Senior Data Scientist

4 weeks ago

Randburg, South Africa FirstRand Bank Limited Full time

Description

To plan, build, optimise and implement innovative quantitative analytical methodologies, procedures, products and advanced
mathematical models that provide analytical support and interpret insights, using advanced analytics technologies, to address business opportunities and problems and implement business strategy.

Hello, Senior Data Scientist

Welcome to FNB, the home of the  #Changeables .

We design for the shapeshifters and deliver products and services that make us incredibly proud of the people that make it happen. We are creating a world class lending and credit risk capability, establishing the gold-standard through thought leadership and execution. As part of our credit community, you get to apply your skills to a diverse lending market, adapting and thriving while doing so. We strive to consistently develop better ways to partner with customers through lending, lifting society in doing so.

Role Purpose

Are you someone who:

Has a passion for credit/statistical modelling. Solid model development experience as well as, monitoring and optimisation of existing models. Capital Impairment modelling of a credit risk product or portfolio. Strong knowledge of IFRS 9 and experience in Impairment modelling. Understands how to work with big data and transform data to be suited for modelling or other analytical insights. Interested in the relation between capital & provisions and financial reporting. Strong technically and strong coding proficiency (preferably SAS). Can work well under pressure. Able to translate business requirements into tangible, creative solutions with guidance.

We can be a match if you are:

Curious & courageous – you’re driven by always wanting to know more and learn more and you’re brave enough to take action. Obsessed with mastery – you know what it takes to become good at what you do and are constantly pushing yourself to achieve this. A team player – you believe in the power of teams, building and leveraging your networks. Emotionally intelligent – you are able to connect with people to build trust.

As a #Changeable you will have access to:

Opportunities to network and collaborate. Opportunities to innovate. Flexible working environment Focus on health and wellbeing. Coaches and mentors to help with your professional development. A very generous leave policy to cater for your individual needs. Preferential employee banking rates that include Vehicle and Home loans

Qualifications and Experience

Minimum Qualification: B Degree in Mathematical Sciences, Statistics, Actuarial Science Preferred Qualification: Honours Degree Experience: A minimum of 5 years' experience in a credit risk analytics environment. A minimum of 2 years Managerial work experience within Data Analytics

Job Details

Application Closing Date

12/06/24

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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