Credit Risk Modeller
Swedbank AB / Bankjobb / Stockholm
2023-04-05
Observera att sista ansökningsdag har passerat.
➡️ Klicka här för den senare publicerade platsannonsen "Credit Risk Modeller" (publicerad 2023-08-21) ⬅️
Visa alla bankjobb i Stockholm,
Solna,
Lidingö,
Sundbyberg,
Danderyd eller i
hela Sverige Visa alla jobb hos Swedbank AB i Stockholm,
Sundbyberg,
Sollentuna,
Upplands Väsby,
Sigtuna eller i
hela Sverige Are you interested in taking part in shaping the future of credit risk models in one of the largest retail banks in Europe?
In Swedbank you have the opportunity to:
• Support the bank in the development of and transition to the next generation of credit risk models
• Gain experience of working with a high degree of autonomy in a highly analytical and innovative environment
• Deliver and take responsibility for end-to-end development of credit risk models (IRB)
• Participate in strategic work and propose high quality solutions including adapting models and methods to upcoming regulatory requirements
• Provide analyses of the environment surrounding IRB and propose ways forward
• Communicate and build strong relationships with stakeholders across the bank
• Be a part of a strong and growing team, with the attention of senior stakeholders in the bank
What is needed in this role:
• Academic degree (MSc or Phd) in a relevant quantitative field
• Some years of work experience in the IRB field from a bank, consultancy or similar, or experience from working as quantitative analyst
• Proficiency in statistical programming and mathematical modelling in SAS, SQL, Python, R or similar
• Knowledge about credit risk and IRB
• Strong interpersonal skills
• Fluency in Swedish and English, both written and spoken, is imperative to be eligible for the position
At Swedbank we believe that people are our core strength. Our culture is built on respect, inclusion and openness. We support the continuous development and enable you to take the lead in your career and find inspiring challenges. We take care of your well-being by providing a sustainable and flexible working environment. As an employee, you will be part of the Group performance program, offered a company pension plan, optional health insurance, as well as other benefits. We are guided by our values: Open, Simple and Caring. It's all about delivering a positive and unique experience for our customers through collaboration and teamwork - together we make a difference.
Join our team and...
be a part of an international team of professionals responsible for Swedbank's IRB models. Credit Risk Modelling offers a challenging work environment where you as an individual will be given both freedom and responsibility. You will contribute with your knowledge and you will be given opportunity to continuously develop in order to have up to date knowledge within the field. You also get to work in a friendly team with dedicated and highly competent colleagues. The area attracts attention from both internal and external stakeholders and your contribution will make a difference to the bank". -Quang Tran, your future manager
We look forward to receiving your application by 28.04.2023.
Location: Sundbyberg, Stockholm
Contacts
Recruiting manager: Quang Tran +46 72 7011851
SACO: Henrik Joelsson
Finansförbundet: Åke Skoglund +46 8 58 59 02 88
We may begin the selection during the application period, so we welcome your application as soon as possible.
We have made our choice regarding recruitment media and therefore kindly decline contact with ad sellers or sellers of other recruitment services.
Swedbank does not discriminate anybody based on gender, age, sexual orientation or sexual identity, ethnicity, religion or disability - everybody is welcome.
Ersättning Lön enligt överenskommelse
Så ansöker du Sista dag att ansöka är 2023-04-28
Klicka på denna länk för att göra din ansökan Omfattning Detta är ett heltidsjobb.
Arbetsgivare Swedbank AB (org.nr 502017-7753)
Arbetsplats Swedbank Group
Kontakt quang.tran@swedbank.com
quang.tran@swedbank.com Jobbnummer 7629199
Observera att sista ansökningsdag har passerat.