Credit Risk Data Scientist II (IFRS 9)

FirstRand; Johannesburg; On-site; ZAR 400 000 - 500 000; Full time

Job summary

A leading financial institution in Johannesburg is seeking a Data Scientist II to develop and optimize innovative quantitative analytical methodologies. The role involves maintaining IFRS 9 and Regulatory Capital models, analyzing large datasets, and driving innovation in credit risk modelling. The ideal candidate will have a BSc in Actuarial Science or similar, 2–5 years of experience in credit risk modelling, and strong problem-solving skills. This position offers opportunities to collaborate, innovate, and enhance your analytical skills.

Benefits

Challenging Work

Opportunities to network

Engagement with subject matter experts

Qualifications

• 2–5 years in credit risk modelling.
• Knowledge of monitoring systems and platforms is essential.
• Ability to manage multiple stakeholders effectively.

Responsibilities

• Develop and maintain IFRS 9 and Regulatory Capital models.
• Analyze and interpret large datasets for model development.
• Drive innovation in credit risk modelling processes.

Skills

Data analytics

Problem-solving

Modeling experience

Education

BSc in Actuarial Science, Statistics, or equivalent quantitative degree

Tools

IFRS 9 modelling

Regulatory Capital modelling

Job description

A leading financial institution in Johannesburg is seeking a Data Scientist II to develop and optimize innovative quantitative analytical methodologies. The role involves maintaining IFRS 9 and Regulatory Capital models, analyzing large datasets, and driving innovation in credit risk modelling. The ideal candidate will have a BSc in Actuarial Science or similar, 2–5 years of experience in credit risk modelling, and strong problem-solving skills. This position offers opportunities to collaborate, innovate, and enhance your analytical skills.