Counterparty Credit Risk Reporting and Analytics Professional
Nordea Bank Abp, Filial i Sverige / Bankjobb / Stockholm
2026-10-22
Visa alla bankjobb i Stockholm,
Solna,
Lidingö,
Sundbyberg,
Danderyd eller i
hela Sverige Visa alla jobb hos Nordea Bank Abp, Filial i Sverige i Stockholm,
Lidingö,
Sollentuna,
Täby,
Upplands Väsby eller i
hela Sverige Job ID: 5908
We are looking for a Risk Expert to join our team. This is a permanent, full-time position.
About our team
Meet the Counterparty Credit Risk team, which is a part of Group Financial Risk. Our role is to support the monitoring, analysis, reporting, and governance of counterparty credit risk across derivatives, securities financing, and related trading activities.
Our team is responsible for providing high-quality counterparty credit risk reporting, analytics, and insights to support senior management, risk committees, and regulatory stakeholders. We monitor exposure, limit utilisation, collateralisation, stress outcomes, concentrations, exceptions, and key risk drivers across counterparties and portfolios. Translate complex risk data into clear management information, commentary, dashboards, and decision-ready reporting. Contribute to strong governance, data quality, controls, and continuous improvement across the CCR reporting lifecycle.
Collaboration. Ownership. Passion. Courage. These are the values that guide us in how we work and how we make decisions – and that we imagine you share with us.
Key Responsibilities
Produce and enhance daily, monthly, quarterly, and ad hoc counterparty credit risk reports for management, committees, risk owners, and regulatory stakeholders.
Analyse movements in Current Exposure, Potential Future Exposure, Exposure at Default, Expected Positive Exposure, Pre-Settlement Risk, collateral, stress results, and limit utilisation.
Investigate exposure changes, data breaks, outliers, concentration risks, breaches, exceptions, and emerging risk themes.
Prepare concise executive commentary explaining key drivers, trends, risk appetite metrics, issues, and forward-looking risk outlooks.
Support stress testing and scenario analysis across market factors, counterparty concentrations, collateral, margin period of risk, liquidity stress, and reverse stress scenarios.
Maintain and strengthen controls, reconciliations, data quality checks, reporting procedures, and escalation routines.
Support audits, regulatory requests, framework assessments, remediation plans, and governance submissions.
Partner with risk management, credit risk, trading, finance, model risk, technology, data, audit, and regulatory teams to ensure complete, accurate, timely, and actionable reporting.
Technical and Data Capabilities
Experience working with CCR systems, exposure engines, risk data warehouses, reporting databases, collateral systems, and workflow tools.
Ability to reconcile outputs across source systems, reporting layers, finance processes, capital processes, and downstream reporting outputs.
Understanding of data lineage, data ownership, data controls, issue management, and change impact assessment.
Ability to build repeatable analytics processes, dashboards, exception reports, reconciliations, control checks, and automated workflows.
Governance and Control Expectations
Maintain robust documentation of reporting processes, assumptions, controls, limitations, issues, and escalation paths.
Support risk governance forums through clear reporting, issue updates, remediation tracking, and management action follow-up.
Apply a control mindset to ensure reporting is complete, accurate, timely, granular, and fit for effective risk oversight.
Contribute to process improvement, reporting automation, control enhancement, and remediation of legacy data or process dependencies.
Stakeholder Management and Communication
Communicate complex risk concepts clearly and confidently to senior stakeholders and non-technical audiences.
Engage constructively with cross-functional teams across risk, front office, finance, data, technology, model risk, audit, and regulatory engagement.
Challenge data, assumptions, explanations, control gaps, and remediation plans in a professional and evidence-based manner.
Coordinate inputs from multiple teams, manage reporting deadlines, and maintain high standards of accuracy under time pressure.
Who you are
The role requires a strong combination of risk-domain expertise, data analytics capability, regulatory awareness, reporting discipline, and stakeholder communication skills.
Success Profile
Risk-focused analytical professional with strong attention to detail and a structured problem-solving mindset.
Comfortable working with complex data, technical systems, regulatory requirements, and senior management expectations.
Able to balance deep analysis with concise communication and practical business judgment.
Proactive in identifying reporting improvements, control enhancements, automation opportunities, and emerging risk themes.
Your background and skills include:
Strong understanding of Counterparty Credit Risk concepts, including exposure measures, netting, collateralisation, margining, limit utilisation, Wrong-Way Risk, concentration risk, and default management.
Knowledge of derivatives and securities financing products, including OTC derivatives, cleared products, interest rate derivatives, FX products, repos, and securities lending.
Working knowledge of regulatory and supervisory expectations relevant to CCR, including CRR, Basel standards, SA-CCR, IMM, CVA risk, stress testing expectations, BCBS 239, and data quality principles.
Experience producing management information, executive summaries, dashboards, risk commentary, committee materials, and regulatory reporting inputs.
Strong analytical skills with experience investigating large datasets, exposure movements, portfolio concentrations, risk drivers, exceptions, and data quality issues.
Proficiency in Excel, PowerPoint, SQL, Python,R, Power BI, or similar tools for data extraction, analysis, visualisation, automation, and reporting.
It would be ideal if you also:
Degree in finance, economics, mathematics, statistics, engineering, computer science, or a related quantitative discipline.
Professional certification such as FRM, CFA, or equivalent risk management qualification is an advantage.
Experience in banking, financial services, risk management, counterparty credit risk, traded products, market risk, or regulatory reporting.
Experience supporting internal model, standardised approach, capital, stress testing, ICAAP, or supervisory reporting processes is beneficial.
If this sounds like you, get in touch!
For union information, please contact Finansförbundet at
finansforbundet@nordea.se or SACO at
SacoNordea@nordea.com.
Så ansöker du Sista dag att ansöka är 2026-11-01
Klicka på denna länk för att göra din ansökan Omfattning Detta är ett heltidsjobb.
Arbetsgivare Nordea Bank Abp, filial i Sverige (org.nr 516411-1683),
https://careers.nordea.com/job-invite/5908/ Smålandsgatan 17 (
visa karta)
111 46 STOCKHOLM
Arbetsplats Nordea Bank Abp Filial i Sverige
Jobbnummer 10149856