Quantitative Risk Analyst, LGD Models [Regular/Senior]

Nordea Bank Abp, Filial i Sverige / Bankjobb / Stockholm
2026-03-16


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Job ID: 2606

Quantitative Risk Analyst, LGD Models [Regular/Senior] (permanent position)
Do you want to play an important role in one of the largest model development programmes in Nordics? We are now looking for (Senior) Quantitative Risk Analyst to develop LGD models in Nordea. This opportunity is an exciting mix of challenges such as developing statistical models, designing internal software libraries, working with big data, analysing economic behaviour, understanding and abiding to regulatory constraints.
About our team
Meet the LGD Models team in Risk Models Methodology & IRB Models. Our team is a part of one of the most important programs, which consists in upscaling Nordea's internal models for the credit risk. The primary focus of this role is to develop LGD models, but there would be opportunities to work with other IRB parameters. As (Senior) Quantitative Risk Analyst you will develop your skills within advanced modelling - a field which is in high focus in Nordea.
Being a part of the broader Group Risk organization, you'll help ensure that compliance underpins every decision we make and every action we take. By bringing your perspectives to the team and through your focus on quality and cooperation, you will be important.
Collaboration. Ownership. Passion. Courage. These are the values that guide us in how we work and how we make decisions - and that we imagine you share with us.
What you'll be doing
Main responsibilities in this role:
Develop, test and maintain LGD models
Develop tools for data extraction for model development and other analysis
Continuously work on improving methodological choices for the models and be able to clearly communicate its rationale and impact to internal and external stakeholders
Join an open and inspiring atmosphere, where you will cooperate closely with your colleagues across the bank
Give input to senior management and business based on data analysis and previous experience

You will join a highly professional and dedicated team of analysts with diverse background and with excellent opportunities for personal and professional development.
Who you are
This is the right role for you if you:
Enjoy learning and are excited about bringing your ideas to the table;
Take the ownership of the task, but enjoying collaboration with others;
Have good communication skills to manage stakeholder interaction efficiently across the value chain.

Your background and skills include:
Advanced degree in a quantitative field, including but not limited to economics, statistics, physics, mathematics, data science, or similar
Experience in IRB modelling, especially in risk quantification
Knowledge of SQL, Python, SAS or similar
Understanding of statistical and machine learning methods
Experience in working with data and models

It would be ideal if you also have:
Experience in driving deliveries with the tight deadlines
Knowledge of credit risk processes and bank products
Understanding of technologies and IT solutions used for data processing

What we offer
People come here when they want to get somewhere. For some, it's to take their career to the next level. For others, it's to break new ground within their area of expertise - in other words, with us, you will always move forward.
A culture that fosters performance and growth in one of the largest Nordic banks, offering various opportunities to evolve, develop and learn from brilliant colleagues with diverse backgrounds in a vibrant working environment.
Hybrid working model - we believe in the value of bringing people together and at the same time we embrace the freedom of flexibility.
Diversity and inclusion are a natural part of our daily work. We know that an inclusive workplace is a sustainable one. We genuinely believe that our diverse backgrounds, experiences, characteristics and traits make us stronger together. Every day we strive to find new ways to improve diversity and inclusion within our community e.g. we have signed the European Diversity Charters in the countries where we operate to show our commitment and engage with others to continue learning and improving.
If this sounds like you, get in touch!
Next steps
Submit your application no later than 31/03/2026.
We enable dreams and aspirations for a greater good.
We build relationships. We add a personal touch to everything we do - when advising our customers, collaborating with colleagues, and meeting our potential candidates.
We learn and develop. We take pride in being experts and thinking ahead. We use our expertise to meet our customers' needs, from the simplest to the most complex. We bring a growth mindset to our work that enables us to focus on a broader perspective in our daily challenges.
We lead change. We are responsible and aware of the impact of our decisions, both for our customers and for our local and global communities. Mindful of our responsibility towards current and future generations, we have made sustainability an integrated part of our business strategy.
We are Nordea. We have a 200-year history of supporting and growing the Nordic economies and our values are deeply rooted in these open, progressive and collaborative societies. As one of the biggest employers in the Nordics, Poland and Estonia, you have excellent opportunities to evolve, develop and move forward with us.
For union information, please contact Finansförbundet at finansforbundet@nordea.se or SACO at SacoNordea@nordea.com.

Så ansöker du
Sista dag att ansöka är 2026-03-31
Klicka på denna länk för att göra din ansökan

Omfattning
Detta är ett heltidsjobb.

Arbetsgivare
Nordea Bank Abp, Filial i Sverige (org.nr 516411-1683), https://www.nordea.com/en/careers/open-jobs
Smålandsgatan 15-17 (visa karta)
111 46  STOCKHOLM

Arbetsplats
Nordea Bank Abp Filial i Sverige

Jobbnummer
9799395

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