Our client within the telco environment has a requirement for a Credit Analytics and Modelling Manager.

POSITION

Credit Analytics and Modelling Manager

LOCATION

Johannesburg

SALARY

Market Related

Purpose of Role:

The Credit Analytics and Modeling Manager is a modeling expert that apply a credit risk background in the telecommunications industry, mainly on the postpaid contracts. The role requires a good understanding of credit risk, out of the box thinking and analyzing large quantities of data in order to positively affect profitability and credit losses. The incumbent will have the opportunity to manage established, but evolving processes and bring her/his own unique perspective on ways to develop new and improved existing mission critical models and analytical frameworks. The incumbent will demonstrate strong ability to understand data structures, formulate hypotheses, develop and conduct tests of these hypotheses, and effectively communicate results.

Duties and Responsibilities:

Credit Analytics and Risk
Preparing, analysing and validating data to perform quantitative analysis for statistical and modelling data
Analysis of historical data, data cleaning, sampling, variable selection, modelling and performance evaluation
Develop analytic solutions using outputs from models in credit decision, business strategies, risk appetite setting and provisioning and capital assessment
Active stakeholder engagement & development of analytic solutions
Monitor credit risk settings & appetite of the organization
Active stakeholder engagement & development of analytic solutions
Monitor credit risk settings & appetite of the organization
Ensure that risk analytics and credit risk management, align to 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 model refinements
Conceptual design of modelling approaches and model architectures including model principle, 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 deoyment and ensure timely closure of validation issues

Minimum Requirements:
EDUCATION
Matric
Bachelors Degree in Actuarial Science/Mathematics/Statistics/Engineering
EXPERIENCE
5 to 10 years’ experience in telecommunications or credit risk
Experience in credit risk modelling including IFRS9 is preferable