Closing Date 2024/07/11
Reference Number DBS240627-1
Job Grade 16
Job Type Classification Permanent
Location - Town / City Midrand
Location - Province Gauteng
Location - Country South Africa
JOB DESCRIPTION
To source, aggregate and collate credit and other data for credit modelling, reporting and analysis. The key accountabilities, interfaces and measures of this role are elaborated below:
KEY RESPONSIBILITIES
Sourcing of Data
1. Mine Data from Data Warehouses / Data Lakes within the institution.
2. Acquire Data from public sources, other financial institutions, and service providers.
3. Extract Data from the operating Systems of the Bank (e.g. SAP).
Credit Lab Data Warehouse
1. Aggregate and organise Data from sources into usable formats for storage and usage in the development of
2. Credit Risk models and Credit portfolio reporting.
3. Build a library of monthly snapshots of the relevant data sources.
4. Integrate the Data Warehouse with Credit Risk Model systems.
Credit Portfolio Reporting
1. Design, construct and maintain templates providing numeric and graphical output for credit portfolio reporting.
2. Provide accurate and timely updates of completed templates for divisional and consolidated portfolio reporting.
3. Provide data and numeric support to credit report composers to accurately complete portfolio reports.
4. Ensure the accuracy of credit measures and representations in credit portfolio reports.
5. Maintain checklists for the governance of credit portfolio report content.
Credit Risk Pricing
1. Provide support to the Credit Lab Manager for Credit Risk margin pricing and inputs to the Pricing Working Committee.
2. Source and confirm Risk inputs to the Pricing Model from Credit Risk Model systems. Ensure the accuracy of inputs to the pricing model.
Country Risk
1. Source country and Sovereign Risk ratings from independent service providers.
2. Maintain relationships with service providers.
3. Confirm country Risk inputs to the Pricing Model.
4. Calculate and maintain country Risk limits as per country Risk policy.
5. Maintain Country and Sovereign risk Policy for approval by the Board.
Ad-Hoc Reporting
1. Source, aggregate and analyse data for ad-hoc reporting requests.
2. Ensure the accuracy of ad-hoc reporting analysis and findings.
Key Measures
1. Performance against agreed targets.
2. Performance outputs as per the performance management system.
3. Quality and accuracy data.
4. Timely provision of data and analyses.
5. Management of relationships with key stakeholders.
6. Reporting effectiveness and efficiency measures.
Key Internal Liaison Relationships
1. Credit Lab Manager
2. Credit Systems Technician
3. Credit Model Technicians
4. Credit Risk Analysts
5. Contracts and Administrations Department
6. Investment Officers
7. Portfolio Management Officers
Key External Liaison Relationships
1. Service Providers
2. Other DFI’s
3. Other Financiers
4. DBSA stakeholders (as required)
5. Credit Risk Committees
6. Rating Agencies
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EXPERTISE & TECHNICAL COMPETENCIES
Minimum Requirements
1. BCom Computer Science, BSc Actuarial Science / Data Science or similar.
2. A minimum of 6-8 years’ experience in Credit Data Management in Financial services.
3. Experience within an Analytical team / Credit Lab.
4. Experience as the team lead for the provision of Data.
5. Experience in a Banking and/or financial sectors.
6. Experience in the development of Policies, Credit Models (PD, LGD, EAD and Scorecards)
7. Good knowledge of Data Management Systems (DBMS, RDMS), Analytical Tools like but not limited to Power BI, SAS, SSAS.
8. Experience in designing and drafting detailed Reports and Templates.
Desired Requirements
1. Experience in a Development Finance environment will be a distinct advantage.
2. Experience in Python and Microsoft R will be an advantage.
3. Experience in Microsoft SQL Server tools will be an advantage.
TECHNICAL
Problem Solving
1. Identifies complex problems based on a broad range of factors, many of which are ambiguous or difficult to define.
2. While remaining guided by organisational values, identifies optimal solutions, thinking first in terms of possible approaches and flexibilities in the system vs. blind adherence to rules or procedures.
3. Implements solutions to complex problems, then evaluates the effectiveness and efficiency of solutions and identifies needed changes.
Planning and Organising
1. Is relied on to helps other plan and organise their workload.
2. Uses effectively advance time management processes to deal with high workload and tight deadlines.
3. Organises, prioritises and schedules tasks so they can be performed within budget and with the efficient use of time and resources.
4. Achieves goals in a timely manner, despite obstacles encountered, by organising, reprioritising and re-planning.
Data Collection and Analysis
1. Skilled in the use of advanced/complex analytical techniques.
2. Ability to use judgement to decide upon the most appropriate analytical techniques according to the situation.
3. Recognises underlying principles, patterns, or themes in an array of related information, and determine whether additional information would be useful or necessary.
4. Through an in-depth understanding of the business environment, reviews outputs of analysis to identify anomalies and draws conclusions, relating these to operational circumstances.
5. Can model a range of scenarios covering all potential business circumstances and highlight potential risks/opportunities.
Reporting & Communication
1. Designs / customizes reports to meet user needs.
2. Prepares complex or tailored reports, gathers information from a variety of sources, analyses and includes in a report.
3. Keeps standard reports under review and proposes improvements to meet user needs.
Analytical Ability
1. Ability to propose solutions to support investment through analysis and solutioning.
2. Thorough and in-depth understanding of the business environment, reviews outputs of analysis to identify anomalies and draw conclusions, and able to relate these to operational circumstances.
3. High level of skill in the use of advanced/complex analytical techniques and able to use judgement to decide upon the most appropriate analytical techniques to solution according to the situation.
4. Proven ability to apply relevant estimating techniques, tools and models covering all potential business
circumstances (such as cost benefit analysis) and highlight potential risks/opportunities.
5. Able to translate findings into reports and present findings to key stakeholders.
Required Personal Attributes
BEHAVIOURAL
Customer Service Orientation
1. Tries to understand the underlying needs of customers and matches these needs to available or customized products and services.
2. Adapts processes and procedures to meet on-going customer needs.
3. Utilises the feedback received by customers, in order to develop new and/or improve existing services/ products that relate to their on-going needs.
4. Thinks of new ways to align DBSA’s offerings with future customer needs.
Self-awareness and Self Control
1. Withholds effects of strong emotions in difficult situations.
2. Keeps functioning or responds constructively despite stress.
3. May apply special techniques or plan ahead of time to manage emotions or stress.
Strategic and Innovative Thinking
1. Experiments with new approaches, tests scenarios, questions assumptions and challenges conventional thinking.
2. Creates new concepts that are not obvious to others, leveraging internal and external sources of information, to build incremental revenue and growth opportunities.
Driving delivery of results
1. Sets challenging goals that will have a significant impact on the business or support the organisational strategy.
2. Commits significant resources and/or time to ensure that challenging goals are achieved, while also taking action
Teamwork & Cooperation
1. Acts to promote a friendly climate and good morale, and resolves conflicts.
2. Creates opportunities for cross-functional working.
3. Encourages others to network outside of their own team/department and learn from their experience.
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