Job title : SAS-Modelling Data & Implementation Analyst
Job Location : Gauteng,
Deadline : November 26, 2024
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Job Summary
- We are looking for an experienced Model Development Analysts 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
- We will expect you to ensure model build data are of sufficient quality.
- Develop theoretical understanding and practical application of model development methodology through model building and application experience;
- Complete statistical data analysis and produce model build documentation in an unambiguous and concise manner.
- Have the ability to integrate technical statistical experience and business knowledge.
- Ensure successful implementation of models by assisting the model implementation team through answering technical questions around the model workings.
- Ensure full governance processes for modelling are complied with from model inception and build through to validation and sign-off by completing all relevant documentation according to the Absa Model Risk Policy.
- Actively engage stakeholders (model users, validation team, monitoring team, regulators) to be fully engaged in process and delivery through email discussions, group meetings and one-on-one discussions ensuring their issues, objectives and priorities are reflected in agreed solutions.
Education
- A successful candidate will hold at least an honours degree in Statistics, Business Mathematics and Informatics (BMI) or Mathematical Statistics or a related field with up to 6 years’ experience in statistical model development or validation in a Business Banking or Investment Banking environment with process and people management experience preferred.
- Proficiency in Base SAS or SAS Enterprise Guide, SAS data steps, SAS procedures, SAS SQL, SAS Macros in order to develop statistical models.
Education
- Bachelor’s Degree: Information Technology
How to Apply for this Offer
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