand Group's Employment Equity plan. The Bank supports the recruitment and advancement of individuals with disabilities. In order for us to fulfill this purpose, candidates can disclose their disability information on a voluntary basis. The Bank will keep this information confidential unless we are required by law to disclose this information to other parties.

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