Model Automation Analyst (JHB)

IT – Analyst, Data Management
Johannesburg – Gauteng

DO you believe that a good quantitative model is like a work of art? Can you take a spaghetti model that runs like a brick and turn it into a gazelle with the robustness of a rhino? Then a fast-paced Analytics Consultancy in Joburg wants you as its next Model Automation Analyst. You will require a Bachelor’s Degree in Actuarial Science/Engineering/Stats/Maths or similar quantitative field, have ±2 years’ Modelling experience, proficiency in Python, SQL: Needs to have testable knowledge.
The models can vary quite widely, but are usually amongst the following flavours:
  • IFRS 9
  • Basel
  • Pricing
  • Cashflow projection
  • Run-off triangles
  • Machine Learning predictive
  • Customer Value Management
They come in many shapes and tend to be a mix between:
  • Excel
  • SAS
  • Python
  • R
  • SQL
  • Assist senior staff in reworking models into works of art.
  • Accept and interpret requirements from senior staff on the application of modelling best practices.
  • Reconcile new models with existing models’ results.
  • Improve model runtime.
  • Run models.
  • Provide support in producing documents for marketing, project management and webinars.
Qualifications –
  • Minimum of a Bachelor’s Degree in a quantitative field with strong academic performance (Actuarial Science / Engineering / Statistics / Mathematics / Computer Science).
  • Ideally honours or masters level qualification in related field.
  • Bonus: Qualified Actuary.
Experience/Skills –
  • ±2 Years’ Modelling experience.
  • Practical experience in the Programming languages.
  • Python, SQL: Needs to have testable knowledge.
  • Git: Advantageous but can be taught.
  • Ideal: R, SAS.
  • Bonus: Streamlit / R Shiny / Power BI.
Advantageous –
  • Consulting experience.
  • Excellent business, communication and presentation skills (experience in Financial Services industry a plus, but not required).