Senior Data Scientist at FNB South Africa

We are currently in search of a Data Scientist from a credit space to plan, build, optimise and implement innovative quantitative analytical methodologies, procedures, products and advanced mathematical models that provide analytical support and interpret insights, using advanced analytics technologies, to address business opportunities and problems and implement business strategy.

In accordance with National Credit Act (NCA) candidates applying for this role will require a credit record check.

Requirements

• 4+ years’ experience as a Data Scientist.
•  Credit experience is mandatory.
•  Desirable experience: Credit analysis, risk assessment, risk management, interest rate pricing, data strategies, data preparation, data modeling, data analysis, documentation
•  Acquisitions, scorecard building, credit related, and pricing experience is highly advantageous.
•  Exposure to PowerBI and SAS • Banking / financial services environment is highly advantageous.

Responsibilities

• Prevent wastage and identify process improvements to contain and reduce costs
• Assess own performance through seeking timely and clear feedback and request training where appropriate
• Utilise, refine and enhance advanced statistical models and data analysis to inform decision making and address business needs
• Develop and implement advanced statistical models and data analysis to optimise processes, inform strategic decisions and meet current and future business requirements, reduce risk and generate profits
• Deliver value add outputs across the analytics value chain in delivery of business strategy
• Implement localised Analytics strategy to address business needs
• Utilise advanced analytics technologies, program own statistical model and apply advanced data modelling methodologies that inform future fit strategic decisions and test current assumptions
• Develop, encourage and nurture collaborative relationships within FNB and/or across the FRG
• Develop new insights into situations and apply innovative solutions to make organisational improvements
• Focus on providing optimal services and improving service delivery processes to meet or exceed customer expectations
• Contribute to the development of a budget aligned to operational delivery plans, monitor effectiveness and report on variances.
• Ensure compliance to legislative and audit requirements and adherence to relevant processes
• Build working relationships across teams and functional lines to enhance work delivery, collaboration and innovation

Qualifications and Experience

• Minimum Qualification - B Degree Mathematics, Statistics, Engineering, Computer Science, Econometrics, Physics or Actuarial Science
• Preferred Qualification - Honours Degree
• Experience - 5 years’ experience in a credit card environment, of which 1 - 2 years ideally at a at junior (entry level) management level building or maintaining models

Additional Knowledge

• Deep domain knowledge with regards to financial services: Credit, Pricing, Marketing, CVM, Trading etc.
• Design thinking
• Analytics Ops, Agile and SAFe concepts will assist
• Concepts such as: Exploratory data analysis, Data Science Pipeline lines
• Hands on experience using model such as: Naïve Bayes, Support Vector Machines, Classifications, Boosting Algorithms, Time Series, Feature Engineering and
• Dimensionality Reduction
• Data and Information Management topics e.g. structure, dimensions, storage
• Big data modelling
• Database management
• Python, SQL, MATLAB, SAS, S-PLUS or R (used for statistical analysis)
• Machine learning
• Data mining and data modelling