Job Summary
The Credit Analytics and Modeling Manager is a modeling expert who applies a credit risk background in the telecommunications industry. The role requires a good understanding of credit risk, out-of-the-box thinking, and analyzing large quantities of data to positively affect profitability and credit losses. The incumbent will have the opportunity to manage established but evolving processes and bring their own unique perspective on ways to develop new and improve existing mission-critical models and analytical frameworks. The incumbent will demonstrate a strong ability to understand data structures, formulate hypotheses, develop and conduct tests of these hypotheses, and effectively communicate results. RESPONSIBILITIES Credit Analytics and Risk Preparing, analyzing, and validating data to perform quantitative analysis for statistical and modeling data Analysis of historical data, data cleaning, sampling, variable selection, modeling, and performance evaluation Develop analytic solutions using outputs from models in credit decision-making, business strategies, risk appetite setting, provisioning, and capital assessment Active stakeholder engagement & development of analytic solutions Monitor credit risk settings & appetite of the organization Ensure that risk analytics and credit risk management align with business strategies & provisioning Model Creation and Management Development of models in multiple programming languages Develop and maintain user requirements, parameters, and configurations of rating systems Monitor, back-test, and report performance of the models Support models throughout the model lifecycle, including governance, model reviews, and refinements Conceptual design of modeling approaches and architectures, including model principles, quantitative methods, and underlying assumptions Develop predictive and decision models to be deployed in systems Maintain credit rating models for the measurement and management of credit risk Work closely with model validators to ensure adherence to the governance framework for model deployment and timely closure of validation issues Work Collaboratively Build a culture of respect and understanding across the organization Recognize outcomes resulting from effective collaboration between teams Build cooperation and overcome barriers to information sharing, communication, and collaboration across the organization Facilitate opportunities to engage and collaborate with stakeholders to develop joint solutions Self-Management Follow through to ensure that personal quality and productivity standards are consistently and accurately maintained Demonstrate consistent application of internal procedures Plan and prioritize, demonstrating abilities to manage competing demands Demonstrate flexibility in balancing achievement of own objectives with abilities to understand and respond to organizational needs Demonstrate abilities to anticipate and manage change REQUIREMENTS Education: Matric Bachelor''s Degree in Actuarial Science / Mathematics / Statistics / Engineering Experience: 5 to 10 years experience in telecommunications or credit risk Experience in credit risk modeling, including IFRS9, is preferable R1380 000pa CTC negotiable