Credit Risk Model Validator
Nordea Bank Abp, Filial i Sverige / Kemiingenjörsjobb / Stockholm
2024-12-20
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hela Sverige Nordea is a leading Nordic universal bank. We are helping our customers realise their dreams and aspirations - and we have done that for 200 years. We want to make a real difference for our customers and the communities where we operate - by being a strong and personal financial partner.
Job ID: 27801
Would you like to be part of a team with experienced and talented colleagues and make a difference for Nordea's credit risk models? We are currently looking for Quantitative Risk Analyst to strengthen Nordea's independent model validation function.
At Nordea, we're committed to being a partner our customers and society can count on. Compliance and integrity go hand in hand. Joining us means you'll have an impact on how we do banking - today and tomorrow. So bring your ideas, skills and unique background. With us, you'll be in good company with plenty of opportunities to collaborate, grow and make your mark on something bigger.
About this opportunity
Welcome to the Model Risk & Validation unit. We add value by assessing risks related models used in Nordea through e.g. independent model validation. As a Quantitative Risk Analyst, you will play a key role in ensuring that models satisfy internal and external standards for conceptual soundness, performance and use.
What you'll be doing:
* Take an active role in the validation of existing, new and changed credit risk models, with particular focus on IRB models (PD/LGD/EAD)
* Use quantitative and qualitative analyses to identify and assess model risk
* Communicate the outcome of our reviews to a variety of stakeholders
* Advise and guide model developers and other stakeholders in managing model risks
* Develop and improve techniques and processes for model validation
You will join a dynamic and inclusive team of experienced model risk experts with diverse backgrounds and willingness to share their expertise and learn from you. We work in a cross-border team with team members in Copenhagen, Helsinki, Stockholm and Warsaw. We provide a working environment with a balanced hybrid approach combining both collaboration in the office and remote work.
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 confident in your analysis, but also willing to challenge your views with peers
* Engage in a productive collaboration with stakeholders including model owners/developers
* Enjoy working in a team, but also independently
* Have an eye for detail, yet able to see the big picture
* Have excellent skills in spoken and written communication (English)
* Effectively communicate complex topics to a variety of stakeholders
In addition, we believe that your experience and background entails:
* Academic degree - either at Master's or PhD level - in a quantitative field, such as mathematics, statistics, finance, engineering or economics with a specialisation in a quantitative subject
* Experience in Python or SAS programming is an advantage
If this sounds like you, get in touch!
Next steps
Submit your application no later than 03/01/2025. For more information, you're welcome to contact Jens Nilsson.
At Nordea, we know that an inclusive workplace is a sustainable workplace. We deeply believe that our diverse backgrounds, experiences, characteristics and traits make us better at serving customers and communities. So please come as you are.
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 2025-01-03
Klicka på denna länk för att göra din ansökan Arbetsgivarens referens Arbetsgivarens referens för detta jobb är "27801-43059356".
Omfattning Detta är ett heltidsjobb.
Arbetsgivare Nordea Bank Abp, Filial i Sverige (org.nr 516411-1683)
Arbetsplats Nordea
Kontakt PRS Team
00000000 Jobbnummer 9074608