This is a handsâon technical role for an experienced machine learning professional who enjoys working endâtoâend on complex models in a regulated environment and providing some strong analytical challenges to production models.You will play a key role within a specialist quantitative function responsible for the independent validation and oversight of machine learning and data science models used across the organisation. These models support critical decisionâmaking in areas such as credit risk, fraud, AML, and customer behaviour. The role combines deep technical modelling work with leadership responsibilities, including mentoring Junior Analysts and partnering closely with Risk, Technology, and Business teams to ensure that models are robust, scalable, and productionâready.Key Responsibilities: Lead the independent validation of machine learning models, including:Credit risk models Propensity and behavioural models Financial crime models (fraud and AML) Apply advanced machine learning techniques, such as:Supervised learning (Random Forest, XGBoost, CatBoost, and Neural Networks) Unsupervised learning (clustering, isolation forests, and anomaly detection) Manage model risk across the full model lifecycle, including:Feature engineering and data preparation Model training, evaluation, and selection Deployment readiness and ongoing monitoring Build, assess, and review models in Python-based environments Provide technical leadership and mentorship to Analysts and Junior Data Scientists Partner with Risk, Technology, and Business stakeholders on model oversight Ensure adherence to governance, performance, and scalability standards Job Experience and Skills Required: Education: Honours or Masters degree in Mathematics, Statistics, Computer Science, Actuarial Science, or a related quantitative field Experience: 68+ years experience in data science, machine learning, or quantitative analytics Hands-on leadership experience delivering models end-to-end Experience in credit risk, propensity modelling, and/or financial crime Exposure to independent model validation or strong peer review Experience in regulated environments Skills: Machine learning techniques: XGBoost, CatBoost, Random Forest, and Neural Networks Clustering and anomaly detection Advanced Python and solid SQL skills Strong understanding of the full model lifecycle Ability to work across technical and business stakeholders Responsibilities:Perform monthly and quarterly actuarial valuationsSupport IFRS 17 reporting and related calculationsAssist with statutory and embedded value reportingConduct reserving and liability calculationsPerform experience investigations and forecasting analysisDevelop, maintain, and improve actuarial models and reporting toolsExtract, analyse, and validate data using SQLPrepare reports for regulatory and internal stakeholdersCollaborate with Finance, Risk, and Product teams on reporting requirementsEnsure compliance with actuarial governance and reporting standardsJob Experience and Skills Required:Education:Actuarial degreeExperience:Minimum 4 years actuarial experience within life insuranceStrong valuations experienceIFRS 17 reporting exposure essentialExperience within financial reporting and reservingProgress toward actuarial qualification advantageousSkills:Minimum 8 actuarial exams completedStrong SQL experienceExcellent analytical and problem-solving abilityStrong communication and stakeholder engagement skillsAbility to work independently and within a collaborative team
Lead Quantitative Analyst (Advanced Analytics)
NETWORK RECRUITMENT
stellenbosch, stellenbosch
Published 13 days ago
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