SAS-Modelling Data & Implementation Analyst

Empowering Africa’s tomorrow, together…one story at a time.

With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.

Job Summary

We are looking for an experienced Model Data and Implementation Analyst with a background as quantitative analysts implementing PD, LGD and EAD models for Regulatory Capital and Impairments (IFRS9) models in banking environment.

Job Description

​Model Data & Implementation

• Research and follow model implementation standards and other relevant policies and standards.
• Analyze model build documentation and other modelling artefacts to understand, investigate and analyse modelling data requirements.
• Conduct modelling data testing and data quality assessment within the modelling context to provide assurance that the modelling data is fit for purpose.
• Investigate different methods and approaches to use during modelling data preparation.
• Develop and test model implementation code and artefacts.
• Create the model implementation and control documentation (specifically implementation sign-off document and post implementation review document).
• Assist model owners and credit model stakeholders to use the models correctly by providing model use guidance and training.
• Facilitate model embedment into credit operational processes ensuring correct model usage.
• Ensure successful implementation of models by assisting with answering technical questions around the model workings.
• Maintain and manage the changes to Regulatory Reporting processes.
• Produced the Regulatory impact assessment report and assisting the Stakeholders in queries and tasks.
• Investigate and report on queries related to the Regulatory process and/or results.
• Manage time across multiple initiatives.

Stakeholder Management:

• Actively engage stakeholders (model users, model development team, validation team, monitoring team, regulatory team, regulators) to be fully engaged in process and delivery through email discussions, group meetings and one-on-one discussions ensuring their issues, objectives and priorities are reflected in agreed solutions.
• Communicate clearly with varies teams to enable timely delivery of the tasks or projects. Present findings, all relevant documentation to both internal and external stakeholders.
• Clearly communicate progress, results of investigations and other tasks to line manager and/or initiative lead.
• Escalate delays to line manager and/or initiative lead.

Governance & Compliance:

• Ensure full governance processes for modelling are complied with from model inception and build through to validation and sign-off by completing all relevant documentation according to the Absa Model Risk Policy.
• Stay updated on any policy or standard changes and address any non-compliance issues.

People Management:

• Contribute to the development of a high-performance culture within the team, while maintaining integrity.
• Lead by example, driving excellence.

Qualifications:

• Bachelor’s degree in Statistics, Mathematics, Computer Science, or a related field.

Experience:

• 3+ years of experience in data analysis and model development/ implementation in banking environment.
• Proficiency in Base SAS or SAS Enterprise Guide, SAS data steps, SAS procedures, SAS SQL, SAS Macros.

Skills and Competencies:

• Excellent problem-solving and analytical skills with a strong attention to detail.
• Strong communication and stakeholder management skills, with the ability to present complex technical information clearly and effectively.
• Ability to manage multiple tasks and priorities in a fast-paced environment.
• A proactive, collaborative team player who demonstrates leadership and commitment to driving excellence.
• Hand-on experience with SQL, Python, SAS Visual Analytics, Power BI is a plus.
• Experience with regulatory capital or impairment models is a plus.
• Experience with regulatory reporting is a plus.

Education

Bachelor's Degree: Information Technology

Absa Bank Limited is an equal opportunity, affirmative action employer. In compliance with the Employment Equity Act 55 of 1998, preference will be given to suitable candidates from designated groups whose appointments will contribute towards achievement of equitable demographic representation of our workforce profile and add to the diversity of the Bank.

Absa Bank Limited reserves the right not to make an appointment to the post as advertised