Quantitative analyst
Scania Finans AB / Maskiningenjörsjobb / Södertälje
2016-02-26
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hela Sverige Scania Financial Services (SFS) is serving Scania customers, dealers and distributors in 50 markets through 15 business units (BU's) by offering competitive and innovative financing and insurance solutions. Over 800 dedicated professionals manage a portfolio consisting of more than 120.000 finance contracts representing around 58 bn SEK of assets. Furthermore SFS has built up an insurance portfolio of some 63.000 contracts. The aim for SFS is to become a true and integrated part of the Scania Solution Sales offering by developing customer satisfaction and loyalty while adding values to the stakeholders and customer's customers when living the Scania Experience
Quantitative analyst
Scania Financial Services (SFS) is serving Scania customers, dealers and distributors in 50 markets through 15 business units (BU's) by offering competitive and innovative financing and insurance solutions. Over 800 dedicated professionals manage a portfolio consisting of more than 120.000 finance contracts representing around 58 bn SEK of assets. Furthermore SFS has built up an insurance portfolio of some 63.000 contracts. The aim for SFS is to become a true and integrated part of the Scania Solution Sales offering by developing customer satisfaction and loyalty while adding values to the stakeholders and customer's customers when living the Scania Experience.
We are looking for a quantitative analyst for our Central Credit Risk department to strengthen our team in Södertälje. Main focus will be working with our Global Credit Rating Model (GCRM). GCRM includes customer data from our business units worldwide and its purpose is to evaluate probability of default (PD) and Loss-Given-Default (LGD) in the underwriting stage. Well-tuned and high-performing GCRM is of vital importance for us over long-term time horizon. Furthermore on long- term basis some work related to our Financial Services Data Warehouse (FSDW) and our future impairment models for IFRS 9 might be included in the position.
The position is reporting to the Global Credit Risk and Asset Manager and will work under guidance from the GCRM Process-owner.
Job description
The main role of this position is to take part of the further development of GCRM. This includes:
• Developing, improving and supporting our PD and LGD models
• Developing methods for validation of our PD and LGD models
• Developing portfolio credit risk models
• Participate and drive projects related to quantitative credit risk analysis
Job requirements
We are looking for a candidate with an university degree on advanced level in engineering. The right candidate also has very strong analytical skills in mathematics and statistics, as well as a strong background in computer science.
Experience in mathematical programming and machine learning methods and knowledge of the asset-based financing industry will be an advantage.
A strong background in object-oriented programming is needed, and the benefits of using a version control system, automated code testing, and care for data provenance is obvious to you. Experience from using Matlab and Python is a plus.
You should be business driven and able to deal, agree and follow-up with business experts. Good project management and communication skills, including ability to work in multicultural environment is important in order to be successful in the role.
Fluency in English is a requirement, other languages are a plus.
Further information
For more information about the position please contact Krum Berovski (Global Credit Risk and Asset Manager), +46 8 553 525
Varaktighet, arbetstid
Tillsvidare
Heltid
Publiceringsdatum2016-02-26ErsättningFast månads- vecko- eller timlön
Så ansöker duSista dag att ansöka är 2016-03-17
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Klicka på denna länk för att göra din ansökanYour application shall include CV, Personal letter and copies of grades from all university educations
Ange följande referens när du ansöker: Job Id: 20154418
FöretagScania Finans AB
AdressScania Finans AB
15187 SÖDERTÄLJE
KontorsadressVerkstadsvägen 11
Övriga kontaktuppgifterTelefonnummer: 08-55383750
Faxnummer: 08-55383767
Jobbnummer 2694420
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