BI Analyst II

Requisition Details & Talent Acquisition Contact

REQ 132755- Tshego Semenya 

Location: Johannesburg 

Closing date: 19 March 2024

Cluster

Group Risk

Career Stream

It Application Development

Leadership Pipeline

Manage Self: Professional

Position

BI Analyst II

Job Purpose

• To drive efficient Economic Capital processes across the group and ensure accuracy and reliability of Ecap figures used across the organisation. 
• To collaborate with frontline clusters in the delivery of Q0/Q3 forecasting of risk-weighted assets and provide check and challenge with cluster submissions where applicable. 
• The incumbent will be required to possess an in-depth understanding of credit risk and credit risk drivers that contribute to changes in the credit portfolios.
• To ensure fit for purpose Credit MI to provide relevant and accurate information on the credit performance and risk exposure of the business. This is achieved by conducting in-depth analyses of various credit factors, such as portfolio quality, impairment, provisioning, capital adequacy, etc. The incumbent will be required to integrate these analyses into a periodic and automated view within the Credit MI PowerBI dashboards, which allow for easy and interactive reporting and monitoring of credit metrics.

Job Responsibilities

• Ensure consistency and automation of credit risk analytics operations, data and processes.
• Implementation of specifications received from the Credit and Value Analytics team within Group Risk Analytics.
• Engage with stakeholders on the delivery of key attributes and metrics. 
• Onboarding of new data required for enhancement and new view design and development.
• Simplify and automate data provisioning processes.
• Prepare gap analysis, process update and integration of new data sources as the organisation transitions from legacy infrastructure to target state.
• Design and implementation of Credit management information dashboards and metrics for downstream users on PowerBI.
• Run the monthly Economical Capital process and analysis.
• Efficient automation of Economic capital calculations.
• Optimize Economic Capital processes for more efficient run-time and compare Python / MATLAB code with approved methodologies. 
• Consult with stakeholders and assist in troubleshooting counterintuitive movements in Economic Capital.
• Understanding of regulatory and economic capital methodologies across the group.
• Provide Regulatory Capital and Economic Capital comparisons for ICAAP purposes.
• Provide stakeholders with market stressed EAD and RWA for input into forecasting exercises.
• Forecasting of RWA for Q0 and Q3 budgeting processes.
• Conduct the analysis and prepare presentations that will go into the 3-year planning for RWA and EAD.
• Review and challenge 3-year plan forecasted parameters from frontline business areas. 
• Update and provide material required for reporting at various forums. 
• Effective RDARR remediation of in-scope reports.

Essential Qualifications - NQF Level

• Matric / Grade 12 / National Senior Certificate
• Advanced Diplomas/National 1st Degrees

Minimum required Qualification

• Bachelor’s degree in Information Systems, Informatics, Mathematics, Financial Mathematics, Statistics, or strong experience in data and analytics across various risk types especially Credit Risk is preferrable.

Minimum Experience Level

• At least 3 years of experience in credit risk, preferably in the banking or financial services industry.
• Proficient in programming languages such as SAS, Python, MATLAB.
• Familiar with credit risk methodologies such as PD, EAD, LGD, Basel III, IFRS 9 and stress testing.
• Strong analytical and problem-solving skills, as well as attention to detail and accuracy.
• Excellent communication and presentation skills, both written and verbal.
• Ability to work independently and collaboratively in a fast-paced environment.

Technical / Professional Knowledge

• Administrative procedures and systems
• Business principles
• Business terms and definitions
• Business writing
• Communication Strategies
• Data analysis
• Governance, Risk and Controls
• Industry trends
• Microsoft Office
• Principles of financial management
• Principles of project management
• Relevant regulatory knowledge
• Relevant software and systems knowledge
• Research methodology
• Decision-making process
• Cluster Specific Operational Knowledge
• Business Acumen
• IT / Banking knowledge
• IT / Banking procedures

Disclaimer

Preference will be given to candidates from the underrepresented groups

Please contact the Nedbank Recruiting Team at +27 860 555 566

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Please contact the Nedbank Recruiting Team at +27 860 555 566