Modelling Data and Implementation Analyst needed at Absa Group Limited

Job Summary

• To provide specialist advice and support in the development and implementation of quantitative analytics, planning and associated service delivery processes, methods and techniques; enabling the provision of sound product development expertise.
• The primary focus of this role is to support the implementation and integration of credit risk models by analyzing model requirements, preparing data, developing implementation code, and enabling successful model embedment within business processes. The incumbent will ensure that all implementation tasks adhere to internal risk policies, model governance frameworks, and regulatory requirements.

Job Description

Model Data Analysis & Preparation

• Analyze model build documentation and other artifacts to understand and define data requirements.
• Conduct data testing and quality assessments to ensure inputs are fit for modelling purposes.
• Investigate and apply suitable data preparation methods aligned with model implementation standards.

Model Implementation & Testing

• Develop and test implementation code using SAS (Base, SQL, Macros), Python, or SQL.
• Create and maintain implementation documentation including sign-off and post-implementation review packs.
• Provide technical support to stakeholders during model rollout and respond to queries on model logic and execution.
• Facilitate model embedment into operational environments, ensuring models are used accurately and effectively.

Regulatory Reporting & Compliance

• Maintain and update regulatory reporting processes and contribute to regulatory impact assessments.
• Investigate and respond to regulatory-related queries and audit findings.
• Ensure compliance with Model Risk Policy, RDARR standards, Data Privacy, and other governance frameworks.
• Keep abreast of updates to policy and standards and proactively resolve any non-compliance.

Stakeholder Engagement

• Collaborate with key stakeholders, including model owners, developers, validators, users, regulatory teams, and IT.
• Communicate progress, risks, and issues effectively across stakeholders through reports, presentations, and meetings.
• Proactively engage in cross-functional discussions to ensure smooth model integration and process alignment.

Project Participation & Continuous Improvement

• Contribute to the ongoing project of automation and standardization of model implementation processes.
• Participate in continuous improvement initiatives and propose enhancements to data pipelines, documentation, and testing routines.
• Support knowledge sharing and provide model usage training to end users.

Qualifications:

• Bachelor’s degree in Statistics, Mathematics, Computer Science, Actuarial Science, or a related quantitative field.

Experience:

• Minimum 3 years’ experience in model development, data analysis, or model implementation within a banking or financial services environment.
• Practical experience in Base SAS, SAS Enterprise Guide, SAS Macros, and SAS SQL.
• Exposure to regulatory capital or IFRS 9 impairment models is advantageous.
• Experience with regulatory reporting and stakeholder engagement preferred.

Skills & Competencies:

• Strong analytical and problem-solving abilities with attention to detail.
• Proficient in data manipulation and automation using SAS, SQL, or Python.
• Effective verbal and written communication skills, able to convey complex technical concepts to non-technical audiences.
• Ability to prioritize and manage multiple tasks in a dynamic, deadline-driven environment.
• Collaborative and proactive with a focus on continuous learning and excellence.
• Knowledge of Power BI and SAS Visual Analytics is advantageous.

Governance & Compliance:

• Ensure all activities align with Absa’s Enterprise Risk Management Framework and relevant internal policies.
• Actively identify, report, and manage risk events relevant to the role.

Education

• Bachelor`s Degrees and Advanced Diplomas: Physical, Mathematical, Computer and Life Sciences (Required)