Quantitative Analyst 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: Post Graduate Degree
Field of Study:  Mathematical Sciences

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:

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

Technical Competencies:

• Quantitative Skills: The ability to build, analyse and interpret quant models to determine potential risk exposure
• Data Analysis: Ability to analyse statistics and other data, interpret and evaluate results, and create reports and presentations for use by others
• Data Integrity: The ability to ensure the accuracy and consistency of data for the duration that the data is stored as well as preventing unintentional alterations or loss of data
• Statistical and Mathematical Analysis: The ability to build, analyse and interpret numerical and non-numerical data to determine potential risk exposure and statistical inferences to inform business decisions