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Model Automation Consultant (JHB)

IT – Software Testing
Johannesburg – Gauteng

ENVIRONMENT:
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.
 
DUTIES:
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
 
  • 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.
 
REQUIREMENTS:
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 –
  • 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.
 
ATTRIBUTES:
  • Excellent business, communication and presentation skills (experience in Financial Services industry a plus, but not required).