Job Description

Company Description

About Us: TLT Appointing provides recruitment serves via a team of specialist recruitment consultants in the following areas Finance, HR, IT & Telecommunications, Financial Services, Engineering, FMCG & Retail, Consulting & Professional Services, Public Sector, Executive Search



Model Development

Development of new predictive models in line with business requirements.

Successful deployment of predictive models.

Engagement with key stakeholders around business requirements for models

Model Management

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 and identify possible red flags

Research latest model building methodologies

Qualifications

Minimum Requirements

Education

Honours degree in Statistics/Mathematics

Preferred - Masterxe2x80x99s Degree in Statistics/Mathematics

Experience:

2-5 yearsxe2x80x99 experience in scoring system development and credit risk analytics (retail)

Preferred: 5-8 years experience in scoring system development and credit risk analytics (retail) - 2 of which at senior level

Preferred Industry - Financial / Credit risk analytics

Additional Information

Skills

Technical (at least some of the below skills will be necessary)

SQL coding

R

Advanced Excel

Python (advantageous)

Denodo (advantageous)

SAS (advantageous)

Predictive modelling or financial modelling

Machine learning (advantageous)

Exposure to IFRS9 modelling (highly advantageous)

Ability to work with large amounts of data

TLT Appointing