SAS Modeling

General Details
Location:
, City CentreCape Town
Advertised By: Agency
Job Type: Full-Time
Description
Level AM, Manager, Senior Manager

Shift Timings 8AM 4PM

Work Experience 4+ years of work experience developing risk models (Basel, IFRS9, Business Models) in Retail Banking

Sector knowledge and experience of working in the area of Credit Risk ideally experience of working with Credit Risk data warehouses and Credit Risk models in particular including Operational, Capital and Impairment models

Domain Experience Expert knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment.

Experienced in the extraction and manipulation of data to support risk model development, including defining observation periods, outcome periods, choosing a suitable "bad" definition.

Education A post graduate degree in a numerate subject (e.g. mathematics, statistics, operational research, economics or MBA) from a reputed institute with knowledge of advanced statistical and analytical techniques.

Tools Certifications Experienced and competent in the use of statistical packages e.g. SAS (including dealing with large datasets) and model development environments.

Other Desired Qualifies Good communication (both written and verbal) skills, Identifies key project stakeholders and develops an appropriate stakeholder communication plan.

Engages with a diverse group of stakeholders to influence direction of projects to meet the project milestones.

A good external network of contacts within the risk industry.

Job Responsibilities Build statistical models involving multiple techniques like Logistic Regression, GLM etc. Extract data from multiple platforms and conduct analysis using statistical and mathematical methodologies and tools

Ensure all deliverables meet client expectations in terms of scope, speed quality. Strong problem solving skills the ability to ask the right questions, formulate a comprehensive set of hypothesis, identify significant factors, and adopt the appropriate solution framework need based product solutions

Create detailed documentation outlining design and technical specifications of each solution Play a business development role and generate additional projects from other clients within the organization

Should you wish to apply for the position, please apply directly via this job board, please ensure that you quote reference number 201791 subject heading or email body.

Please note that due to the high volume of CV's received; only shortlisted applicants will be contacted. Should you not receive communication from our offices within two weeks of submission please note that your application will not be considered for this position.

We will keep your CV on file and re-establish contact with you should opportunities in line with your expertise become available again.

Should you require any additional information give us a call on 021 012 5566.


Job Reference #: 201791

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