Analyst Model Development

Qualifications

• Statistics/Mathematics or similar. Bachelor Honours Degree: Actuarial Science, or Bachelor Honours Degree: Applied Mathematics, or Bachelor Honours Degree: BMI Business Management and Informatics, or Bachelor Honours Degree: Mathematics, or Bachelor Honours Degree: Statistics
• Preferred Requirements
• Years of experience: 3 - 5 years

Responsibilities

• Develop and monitor IFRS9 and/or Regulatory Capital models in-house (PD, LGD or EAD models or scorecard models) through sound methodologies and statistical analysis
• Enhancing / refreshing existing models already in place
• Proficiency in SAS coding is essential
• Updating models to reflect latest forecasted macro-economic factors; and communicating this impact
• Testing that model build data is of sufficient quality and completing statistical data analysis to ensure this
• Assisting the model implementation team thr...