The overall purpose of the role is to be actively involved in the end-to-end life cycle of modelling data and implementation processes, performing designing and testing tasks, while also be closely involved in the analyses, construction, enhancement and documentation of modelling data and implementation processes. During the implementation phase, the role will be tasked to facilitate correct model use embedment within credit.

Job Description

The overall purpose of the role is to be actively involved in the end-to-end life cycle of modelling data and implementation processes, performing designing and testing tasks, while also be closely involved in the analyses, construction, enhancement and documentation of modelling data and implementation processes. During the implementation phase, the role will be tasked to facilitate correct model use embedment within credit.

Accountability: Modelling data and implementation processes/solutions (75%)

• Research and adhere to model implementation standards as well as other relevant policies and standards.
• Perform certain, predefined tasks to give effect to the controls within the modelling data and implementation environment.
• Perform investigative and analyses tasks identifying modelling data in the warehouse and authoritative sources.
• Design, manage and perform modelling data preparation processes.
• Investigate different methods and approaches to use during modelling data preparation.
• Analyse model build documentation and other modelling artefacts to understand, investigate and analyse modelling data requirements.
• Conduct modelling data testing and data quality assessment within the modelling context to provide assurance that the modelling data is fit for purpose.
• Create model implementation and control documentation (specifically implementation sign-off document and post implementation review document)
• Develop and test model implementation code and artefacts.
• Manage time across multiple initiatives.
• Review & understand credit policies and model usage.
• Assist model owners and credit model stakeholders to use the models correctly by providing model use guidance and training.

Accountability: Stakeholder management (10%):

• Clearly communicate progress, results of investigations and other tasks to line manager and/or initiative lead.
• Escalate delays to line manager and/or initiative lead.
• Present findings, designs documentation and other modelling data implementation documentation to line manager and/or internal stakeholders.

Accountability: Governance and Adherence (10%)

• Ensure model compliance with Absa Group Policies and Standards by staying updated with changes and ensuring that new model developments always adhere to the Policies and Standards.
• Notify management in case any non-adherence to Policies and Standards are identified. Participate in discussions aimed to resolve these gaps.

Accountability: People Management (5%)

• Contribute to the development of a high-performance culture within the team, while maintaining integrity.
• Lead by example, driving excellence.

Participate in planning, resource allocation, training, and team-building functions.

Education:

Bachelors Degree in Mathematics, Statistics, BMI or Actuarial Sciences
Experience:

We are seeking candidates with 2-3 years of experience at a junior specialist level in a similar

environment. Knowledge of impairment modelling and proficiency in SAS would be highly advantageous.

Education

Bachelor`s Degrees and Advanced Diplomas: Business, Commerce and Management Studies (Required)

Absa Bank Limited is an equal opportunity, affirmative action employer. In compliance with the Employment Equity Act 55 of 1998, preference will be given to suitable candidates from designated groups whose appointments will contribute towards achievement of equitable demographic representation of our workforce profile and add to the diversity of the Bank.