Model Developer

at Old Mutual PF
Location Cape Town, South Africa
Date Posted May 23, 2022
Category IT / Information Technology
Job Type Full-time
Currency ZAR

Description

Old Mutual Finance is currently seeking to hire a Model Developer in the Credit Risk team. The successful person will be responsible for complex credit modelling calculations, analysis and commentary.

Duties & Responsibilities

In this role, you will get to:

  • Be individually accountable for developing, analysing and documenting a range of IFRS9 provisioning models and/or capital models across the entire business
  • Analyse large amounts of information to discover trends and patterns
  • Continuously research and assess new processes for model development and enhancement
  • Prepare monthly credit provisions and write-off reports in line with approved policy
  • Engage with external service providers to ensure appropriate levels of best practice benchmarking and model review
  • Propose solutions and strategies to business challenges and does ad-hoc analysis and present results

 

Desired Experience & Qualification

What you will need to succeed:

  • Degree with Stats/Math/Applied Maths/Financial Risk Management/Data Science/Engineering or related disciplines
  • Minimum 2 years’ experience developing provisioning models and/or quantitative analytics
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