Data Scientist I at FNB South Africa

Job Description

• To build, optimise and implement innovative quantitative analytical methodologies, procedures, and advanced mathematical models that provide analytical support and interpret insights, to address business opportunities and problems and implement business strategy, under guidance against predicted results and deliver according to set processes and procedures.
• We are looking for a passionate and driven credit risk analytics professional looking to join the credit acquisition team within the Acquisitions/Originations function of the Home & Structured Lending (HSL) business unit. The responsibilities of the role will include optimising and quantifying the impacts of new business proposals on the credit income statement and quantifying the impacts of various initiatives to ensure that earnings volatility and concentration risk is being managed appropriately whilst ensuring that the business meets its ROE targets. Monitoring & Documentation will also play a role within this space. 

You could be a match if you have:

• At least 2 years' experience in a credit risk analytics environment
• Actuarial/Statistical/Quantitative degree 
• Acquisitions or Capital & Provisioning or Pricing experience would be advantageous
• Coding experience in SAS will be beneficial
• Stakeholder management skills, setting deadlines and communicating effectively.
• Understanding impacts of decisions & strategies on the credit life cycle
• Attention to detail, idea generation & teamwork will be important to this space