Data Scientist
Astron Energy South Africa (Pty) Ltd(9 days ago)
About this role
A Data Scientist II at FNB is responsible for developing and implementing quantitative analytical methodologies and mathematical models to provide insights and support business strategies. The role involves collaboration with auditors, model validation, and designing credit risk models, with a focus on IFRS 9 and Basel frameworks.
Required Skills
- Python
- R
- SAS
- SQL
- Statistical Modelling
- Credit Risk
- Model Validation
- Stress Testing
- ECL
- Model Calibration
Qualifications
- Master’s or PhD in Statistics, Mathematics, Data Science
About Astron Energy South Africa (Pty) Ltd
co.zaN/A
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