Quantitative Analyst, Scorecard Development at Standard Bank Group

JOB DESCRIPTION

• To develop high quality credit risk scorecards solving for business problems across the credit life cycle) for an allocated portfolio within agreed timelines, following agreed processes and procedures. To monitor the usage of the scorecards to determine relevance and requirement for remedial action where applicable.

QUALIFICATIONS
Minimum Qualifications

• Type of Qualification: Honours Degree
• Field of Study: Mathematical Sciences
• Other Minimum Qualifications, Certifications or Professional Memberships: Post-graduate Degree in a Quantitative Field / Statistics / Engineering

Experience Required

Credit

• 1-2 Years previous experience in scorecard and / or credit risk rating model development, preferably including application scoring and reject inference; credit analytics; data manipulation; data mining, preferably in a SAS environment, SQL and Python experience is also advantageous; Logistic Regression methodology within a banking / financial environment, Experience in other predictive modelling / machine learning techniques is also advantageous. Knowledge of the bank’s products and financial solutions.

ADDITIONAL INFORMATION
Behavioural Competencies:

• Adopting Practical Approaches
• Examining Information
• Documenting Facts
• Interpreting Data
• Interacting with People

Technical Competencies:

• Quantitative Skills
• Data Analysis
• Data Integrity
• Statistical and Mathematical Analysis
• Scorecard development and maintenance