Credit Risk Quantitative Analyst

Nordea Bank AB / Företagsekonomjobb / Stockholm
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Group Capital is a unit within Group Corporate Centre with responsibility for Capital Adequacy and Economic Capital including related models, forecasts and stress test. Group Capital has also the responsibility for all regulations concerned such as Basel II and Basel III.

We have a comprehensive view on risk and capital, and provide within this context recommendations and support to all business areas with the aim of improving capital efficiency.

We are looking for a future expert to join the Parameter Estimation team.

An open position has emerged with the focus on activities within credit risk modeling. The Parameter Estimation team has the responsibility for Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD). These models are used in Nordea?s Economic Capital and Economic Profit framework, but are also an essential part of the capital adequacy calculations.

Your specific responsibilities include data gathering, quantitative analysis and development of credit risk models. You will work in a competent team, with own responsibilities, in a positive and developing environment.
The position is located in Nordeas Headquarters in the Stockholm city centre.

We are seeking a high performing individual with the following qualifications:
• Academic degree in economics, mathematics, statistics or engineering
• Database and programming skills, e.g. SAS, SQL
• At least three years of working experience
• Experience of model development
• Basel II / Basel III experience
• Proficiency in English
• Team spirit
• Interest to learn and develop

For more information pleas contact Alexander Camp-Nehaul + 46 8 614 77 42.
Applications only via www.nordea.com/career job id 175711

Publiceringsdatum
2014-05-27

Arbetstider och omfattning
Tillsvidare
Heltid

Ersättning
Fast lön

Så ansöker du
Sista dag att ansöka är 2014-06-10

Företag
Nordea Bank AB

Adress
Nordea Bank AB
Smålandsgatan 17
10571 STOCKHOLM

Kontorsadress
Smålandsgatan 17
Stockholm

Övriga kontaktuppgifter
Telefonnummer: 0771-224488

Jobbnummer
1889489

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