Credit Risk Modeling Specialist

Pepkor Lifestyle; Sandton; On-site; ZAR 700,000 - 1,100,000; Full time

Job summary

Pepkor Lifestyle seeks a credit analytics professional to build predictive models that enable accurate business decisions in the Credit Analytics department. You will drive data preparation, model development, and governance for Originations and related risk management processes in a fast-paced environment.

Your work will span data preparation, model implementation, monitoring, and calibration with SAS and ML expertise.

Qualifications

• Bachelor's degree in Statistics, Business Mathematics, or Risk Management (NQF Level 7).
• Post-graduate qualification is advantageous.
• 4 to 10 years of Credit Risk experience.
• Proven statistical model-building experience.
• SAS experience.
• Experience in Machine Learning (ML) techniques is highly advantageous.

Responsibilities

• Model Data Preparation: Select and prepare relevant data, define and obtain agreement on a model's outputs, and motivate approval of data before model development commences.
• Build Statistical Models: Conduct analytics and validations, and motivate for approval at the model technical committee meeting.
• Manage Development: Create Originations system business requirement documentation, oversee system testing, and drive change management for Originations policies, procedures, and processes.
• Define Strategy: Develop and implement metrics to measure Originations impact, analyze ROI, and collaborate with the team to optimize solutions.
• Risk Monitoring & Controls: Design exception reports to highlight policy gaps and implement system validations to prevent data manipulation.
• Bureau and Industry Analytics: Obtain necessary analysis to identify opportunities, highlight threats, and report on identified risks.
• Model Implementation: Ensure model coding aligns with technical specs, complete change request docs, and participate in testing.
• Monitoring & Calibration: Monitor effectiveness, run Champion Challenger scenarios, and track health of all scorecards.
• Self-Management & Teamwork: Maintain high standards of professionalism, apply knowledge to achieve results, and show commitment to teamwork.

Skills

Information processing

Written and verbal communication

Adaptability

Analytical thinking

Education

Bachelor's degree in Statistics/Business Mathematics/Risk Management

Post-graduate qualification advantageous

Tools

SAS

Job description

Pepkor Lifestyle seeks a credit analytics professional to build predictive models that enable accurate business decisions in the Credit Analytics department. You will drive data preparation, model development, and governance for Originations and related risk management processes in a fast-paced environment.

Your work will span data preparation, model implementation, monitoring, and calibration with SAS and ML expertise.