Application Scoring Specialist ( Senior Data Scientist ) at FNB South Africa

Job Description

• We are seeking a seasoned Application Scoring Specialist with deep expertise in feature engineering, scorecard development, and reject inference methodologies. The ideal candidate will have a strong track record in building and deploying application scorecards across various industries, not limited to banking.
• This role requires a strategic thinker who can innovate in data-scarce environments, particularly within the SME space, and who can effectively communicate with senior stakeholders while mentoring junior team members.
• Design, develop, and peer review application scorecards, including reject inference techniques.
• Lead feature engineering initiatives to enhance model performance and business relevance.
• Collaborate with business stakeholders to align scorecard strategies with commercial objectives.
• Apply scoring models across diverse industries, bringing cross-sector insights to credit decisioning.
• Innovate and build predictive solutions in low-data environments, especially for SME lending.
• Provide thought leadership on model governance and industry best practices.
• Mentor and upskill junior analysts and data scientists through structured learning and hands-on guidance.
• Present technical concepts and strategic recommendations to executive-level stakeholders.
• Continuously evaluate and improve scoring methodologies using modern data science techniques.
• Manage multiple projects simultaneously.
• Be a leader in the development of PD models across the broader team, providing insights in best practice for Behavioral model developments.

Required Experience

• Minimum 8 years of hands-on experience in application scoring and credit risk modeling, with multiple completed models.
• Proven expertise in scorecard development, including reject inference and model validation.
• Strong proficiency in feature engineering and data preprocessing techniques.
• Experience working across multiple industries is a bonus (e.g., retail, telecoms, fintech, insurance).
• Ability to work with limited or imperfect data and still deliver robust, actionable models.
• Excellent communication skills with the ability to engage and influence senior business leaders.
• Demonstrated ability to mentor, teach, and learn junior team members, but at the same time drive and motivate the use of scoring to more executive stakeholders.
• Proficiency in tools such as SAS and paragon modeler;
• Experience with model deployment.

Preferred Attributes

• Experience in SME lending or alternative credit scoring.
• Familiar with industry best practice in application scoring.
• Exposure to machine learning techniques in scoring contexts.
• Experience in generating new features to be used in model development.
• Comfortable working in agile, cross-functional teams.

Qualifications

• Bsc/BCom Maths/Statistics/Mathematical Statistics/ BEng
• SAS is a prerequisite
• Paragon modeler experience would be advantageous

End Date: October 1, 2025