OMF Quantitative Analyst
OMF Quantitative Analyst
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Not Disclosed
Salary Not Disclosed
1 Vacancy
Job Description
Lets Write Africas Story Together!
Old Mutual is a firm believer in the African opportunity and our diverse talent reflects this.
Job Description
An exciting opportunity exists within the Credit Risk team for a Credit Risk Analyst. The role is responsible for the development analysis and monitoring of the Credit Originations strategy and includes optimisation of the credit decision profitability analysis and portfolio segmentation.This role includes responsibility for:
scorecard cut-offs and banding
policy rules
loan pricing and limit offer setting
profitability analysis
portfolio analysis and segmentation
ensuring the new business portfolio performs within risk appetite
Key Result areas include:
Monitoring of the existing originations strategy with the intention of finding opportunities to improve portfolio credit risk and profitability by:
Refining the use of scorecards and policy rules in the origination decision
Refining pricing and limit allocation to optimize volume and profitability trade-offs
Identifying subsegments within the portfolio that may not perform in line with expectations and recommend an appropriate treatment
Apply sound statistical methods to forecast portfolio growth and credit performance at a cohort level
Automating and produce monthly weekly and daily reports to track portfolio movements and the impact of any strategic changes
Presentation of analytical results and proposals to both technical and non-technical committees providing commentary and recommendations as required
Requirements: Skills Qualifications and Experience required:
1-3 years work experience in a credit risk environment/banking/retail credit risk
Degree with Stats/Math/Applied Maths/Financial Risk Management/Data Science/Engineering or related disciplines
R SQL MATLAB SAS or Python experience advantageous
Competencies:
Checking things
Developing expertise
Examining information
Documenting Facts
Interpreting data
Articulating Information
Providing insights
Producing output
Skills
Action Planning Analytics Software Budget Management Business Intelligence (BI) Analysis Computer Literacy Data Analysis Data Compilation Data Controls Data Interpretations Data Modeling Evaluating Information Numerical Aptitude Report Review Solution Analysis Statistical Analysis TechniquesCompetencies
Business InsightCultivates InnovationManages ComplexityOptimizes Work ProcessesSituational AdaptabilityStrategic MindsetEducation
Bachelors Degree (B) (Required)Closing Date
18 June 2025 23:59The appointment will be made from the designated group in line with the Employment Equity Plan of Old Mutual South Africa and the specific business unit in question.
The Old Mutual Story!
Required Experience:
IC
Employment Type
Full-Time
