Data Scientist

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, to address business opportunities and problems and implement business strategy, with minimal guidance.

We are looking for a passionate and driven credit risk analytics professional looking to join the credit risk appetite team within the Acquisitions/Originations function of the Home & Structured Lending (HSL) business unit. The responsibilities of the role will include optimising and quantifying the impacts of new business proposals on the credit income statement and quantifying the impacts of various initiatives to ensure that earnings volatility and concentration risk is being managed appropriately whilst ensuring that the business meets its ROE targets. Monitoring & Documentation will also play a role within this space. 

You could be a match if you have:

• At least 2 years experience in a credit risk analytics environment
• Actuarial/Statistical/Quantitative degree 
• Acquisitions or Capital & Provisioning or Pricing experience would be advantageous
• Coding experience in SAS will be beneficial
• Stakeholder management skills, setting deadlines and communicating effectively.
• Understanding impacts of decisions & strategies on the credit life cycle
• Attention to detail, idea generation & teamwork will be important to this space

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.

13/12/24

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.