Quantitative Analyst Ifrs 9

Scania CV AB / Administratörsjobb / Södertälje
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Scania Financial Services is serving Scania customer, dealer and distributors in over 50 markets through 15 captive business units with financing and insurance solutions. Over 850 dedicated professionals manage a portfolio consisting of 140.000 vehicles representing more than 75 bullion SEK of assets financed and 80.000 insurance policies.

IFRS 9 has come in force from 01.01.2018 worldwide and has established new dimensions in calculation of Estimated Credit Loss (ECL) for the financing industry and SFS in particular. We have successfully concluded our implementation and transition from IAS 39 and now we want to continue further in continuous improvement of the our IFRS 9 ECL model(s).

Therefore, we are looking for an experienced quantitative analyst for our Central Credit Risk department to strengthen our team in Södertälje. Main focus will be working with the above-mentioned improvement of our impairment model for IFRS 9. On long term basis some quantitative credit risk work related to credit scoring models might be included in the position.
The position is reporting to the Global Credit Risk and Asset Manager and working in close cooperation with the Global Credit Rating team group.

Job description
The main role of this position is to take part of the further development of our impairment model for IFRS 9. You will be working with focus both on the global SFS portfolio data, but also with focus on local portfolio data supplied by our business units. The main parts of the job include:

Developing, improving and supporting our impairment model for IFRS 9
Developing methods for validation of our impairment model for IFRS 9
Working with data quality for our impairment model for IFRS 9
Working with quantitative compliance activities for our impairment model for IFRS 9
Developing and maintaining computer code in Matlab and Python for performing quantitative analysis of our impairment model for IFRS 9
Participate and drive projects related to quantitative credit risk analysis
Communication with central and local functions


Your profile

University degree on advanced level in both engineering and/or economics
At least 5 years of working experience from the Financial Services or banking industry.
Strong analytical skills in economics and statistics and mathematics
Knowledge of the asset-based financing industry will be an advantage
Ability to deal, agree and follow-up with business experts
Good project management skills and ability to coordinate assignments
Good communication skills, including ability to work in a multicultural environment
Business driven
High level of computer programming skills. Experience from using Matlab and Python are a plus.
Fluent in English, other languages are a plus

Further information
For more information about the position, please contact Krum Berovski (Head of SFS Credit risk department), 08-55352533.

Application
Your application should include a CV and a cover letter. Selection will be made on an ongoing basis throughout the application period.

Welcome with your application!

Please apply through http://www.scania.com/group/en/available-positions/ in order for us to get correct information. In case of problems during applying at scania.com, send Your application to kandidatbokning@scania.com
Important! Refer to Scania Job Id 20176846 in the headline and enclose Your CV, personal letter and relevant copies of grades (only in word or pdf-format). We also need Your full name, address, e-mail and cell phone no in order to register Your application. We will not manage incomplete mail applications.

Varaktighet, arbetstid
Heltid Tillsvidare

Publiceringsdatum
2018-02-13

Ersättning
Lön enligt avtal

Så ansöker du
Sista dag att ansöka är 2018-03-04
Klicka på denna länk för att göra din ansökan

Företag
Scania CV AB

Adress
Scania CV AB
Vagnmakarvägen 1, 151 87 Södertälje
15187 Södertälje

Kontorsadress
Vagnmakarvägen 1, 151 87 Södertälje

Jobbnummer
3962542

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