Data Scientist with Financial Modelling Expertise

Why is this role

In this role as the Data Scientist (Associate Consultant Level) you will focus on financial modelling. This role forms part of the Predictive Analytics/Data Science team. In this role, you will be responsible for the development and delivery of Provision and Profit models across various industries in compliance with the new IFRS 9 regulations. You will be responsible for meeting the client’s expectations on projects in relation to results, quality, budgets and timelines. The Data Scientist in this role will also be required to innovate within the financial analytics space as well as analytical solutions outside of financial modelling and showcase innovative solutions with possibly limited resources. Typical assignments will involve applying advanced analytical techniques to extract maximum value out of data, constructing data driven models, providing insights and presentation of results with key recommendations.

The position may require travel to client and alliance partner sites in South Africa and the EMEA Region.

Some of the work that you will be doing will entail the following:

• Development of PD models, EAD models, LGD models, Survival analysis
• Use of Markov Analysis to develop Portfolio Level Provision Forecasts Models
• Profit model development – historic and forecasted
• Development of other predictive models across the credit life cycle and in other industries
• Provide best practice consulting advice to a wide range of organisations that rely on data to drive their business, domestically and internationally
• Provide day-to-day consulting assistance across multiple clients
• Analyse reports and results and perform investigative analytics to solve problems
• Compile professional consulting reports and presentations for delivery to clients
• Develop close relationships with clients to identify additional areas for development and assistance
• Work closely with other (internal) teams on joint projects, such as sales, marketing, software and consulting
• Discuss innovative solutions with clients to their business problems
• Drive new data science product innovation within the analytics team

Important requirements to be successful in this role

• Strong analytical abilities
• Good knowledge of SQL, Python or R
• Excellent working knowledge of Financial modelling and associated techniques
• Very good working knowledge of new tools and techniques within predictive modelling / data science landscapeAbility to multi-task, prioritise with a sense of urgency and work under pressure to tight deadlines
• Demonstrate a thirst for knowledge and desire to grow and learn
• Excellent customer service orientation
• Strong presentation skills
• Ability to work with foreign cultures
• Ability to improvise and adapt principles into alternative environments
• Highly proficient in Excel, VBA, Word and PowerPoint

The experience/educational levels which are needed to meet the role requirements

• At least 4 years in consumer credit analytics, with specific focus on Financial Modelling and a proven track record in this space.
• Preferred minimum of BSc/BComm in statistics, engineering, mathematics, finance or related field

Where will you be working

• Based at the office in Century City (Hybrid working – 3 days per week office)

Our Smart teams deliver intelligent solutions to our clients using a range of technologies. If your personality thrives on creating solutions for the future then Principa is the place for you.

Send us you CV as we would like be in touch with you: careers@principa.co.za