(Senior) Quantitative Analyst
Nordea Bank Abp, Filial i Sverige / Organisationsutvecklarjobb / Stockholm
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Job ID: 20554
Are you a (senior) quantitative analyst with a knack for navigating complex databases and producing clear analysis? Do you have knowledge of, interest in or even experience with IRB or IFRS9 models? Then this opportunity may be for you! We're looking for a (Senior) Quantitative Analyst to join the Model Monitoring and Performance team within Risk Models.
About this opportunity
As a (Senior) Quantitative Risk Analyst in Model Monitoring and Performance, you'll work with an inspiring, competent and creative group of professionals in an international environment.
What you'll be doing:
* Quantitative analysis of model performance for all components of IRB and IFRS9 models (PD, LGD, EAD)
* Communicating conclusions of your analysis to model developers and senior management - in reports and meetings
* Developing, maintaining and operating the IRB and IFRS9 model performance monitoring framework
* Collaborating with a variety of stakeholders including risk management, model development, model validation and model users across the bank
Who you are
Collaboration. Ownership. Passion. Courage. These are the values that guide us in being at our best - and that we imagine you share with us.
To succeed in this role, we believe that you:
* Are driven by a desire to know more
* Love to make sense of data
* Are self-driven and take ownership
* Find it easy to understand others, and make yourself understood by others
* Love to think in terms of the big picture, but know that the devil is in the detail
* Enjoy learning, and are excited about bringing your ideas to the table
* Are honest and reliable, and willing to speak up even when it's difficult
Your experience and background:
* Master's in a quantitative field such as mathematics, engineering, econometrics, data science, finance, or similar
* Excellent communication skills (English is the working language)
* Sound knowledge of applied mathematical modelling and a proven track-record of excellent quantitative skills
* Proficiency in Python and SQL
* Knowledge of or interest in IRB and/or IFRS9 models, or other advanced statistical models - actual experience with these models is a definitive plus
Next steps
For more information, you're welcome to contact Rene Eriksen.
Please be aware that any applications or CVs coming through email or direct messages will not be accepted or considered.
For union information, please contact
finansforbundet@nordea.se or
SACONordea@nordea.com.
Ersättning Undefined
Så ansöker du Sista dag att ansöka är 2024-04-05
Klicka på denna länk för att göra din ansökan Arbetsgivarens referens Arbetsgivarens referens för detta jobb är "20554-42361537".
Omfattning Detta är ett heltidsjobb.
Arbetsgivare Nordea Bank Abp, Filial i Sverige (org.nr 516411-1683)
Arbetsplats Nordea
Kontakt PRS Team
00000000 Jobbnummer 8568594
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