Data Scientist – Credit Risk Model Development (IFRS 9)
4 Merchant Place, 1 Fredman Drive, Sandton, Johannesburg, 2196, South Africa
ZAR 396K-420K (estimate) Mid-level Full Time
Tasks
- Apply IFRS 9 staging logic for Stage 1 Stage 2 Stage 3
- Build calibrate and implement IFRS 9 credit risk models
- Collaborate with validation and audit teams
- Own model lifecycle data preparation feature engineering development testing calibration implementation monitoring
- Prepare model documentation for validation and audit
Perks/Benefits
Skills/Tech-stack
Credit Risk | Credit Risk Modelling | ECL | IFRS 9 | Logistic Regression | Machine Learning | Model Monitoring | Model Validation | Model calibration | Python | Risk Modelling | SAS | SQL | Survival analysis | Time to Default
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Language: en
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