Senior Credit Risk Model Analyst, Nordea
Nordea Bank AB / Bankjobb / Stockholm
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hela Sverige Visa alla jobb hos Nordea Bank AB i Stockholm,
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hela Sverige As a Senior Credit Risk Model Analyst you are responsible for maintaining and developing Nordea's credit risk models.
The position we offer
You will be part of a dedicated team working with quantitative analysis to manage and develop the FSA approved models for credit risk (Advanced- and Foundation Internal Ratings Based). Ensuring compliance and developing IT and credit risk related capital adequacy models.
As Nordea is approved to model its regulatory capital according to the IRB approach, crucial inputs into the capital assessment are the PD, LGD, CCF and rating models. With regulators being concerned on banks' capitalization, they are increasing their demands on how the PD, LGD, CCF and rating are modelled. This leads to the need for refinement and improvements of models and data. The GCR Corporate Models team is responsible for managing and developing of Nordea's PD, LGD, CCF and rating models.
The PD, LGD, CCF and rating models are being built on vast amounts of credit risk data. Working with data and data quality is therefore a natural part of the work. To fully understand the models, an understanding of the processes generating the credit risk data is required. This is done through collaboration with many stakeholders in Nordea. In addition, the credit risk models are subject to regulation which requires an understanding of the regulatory landscape.
The qualifications you need
We are seeking a high-performing individual with the following qualifications:
• Academic degree in mathematics, statistics, engineering or economics with a specialization in a quantitative subject like econometrics.
• Experience in credit risk model development.
• Experience in SAS programming and model development using SAS.
• Previous experience from working within projects is an advantage.
• Basel II/III experience is meriting.
• Proficiency in English.
• Team spirit.
• Interest to learn and develop.
The candidate will be based in Stockholm.
More information and send application
For further information, please contact Alexander Petrov (Team Leader in Group Credit Risk Corporate Models) Office: 010 1565184, Mobile: +46 73 866 74 94
Please send your application, including a short CV and relevant grades, before 2016-10-14.
For union information please contact Lars Oddestad (Finansförbundet) +46 70-235 35 65 or Björn Colliander (Saco) +46 70-354 70 05, please note that they can?t answer questions specific to this recruitment.
Varaktighet, arbetstid
Tillsvidare
Heltid
Publiceringsdatum2016-09-30ErsättningFast månads- vecko- eller timlön
Så ansöker duSista dag att ansöka är 2016-10-14
Please submit your application at nordea.com/career. Use job id 199231.
FöretagNordea Bank AB
AdressNordea Bank AB
Smålandsgatan 17
10571 STOCKHOLM
KontorsadressSmålandsgatan 17
Stockholm
Övriga kontaktuppgifterTelefonnummer: 0771-224488
Övrig information om företaget/organisationen Offentliga upphandlingar där Nordea Bank AB varit leverantör Jobbnummer 3078598
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