Quantitative Analyst - Durban, South Africa - TLT Appointing

TLT Appointing

Verified Company

Durban, South Africa

2 weeks ago

Posted by:

Thabo Mthembu

beBee Recruiter

Description

Company Description

About Us:
TLT Appointing provides recruitment serves via a team of specialist recruitment consultants in the following areas Finance, HR, IT & Telecommunications, Financial Services, Engineering, FMCG & Retail, Consulting & Professional Services, Public Sector, Executive Search

Job Description:

Model Development

Development of new predictive models in line with business requirements.
Successful deployment of predictive models.
Engagement with key stakeholders around business requirements for models

Model Management

Manage monthly monitoring and regular updates of existing predictive models.
Prepare analysis/commentary for model management meetings.
Reporting to 3rd party funders on model management.
Ensure model management process is conducted according to policies defined.
Interrogate existing models and identify possible red flags
Research latest model building methodologies

Qualifications:

Minimum Requirements

Education

Honours degree in Statistics/Mathematics

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Preferred

Master's Degree in Statistics/Mathematics

Experience:

25 years' experience in scoring system development and credit risk analytics (retail)

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Preferred: 5-8 years experience in scoring system development and credit risk analytics (retail) - 2 of which at senior level

Preferred Industry - Financial / Credit risk analytics**Additional Information

Skills

Technical (at least some of the below skills will be necessary)