Data Science Manager: Impairment Modelling at WesBank

Job Description
Hello, Data Science Manager

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