Model Automation Analyst

Location:	Johannesburg, Sandton
Type:	Permanent
Reference:	#22359
Company:	Datafin Recruitment

Do you believe that a good quantitative model is like a work of art? Can you take a spaghetti model that runs like a brick and turn it into a gazelle with the robustness of a rhino? Then a fast-paced Analytics Consultancy in Joburg wants you as its next Model Automation Analyst. You will require a bachelor’s degree in Actuarial Science/Engineering/Stats/Maths or similar quantitative field, have ±2 years’ Modelling experience, proficiency in Python, SQL: Needs to have testable knowledge.
Duties:
The models can vary quite widely, but are usually amongst the following flavours:

• IFRS 9
• Basel
• Pricing
• Cashflow projection
• Run-off triangles
• Machine Learning predictive
• Customer Value Management

They come in many shapes and tend to be a mix between:

• Excel
• SAS
• Python
• R
• SQL
• Assist senior staff in reworking models into works of art.
• Accept and interpret requirements from senior staff on the application of modelling best practices.
• Reconcile new models with existing models' results.
• Improve model runtime.
• Run models.
• Provide support in producing documents for marketing, project management and webinars.

Requirements:
Qualifications -

• Minimum of a bachelor’s degree in a quantitative field with strong academic performance (Actuarial Science / Engineering / Statistics / Mathematics / Computer Science).
• Ideally honours or masters level qualification in related field.
• Bonus: qualified actuary.

Experience/Skills –

• ±2 Years’ Modelling experience.
• Practical experience in the Programming languages.
• Python, SQL: Needs to have testable knowledge.
• Git: Advantageous but can be taught.
• Ideal: R, SAS.
• Bonus: Streamlit / R Shiny / Power BI.

Advantageous -

• Consulting experience.

Attributes:

• Excellent business, communication and presentation skills (experience in Financial Services industry a plus, but not required).

While we would really like to respond to every application, should you not be contacted for this position within 10 working days please consider your application unsuccessful.
Comments:
When applying for jobs, ensure that you have the minimum job requirements. Only  SA Citizens will be considered for this role. If you are not in the mentioned location of any of the jobs, please note your relocation plans in all applications for jobs and correspondence. Please e-mail a word copy of your CV to target="_blank and mention the reference numbers of the jobs. We have a list of jobs on http://www.datafin.com . Datafin IT Recruitment - Cape Town Jobs.
Posted on 20 Jun 15:39, Closing date 20 Jul