Job Description

• 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.
• Develop, maintain and improve IFRS9 and Capital impairment models, ensuring high accuracy and quality not only in the development, but also in documentation for successful model approvals and audits.
• Develop and apply analytical algorithms and methods to build, test and implement advanced mathematical models and analytical solutions that address business problem, opportunities and improve business outcomes i.e. reduced risk and costs, increased profitability, optimized efficiency and to facilitate strategic decision-making.
• Provide input into localisation of appropriate model building policies, standards, frameworks, and governance process and integration of business modelling and analytics value chain.
• Take all necessary actions to ensure compliance with relevant statutory, legislative, policy and governance requirements in area of accountability.
• Build relationships that allow for the managing of expectations; the sharing of knowledge and diverse insights; and the creation of buy-in.
• Participate in specialist communities of practice and contribute positively to own and organisational knowledge improvement.

Requirements:

• Relevant degree in Mathematics, Statistics or similar is required
• Strong statistical modelling experience with credit is required
• IFRS9 and Capital modeling a plus
• 5+ years’ experience required in a similar role
• 2 years’ experience in leading a team