Model Risk Specialist (Data Scientist)
4 Merchant Place, 1 Fredman Drive, Sandton, Johannesburg, 2196, South Africa
ZAR 480K-600K (estimate) Mid-level Full Time
Tasks
- Assess model governance frameworks and policy alignment
- Document and communicate validation findings
- Optimize model risk frameworks through continuous updates
- Perform model independent validation
- Present validation outcomes to governance committee
- Reperform model building process
- Research model validation methodologies
Perks/Benefits
Skills/Tech-stack
Artificial Intelligence | Capital modeling | Credit Risk | Excel | Financial Crime Detection | Financial crime | Financial crime models | Model Validation | Python | R | Regulatory Capital | Regulatory capital modeling | Risk Modeling | SAS | SQL | Scorecard modeling | Statistical modeling
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Data Scientist | Model Risk Specialist | Risk Specialist | Scientist | Specialist
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