MODELLING SPECIALIST (BEE GAUTENG) (SAS ESSENTIAL)
Designs, executes and delivers predictive models that ensure adequate bad debt provision and capital retention
The Modelling Specialist is responsible for developing, implementing, maintaining and refining bad debt predictive rating system models for the company's existing business portfolio. The incumbent ensures that models are developed within group and regulatory parameters and is expected to interpret and report on statistical trends.
Honours degree in Actuarial Science, Mathematics or Statistics
Preferred: Masters of Business Mathematics and Informatics or Masters in Statistics/Maths or Honours in Actuarial Science
Minimum two years financial modelling in a Banking environment. SAS skills critical and E-Views exposure highly preferred