Model Validation Specialist
Swedbank AB / Bankjobb / Sundbyberg
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hela Sverige Are you passionate about Credit Risk, Statistics and Data?
In Swedbank you have the opportunity to:
• Deepen your knowledge and understanding within the credit risk area;
• Develop and implement model validation principles and methodology;
• Validate and review credit risk models for capital adequacy (IRB) and loan loss provisioning (IFRS 9) as well as portfolio credit risk models (Economic Capital and macro-based stress testing);
• Present and communicate validation results and other relevant analysis/reports to business units, risk units, management and other stakeholders;
• Interact with model developers, model owners, business and other counterparties to ensure speedy validation of models and methodologies.
What is needed in this role:
• Higher education in a quantitative field such as statistics, mathematics, economics, engineering;
• Being able to connect on a personal level while keeping a strong personal integrity is key to succeed in this role;
• Previous experience of quantitative credit risk analysis and modelling is a plus;
• Solid experience of working with large amounts of data;
• Experience in programming e.g., Python, SAS, SPSS; SQL, R;
• Ability to effectively communicate validation results orally and in writing;
• Excellent analytical and writing skills and result oriented mindset
• A team player with ability to plan your work and perform without supervision
• Fluency in English is required.
What we offer when you join us:
• An open, simple and caring culture.
• Opportunity to create the best experience for our customers.
• An international, sustainable and inclusive work environment.
• Development opportunities and advancement in your career.
• Flexible working options.
• Access to Group performance program, company pension plan, optional health insurance, and other benefits (
https://www.swedbank.com/work-with-us/compensation-and-benefits.html).Join our team and...
be a part of an international team of qualified professionals responsible for validating the credit risk models used by Swedbank. We assure that models are appropriate for the intended use and compliant with internal policies and external regulations. Our goal is to increase the bank's understanding of a models' limitations and weaknesses and contribute to the ongoing model improvement." Nadezda Bolakova, your future leader
We look forward to your application at 15.09.2023 the latest.
Contacts
Recruiting manager: Nadezda Bolakova, +37251972358
SACO: Anna Hermansson +46 8 585 905 26
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.
If you are to be employed in Estonia, please note that the salary offered for this position ranges from 2200-4150 EUR gross i.e. before taxes. Read more here! (
https://jobs.swedbank.com/pages/employment-in-estonia)Swedbank does not discriminate anybody based on gender, age, sexual orientation or sexual identity, ethnicity, religion or disability - everybody is welcome.
LI-Hybrid
Ersättning Lön enligt överenskommelse
Så ansöker du Sista dag att ansöka är 2023-09-15
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 Elina Uusen
elina.uusen@swedbank.ee Jobbnummer 8067714
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