Modelling Data & Implementation Analyst

Empowering Africa’s tomorrow, together…one story at a time.

With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.

Job Summary

We are looking for an experienced Model Data Analyst with a background as quantitative analysts implementing PD, LGD and EAD models for Regulatory Capital and Impairments (IFRS9) models in a banking environment.

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

Accountability:  Stakeholder Engagement (30%)

• Stay abreast of industry trends and role players and ensure that the function is well positioned to provide competitive and industry leading services.
• 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.
• Review and influence the quality of delivery within the team to encourage alignment to policies and standards.
• Transform, manage and prepare data for modelling purposes.

• Design, manage and perform modelling data preparation processes.
• Investigate different methods and approaches to use during modelling data preparation.
• Analyze model build documentation and other modelling artefacts to understand, investigate and analyse modelling data requirements.
• Create model implementation and control documentation (specifically implementation sign-off document and post implementation review document)
• Develop model implementation code and artefacts using Base SAS.
• Proficiency in Base SAS or SAS Enterprise Guide, SAS data steps, SAS procedures, SAS SQL, SAS Macros
• Manage time across multiple initiatives.

Qualifications:

• Bachelors of Science in Information Technology

Education

Bachelor`s Degrees and Advanced Diplomas: Physical, Mathematical, Computer and Life Sciences (Required)

Absa Bank Limited is an equal opportunity, affirmative action employer. In compliance with the Employment Equity Act 55 of 1998, preference will be given to suitable candidates from designated groups whose appointments will contribute towards achievement of equitable demographic representation of our workforce profile and add to the diversity of the Bank.

Absa Bank Limited reserves the right not to make an appointment to the post as advertised