Model Risk Analyst for Credit Risk Model Validation, Stockholm
Nordea Bank AB / Bankjobb / Stockholm
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hela Sverige Nordea is approved to use IRB models for the calculation of regulatory capital, and CRMV's role is to validate the performance of these models. Some capital models and accounting models such as IFRS9 are also in scope for our team.
The team works in an open environment in Stockholm, Copenhagen and Oslo with focus on delivering high quality input to our stakeholders, and at the same time as we are developing and refining our validation methodology. As a Model Risk Analyst, you will play a key role in this development.
As a Model Risk Analyst, you will provide independent oversight over Nordea's credit risk models in order to ensure that the models are correct and to mitigate model risk. You will have a large responsibility for the entire validation process, including preparations for the official submission of reports to our stakeholders.
You will be working with validation and challenging of credit risk models. As a member of the team you will work closely together with stakeholders across the bank, and your assessments will form important input to senior management decisions.
The credit risk models are built and validated on huge datasets, and therefore working with data and data quality is a natural and important part of the job.
The position is based in Stockholm or Copenhagen.
We are looking for you with the ability to write assessment reports on sophisticated models and techniques in an easy to understand and clear language.
You are a high performing individual with excellent analytical and problem solving skills. You communicate effectively and are able to work both independently and in a team. You have a strong willingness and great potential to develop, both personally and professionally.
Ideally, you have the following qualifications:
•
• Academic degree in mathematics, statistics, engineering or economics with a specialization in a quantitative subject like econometrics.
• Experience of credit risk models.
• Experience in programming.
• Proficiency in English, both written and spoken.
It is an advantage if you have solid programming experience in SAS, SQL or similar.
It is also an advantage to have a good understanding of the processes generating credit risk data.
Finally, the credit risk models are subject to complex regulation and experience of relevant regulation is also considered as meriting.
Credit Risk Model Validation (CRMV) team, within Group Model Risk Control (GMRC) has the group-wide responsibility for validation of Nordea's credit risk models. The team works in an open environment in Stockholm, Copenhagen and Oslo with focus on delivering high quality input to our stakeholders, and at the same time as we are developing and refining our validation methodology.
Publiceringsdatum2016-12-01Så ansöker duSista dag att ansöka är 2016-12-13
KontaktFredrik Eriksson
fredrik.s.eriksson@nordea.comFöretagNordea Bank AB
AdressNordea Bank AB
Smålandsgatan 17
10571 STOCKHOLM
KontorsadressSmålandsgatan 17
Jobbnummer 3191354
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