Snr Credit Risk Model Developer/Data Scientist
Bellville, Western Cape, ZA
ZAR 396K-444K (estimate) Mid-level Full Time
Tasks
- Address validation and audit findings
- Build analytical solutions
- Deploy models to production
- Develop IFRS 9 impairment models
- Enhance IFRS 9 impairment models
- Govern model lifecycle
- Monitor model performance
- Perform statistical analysis
- Present findings to governance committees
- Recommend model enhancements
- Support independent model validation
Perks/Benefits
- N/A
Skills/Tech-stack
Credit Risk | Credit Risk Modelling | Expected Credit Loss | Exposure at Default | IFRS 9 | Independent Model Validation | Loss Given Default | Model Governance | Model Monitoring | Model Risk Management | Model Validation | Model risk | Probability of Default | Python | Risk Management | Risk Modelling | SAS | SQL | Statistical Modelling
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
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