Quantitative / Senior Quantitative Risk Analyst
Nordea Bank Abp, Filial i Sverige / Bankjobb / Stockholm
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hela Sverige Nordea is a leading Nordic universal bank. We are helping our customers realise their dreams and aspirations - and we have done that for 200 years. We want to make a real difference for our customers and the communities where we operate - by being a strong and personal financial partner.
Job ID: 23980
We are looking for a Quantitative Risk Analysts to join Risk Models at Nordea.
At Nordea, we're committed to being a partner our customers and society can count on. Compliance and integrity go hand in hand. Joining us means you'll have an impact on how we do banking - today and tomorrow. So bring your ideas, skills and unique background. With us, you'll be in good company with plenty of opportunities to collaborate, grow and make your mark on something bigger.
The job provides an exciting mix of challenges, where different areas of knowledge and skills shall be employed: working with big data, creating expected credit loss framework, develop credit risk models, analysing economic behaviour, understanding and abiding to regulatory constraints and further, to explain complex models to stakeholders on all levels across the Bank. You will join a highly professional and dedicated team with a large network across the bank and with excellent opportunities for personal and professional development.
About this opportunity
Welcome to the Collective Impairment Models team in Risk Models in Group Risk. Working with us, you will be part of one of the most important programs for the bank, which consists of upscaling Nordea's models and frameworks for internal expected loss. You will cooperate closely with your colleagues across the bank and you will have great possibilities to develop your skills within credit risk area - a field which is in high focus in Nordea.
What you'll be doing:
* Developing quantitative models within the IFRS9 suite of credit risk models
* Defining solutions and frameworks for expected credit loss, ensuring internal model consistency for model use
* Developing an impact tool in Python to simulate portfolio impact for various scenario analysis, including stress testing and macro sensitivities
* Building strong relationship with different stakeholders within and outside the bank to facilitate understanding on our models and framework
* Providing sharp data analytics to contribute to key decisions
You will join an open and inspiring atmosphere in a team, where we value being good colleagues. Your work life balance is important to us. We offer flexible working hours, remote work, generous leaves (including parental), time off and time to take care of sick children.
The role is based in Warszawa, Helsinki or Stockholm.
Who you are
Collaboration. Ownership. Passion. Courage. These are the values that guide us in being at our best - and that we imagine you share with us.
To succeed in this role, we believe that you:
* Show quantitative analytical capability, proactivity and problem-solving skills. You are comfortable working with large datasets and enjoy finding solutions to loosely defined problems
* Are a team player and can work closely with stakeholders from different parts of the bank
* Can prioritize what is most important and are committed to deliver high quality on time
* Are dependable, willing to speak up even when it's difficult
Your experience and background:
* An academic degree (MSc or PhD) within a quantitative field, including but not limited to statistics, mathematics, economics or engineering
* 2-5 years' experience working with data and models
* Proficiency with programming languages such as Python, SQL, PySpark or similar
* IRB/IFRS9 experience is an advantage
If this sounds like you, get in touch!
Next steps
Submit your application no later than 08/09/2024. For more information, you're welcome to contact Leader for ECL Models 2, Artur Kransengren at artur.kransengren @nordea.com.
At Nordea, we know that an inclusive workplace is a sustainable workplace. We deeply believe that our diverse backgrounds, experiences, characteristics and traits make us better at serving customers and communities. So please come as you are.
Please be aware that any applications or CVs coming through email or direct messages will not be accepted or considered.
For union information, please contact
finansforbundet@nordea.se or
SACONordea@nordea.com.
Ersättning Undefined
Så ansöker du Sista dag att ansöka är 2024-09-08
Klicka på denna länk för att göra din ansökan Arbetsgivarens referens Arbetsgivarens referens för detta jobb är "23980-42751234".
Omfattning Detta är ett heltidsjobb.
Arbetsgivare Nordea Bank Abp, Filial i Sverige (org.nr 516411-1683)
Arbetsplats Nordea
Kontakt PRS Team
00000000 Jobbnummer 8837801
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