Data Scientist III

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.

Hello Future Data Scientist III

Welcome to FNB, the home of the #changeables. We design for the shapeshifters and deliver products and services that make us incredibly proud of people that make it happen.

As part of our talent team, you will be surrounded by unique talents, diverse minds, and an adaptable environment that lives up to the promise of staying curious. Now’s the time to imagine your potential in a team where experts come together and ignite effective change. 

Are you someone who can:

• Credit risk modelling and portfolio management:
  • Demonstrate thought leadership in credit risk modelling, specifically provisions and regulatory capital.
  • Assisting with the development of IFRS 9 and Regulatory Capital modelling across retail portfolios.
  • Drive innovative thinking and process optimisation related to credit risk modelling.
  • Continuous monitoring of risk appetite ranges across all retail business units. Propose adjustments to risk appetite ranges where necessary.
  • Monitor risk versus return
  • Stakeholder management across various areas within and outside of the Group and collaborate to set-up cohesive risk practices.
  • Responsible for Model Working Group within the FNB Retail space with the aim to promote a collabarative environment across all business units and senior as well as junior modelling resources.
  • Manage external audit engagement where necessary.
  • When required, lead a strong group of Senior Data Scientists, including their respective teams.
  • Responsible for Customer Lifetime Value model. Update and maintain the model through continuous analysis and research on the topic.
  • Build and maintain relationships with key stakeholders within as well as outside of the credit risk environment both within the bank as well as outside.

You will be an ideal candidate if you have:

• Minimum BSc Actuarial/Statistics or equivalent degree
• 5 Years credit risk management experience
• Technical Pre-requisite:
• IFRS 9 and Reg Cap modelling experience
• Understanding risk appetite setting and business impact
• Understanding customer centric modelling
• Data Analytics & Insights
• Knowledge of Banking and Investment Products
• Knowledge and exposure to Monitoring systems & platforms

You will have access to:

• Opportunities to network and collaborate.
• Challenging Work.
• Opportunities to innovate.

We can be a match if you are: 

• Curious & courageous - you're driven by always wanting to know more and learn more and you're brave enough to do both.
• Obsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself to do it.

Are you interested to take the step? We look forward to engaging with you further. Apply now!

#post

#FNB

#LI-CD1

Job Details

Take note that applications will not be accepted on the below date and onwards, kindly submit applications ahead of the closing date indicated below.

26/05/25

All appointments will be made in line with FirstRand Group’s Employment Equity plan. The Bank supports the recruitment and advancement of individuals with disabilities. In order for us to fulfill this purpose, candidates can disclose their disability information on a voluntary basis. The Bank will keep this information confidential unless we are required by law to disclose this information to other parties.