Financial & Data Modeler

Reporting to the Head of Data & Insights, the role is responsible for developing financial models to support business strategy and improve decision-making accuracy, as well as sustaining the models in adherence to the Model governance framework.

Duty StationHead Office

KEY ACCOUNTABILITIES

• Design/develop/validate/deliver/review/maintain and enhance financial models in the following risk areas, Credit risk (e.g., AIRB, IFRS 9, Early warning, and credit scoring models), Market risk (e.g., VAR (Value at Risk), EAR (Earnings at Risk) models), Operational risk, Price risk (e.g., Risk based pricing models) and Liquidity risk based on industry best practices.

• Support and work collaboratively with other quantitative and analytical areas such as forecasting and stress testing, customer behaviour modelling, and new innovations such as Machine Learning and Artificial Intelligence.

• Train end users to ensure that they are well equipped to run and make strategic decisions from model outputs.

• Prepare and Communicate model development documents (e.g., Model development plans, Model development technical documents and User guides) to key stakeholders.

• Ensure adherence to the model development policy, data governance framework, policies, and procedures.

• Ensure financial models adhere to the defined and agreed service level agreements (SLAs).

• Keep up to date with the latest technical developments within financial modelling and engineering and making sure that changes to the industry’s best practice are adopted project team.