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SENIOR QUANTITATIVE ANALYST - 359146
SENIOR QUANTITATIVE ANALYST
Information Technology / Web Development / Telecommunications
Wage / Salary:
R - Market Related - P/M (Per Month)
Senior Quantitative Analyst
A position has opened within the RMA team for a senior quantitative analyst or data scientist. The key roles of the position will be to:
Develop and manage advanced predictive models
Provide key data driven solutions and support to business
Work with IT to manage all data requirements
Model Development and management
Development of new predictive models.
Manage monthly monitoring and regular updates of existing predictive models.
Prepare analysis/commentary for model management meetings.
Reporting to 3rd party funders on model management.
Ensure model management process is conducted according to policies defined.
Interrogate existing models
Data Analytics to support business needs
Ad-hoc analytics / data science projects as required by business
Meet with business unit to discuss their data driven requirements
Critically assess and proactively advise business on data driven recommedations
Monthly analysis on key credit risk areas (finance, credit, collections)
Data development and maintenance
- Assist and advise on creating and maintaining data in the optimal manner
- Assist in building the Data science capabilities of the RMA team
Education - Honors degree in Statistics/Mathematics
Preferred - Master's Degree in Statistics/Mathematics
Experience: 2-5 years' experience in scoring system development and credit risk analytics (retail)
Preferred: 4-7 years' experience in scoring system development and credit risk analytics (retail) - 2 of which at senior level
Coding (R, python, SAS)
Machine learning (advantageous)
Visualisation (Shiny, R markdown, Excel)
Exposure to IFRS9 modelling (advantageous)
Ability to work with large amounts of data. Big data language such as Scala/Spark (advantageous)