Analyst model development

Qualifications Statistics/Mathematics or similar. Bachelor Honours Degree: Actuarial Science, or Bachelor Honours Degree: Applied Mathematics, or Bachelor Honours Degree: BMI Business Management and Informatics, or Bachelor Honours Degree: Mathematics, or Bachelor Honours Degree: Statistics Preferred Requirements Years of experience: 3 - 5 years Responsibilities Develop and monitor IFRS9 and/or Regulatory Capital models in-house (PD, LGD or EAD models or scorecard models) through sound methodologies and statistical analysis Enhancing / refreshing existing models already in place Proficiency in SAS coding is essential Updating models to reflect latest forecasted macro-economic factors; and communicating this impact Testing that model build data is of sufficient quality and completing statistical data analysis to ensure this Assisting the model implementation team through answering technical questions around the model workings (inputs to the model, calculations performed, etc.) and with ...