To build, optimise and implement innovative quantitative analytical methodologies, procedures, and advanced mathematical models that provide analytical support and interpret insights, to address business opportunities and problems and implement business strategy, under guidance against predicted results and deliver according to set processes and procedures
Responsibilities
Implement localised Analytics strategy to address business needs, under supervision and within set processes and procedures
Contribute to innovation by finding faster and more accurate ways of working
Comply with relevant statutory, legislative, policy and governance requirements and adhere to processes and procedures related to area of specialisation
Build and maintain stakeholder relationships
Address customer needs to meet or exceed customer expectations
Act responsibly with work related resources to contribute to cost containment
Assess own performance through seeking timely and clear feedback and request training where appropriate
Demonstrate teamwork as a valued team player
Participate in utilisation, refinement and enhancement of statistical models and data analysis to inform decision making and address business needs
Contribute to creative business solutions, optimisation of processes and conduct statistical modelling and data analysis to inform strategic decisions, under supervision and within set processes and procedures
Participate in the delivery of value-add outputs across the analytics value chain in delivery of business strategy
Requirements
In accordance with National Credit Act (NCA) candidates applying for this role will require a credit record check.
Qualification
Relevant Degree in Maths, Stats, Engineering, Computer Science, Econometrics, Physics or Actuarial Science
Experience
1 to 3 years’ experience in data environment
Additional Knowledge - Domain knowledge with regards to financial services:
Credit, Pricing, Marketing, CVM, Trading etc.
Design thinking
Analytics Ops, Agile and SAFe concepts will assist
Hands on experience using model such as: Naïve Bayes, Support Vector Machines, Classifications, Boosting Algorithms, Time Series, Feature Engineering and
Dimensionality Reduction
Data and Information Management topics e.g. structure, dimensions, storage
Database management
Python, SQL, MATLAB, SAS, S-PLUS or R (used for statistical analysis)
Monte Carlo techniques
Machine learning
Data mining and data modelling
C#/Java, .NET or VBA, Excel
Calculus (including differential, integral and stochastic)
Linear algebra and differential equations
Probability and statistics
Game theory
Portfolio theory
Equity and interest rate derivatives, including exotics
Systematic and discretionary trading practices
Credit-risk products
Financial modelling Data visualisation and reporting