Modelling Data & Implementation Engineer

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

The role will review and influence the quality of delivery within the team to encourage alignment to policies and standards ensuring sustainable and stable solutions.

The role encompasses the monitoring and management of the Impairment and Regulatory processes in preparation for business and regulatory reporting.

Job Description

Accountability: Modelling data and implementation processes/solutions (70%)

Research model implementation standards as well as other relevant policies and standards.

Perform certain 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 as well as other 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.

Lead modelling data testing and data quality assessment within the modelling context to provide assurance that the modelling data is fit for purpose.

Lead and create model implementation and control documentation (specifically implementation sign-off document and post implementation review document)

Influence model implementation platforms and designs.

Develop 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 Engagement (25%)

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.

Communicate clearly with other support teams (e.g. BIIS) to enable timely delivery of modelling data and model implementation projects.

Present findings, designs documentation and other modelling data implementation documentation to both internal and external stakeholders.

Facilitate model embedment into credit operational processes ensuring correct model usage.

Accountability: People management (5%)

Manage modelling data and implementation execution of specific initiatives agreed with line management.

Review and influence the quality of delivery within the team to encourage alignment to policies and standards.

Education and Experience Required

Minimum B-degree in Quantitative Modelling and/or Computer Science (NQF level no. 7) preferred

Minimum 1.5 years experience

Knowledge & Skills:

SAS Cerfication

Quantitative and analytical thinking

Knowledge of modelling and statistics

Communication skills (Verbal, Written)

Knowledge of Credit Risk and Banking Products

Knowledge of Data warehousing, Data bases and data structures

Competencies:

Adapting and responding to change

Creating and innovating

Presenting and communicating information

Learning and researching

Education

Bachelor`s Degrees and Advanced Diplomas: Risk Management and Financial Risk Management (Required)