Head Modelling & Analytics
15 Alice Lane, South Africa
ZAR 750K-840K (estimate) Executive-level Full Time
Tasks
- Automate regulatory measure calculations
- Build automated data pipelines
- Build end user developed applications
- Conduct stress testing and scenario modeling
- Develop treasury cash flow models
- Document model methodology assumptions and limitations
- Ensure compliance with model risk standards
- Explain model outputs to stakeholders
- Extract transform and analyze treasury datasets
- Measure and monitor liquidity metrics
- Monitor model performance
- Optimize refactor and improve data validation controls
- Perform backtesting and sensitivity analysis
- Provide technical leadership and coaching
- Support model validation and audit queries
- Translate business requirements into quantitative solutions
Perks/Benefits
- N/A
Skills/Tech-stack
ALM | Cash Flow | Cash flow modeling | Classification | Data Analysis | Data Pipelines | Data Validation | Econometrics | Financial Risk Management | Financial risk | Flow modeling | Forecasting | Liquidity Risk | Model Governance | Model backtesting | Optimization | Power BI | Probability theory | Python | QlikSense | QlikView | Regulatory Reporting | Risk Management | SAS | SQL | Scenario Analysis | Sensitivity Analysis | Statistical modeling | Stress Testing
Education
Bachelor of Commerce | Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Analyst | Data Engineer | Data Scientist | Engineer | Quantitative Analyst | Scientist
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