Absa Group Limited (Absa) has forged a new way of getting things done, driven by bravery and passion, with the readiness to realise the possibilities on our continent and beyond.
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We are looking for an experienced Model Data Analyst with a background as quantitative analysts implementing PD, LGD and EAD models for Regulatory Capital and Impairments (IFRS9) models in a banking environment.
Job Description
Accountability: Modelling data and implementation processes/solutions (70%)
Research model implementation standards as well as other relevant policies and standards.
Perform certain tasks to give effect to the controls within the modelling data and implementation environment.
Perform investigative and analyses tasks identifying modelling data in the warehouse as well as other sources
Accountability: Stakeholder Engagement (30%)
Stay abreast of industry trends and role players and ensure that the function is well positioned to provide competitive and industry leading services.
Clearly communicate progress, results of investigations and other tasks to line manager and/or initiative lead.
Escalate delays to line manager and/or initiative lead.
Communicate clearly with other support teams (e.g. BIIS) to enable timely delivery of modelling data and model implementation projects. Present findings, designs documentation and other modelling data implementation documentation to both internal and external stakeholders.
Facilitate model embedment into credit operational processes ensuring correct model usage.
Review and influence the quality of delivery within the team to encourage alignment to policies and standards.
Transform, manage and prepare data for modelling purposes.
Design, manage and perform modelling data preparation processes.
Investigate different methods and approaches to use during modelling data preparation.
Analyze model build documentation and other modelling artefacts to understand, investigate and analyse modelling data requirements.
Create model implementation and control documentation (specifically implementation sign-off document and post implementation review document)
Develop model implementation code and artefacts using Base SAS.
Proficiency in Base SAS or SAS Enterprise Guide, SAS data steps, SAS procedures, SAS SQL, SAS Macros
Manage time across multiple initiatives.
Qualifications:
Bachelors of Science in Information Technology
Education
Bachelor`s Degrees and Advanced Diplomas: Physical, Mathematical, Computer and Life Sciences (Required)
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