Senior Quantitative Analyst, Scorecard Development at Standard Bank Group

JOB DESCRIPTION

• To develop high quality credit risk scorecards solving for business problems, with an innovative mindset, across the credit life cycle.
• To monitor the usage of the scorecards to determine relevance and requirement for remedial action where applicable.
• Coaches and mentors, the junior and trainee analysts in the technical aspects of the development and monitoring of scorecards.
• Build and maintain credible value adding relationships with business stakeholders ensuring that scorecard developments, monitoring and ad hoc analytics are meeting stakeholder expectations whilst adhering to the standards of the scorecard development team.

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

• 5-7 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
• Documenting Facts
• Interpreting Data
• Articulating Information
• Challenging Ideas

Technical Competencies

• Quantitative Skills
• Data Analysis
• Data Integrity
• Statistical and Mathematical Analysis
• Coaching and Mentoring