Senior Quantitative Analyst / Data Scientist

Senior Quantitative Analyst / Data Scientist
Company:

Future Careers


Senior Quantitative Analyst / Data Scientist

Details of the offer

The key roles of the position will be to: develop and manage advanced predictive models provide key data driven solutions and support to business Work with IT to manage all data requirements Model Development and management Development of new predictive models. Manage monthly monitoring and regular updates of existing predictive models. Prepare analysis/commentary for model management meetings. Reporting to 3rd party funders on model management. Ensure model management process is conducted according to policies defined. Interrogate existing models Data Analytics to support business needs: Ad-hoc analytics / data science projects as required by business Meet with business unit to discuss their data driven requirements Critically assess and proactively advise business on data driven recommedations Monthly analysis on key credit risk areas (finance, credit, collections) Data development and maintenance: Assist and advise on creating and maintaining data in the optimal manner Leadership/Staff training: Assist in building the Data science capabilities of the team Education - Honors degree in Statistics/Mathematics Preferred - Masters Degree in Statistics/Mathematics Experience: 2-5 years experience in scoring system development and credit risk analytics (retail) Preferred: 4-7 years experience in scoring system development and credit risk analytics (retail) - 2 of which at senior level Advantageous: Experience in a finance and financial modelling Technical skills: Coding (R, python, SAS) SQL Excel Predictive modelling Machine learning (advantageous) Visualisation (Shiny, R markdown, Excel) Exposure to IFRS9 modelling (advantageous) Ability to work with large amounts of data. Big data language such as Scala/Spark (advantageous)


Source: Neuvoo3_Ppc


Area:

Requirements


Knowledges:

  • SQL

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