Model Automation Consultant (JHB)
IT – Software Testing
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 3-5 years’ Modelling experience, proficiency in Git, SQL & Python: Must have used Python in day-to-day working environment to build models.
The models can vary quite widely, but are usually amongst the following flavours:
- IFRS 9
- Cashflow projection
- Run-off triangles
- Machine Learning predictive
- Customer Value Management
They come in many shapes and tend to be a mix between:
- Independently be able to reforge spaghetti models into works of art.
- Understand and unpack models together with management’s input that comes in all flavours, shapes and sizes.
- Reconcile new models with existing models’ results.
- Improve model runtime.
- Provide support in producing documents for marketing, project management and webinars.
- 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.
- 3-5 Years’ Modelling experience.
- Practical experience in improving models.
- Python, SQL: Must have used Python in day-to-day working environment to build models.
- Git: Lack of understanding of Git would imply lack of understanding of modelling best practice.
- Ideal: R, SAS.
- Bonus: Streamlit / R Shiny / Power BI.
- Consulting experience would be advantageous.
- Excellent business, communication and presentation skills (experience in Financial Services industry a plus, but not required).