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Connect with headhunters to apply for similar jobsSenior Credit Risk Data Scientist — ML & IFRS9 Expert
Job summary
A leading financial services client in Johannesburg is seeking a Senior Data Scientist to oversee the full model development cycle. The role involves monitoring performance portfolios, managing risk and sales objectives, and collaborating with teams. Candidates should have a degree in Mathematics or Statistics, along with at least 5 years of relevant experience. Familiarity with credit risk models and programming in tools like SQL and Python is essential.
Qualifications
- 5 years experience in Credit Data Science in Retail or Financial Services.
- Good understanding of credit risk models and machine learning techniques.
- Good understanding of IFRS9 principles and their application to credit risk.
Responsibilities
- Monitor performance portfolios, identifying trends and potential risks.
- Manage strategic direction of the portfolio balancing risk and sales objectives.
- Oversee and take part in development and maintenance of risk models.
- Build scorecards and other credit risk models.
- Collaborate with cross-functional teams.
Skills
Education
Tools
* The salary benchmark is based on the target salaries of market leaders in their relevant sectors. It is intended to serve as a guide to help Premium Members assess open positions and to help in salary negotiations. The salary benchmark is not provided directly by the company, which could be significantly higher or lower.