AFC’s mission is to help address Africa’s infrastructure development needs while seeking a competitive return on capital for its shareholders. Since it began operations in 2007, AFC has created the building blocks with which to achieve this objective. It has raised US$1.1 billion in fully paid-in equity capital. Its shareholding base is private sector majority owned (57.5 percent)....Learn more»
Job Reference: DA5825
Job Summary
- The job holder will analyse large data sets to provide the Risk and Compliance Division with insight and actionable information.
- The individual will back test model outputs against outcomes and take responsibility for improving model performance.
Key Responsibilities
- Collaborate with Information Technology teams to develop and deliver functional, tailored software-based information management solutions to manage information to enhance predictive analytics models.
- Develop and maintain data warehouse for storing and retrieval of structured and unstructured data.
- Maintain and improve an intranet for firmwide risk management training.
- Utilize statistical techniques and programming languages to analyse large datasets and identify potential risks.
- Contribute to the development of dashboards and visualization tools for effective communication of risk metrics.
- Work with risk managers and portfolio managers to prepare risk assessments of quarterly monitoring reports (QMR) to INVESTCO, and take actions that protect AFC’s investment, informed by data analysis of the QMR.
- Work with portfolio managers and risk managers to ensure timely submission of critical information to the monitoring committee for all assets in the risk assurance portfolio.
- Support the credit administration function, in limit maintenance, reflecting metrics in facility agreement in risk models. All risk factors in transactions are measured and monitored in an appropriate risk model.
- Support the market risk management function in measuring and monitoring market risks for internal committees and board reporting.
- Collaborate with the environmental and social risk management function to periodically estimate impact and vulnerabilities of AFC’s investment.
- Carry out monthly KYC checks of all ongoing transaction parties.
- Support the overall management of climate change risks and impacts metrics for AFC portfolio.
Education
- University degree with emphasis on mathematics, artificial intelligence, data analytics or any other numerate discipline.
Experience
- Minimum 6 years work experience, preferably in a financial institution or related environment.
Method of Application
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