Datafin

Model Automation Manager (JHB)

IT – Software Testing
Johannesburg – Gauteng

ENVIRONMENT:
TAKE charge of the Model Automation division of a fast-paced Analytics Consultancy in Joburg wants you as its next Model Automation Manager. Your role will entail unpacking existing models, applying modelling best practice, such as parameters and data up front, transforming spaghetti code into readable code. You will require a Bachelor’s Degree in Actuarial Science/Engineering/Stats/Maths or similar quantitative field, have 6-10 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
 
  • Manage a team of Model Automation Consultants (to be hired by the Model Automation Manager).
  • Understand and unpack existing models that come in various flavours.
  • Improve models by applying modelling best practice, such as parameters and data up front, transforming spaghetti code into readable code.
  • Understand models written in various languages and convert between the languages.
  • Reconcile improved models with existing model results.
  • Improve model performance (i.e., runtime).
  • Allow the additional extraction of value from models.
  • Attend sales and marketing meetings and compile marketing collateral.
  • Compile project plans, provide appropriate updates, etc.
  • Occasionally write white papers and present at webinars (this will usually be one or two a year).
 
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 –
  • 6-10 Years’ Modelling experience.
  • Practical experience in improving models.
  • Experience managing at least 1 employee.
  • 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).