Senior Model Validation Specialist (Credit Risk)
Swedbank AB / Datajobb / Stockholm
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hela Sverige Are you passionate about Credit Risk, Statistics and Programming?
With us you have the opportunity to:
• Validate and review IRB and IFRS9 credit risk models, document and communicate validation results;
• Develop validation methodology of IRB and IFRS9 models;
• Collaborate with model developers, model owners, implementors, credit risk, business and other counterparties to ensure speedy validation of models and methodologies.
What you need in this role:
• Master's or PhD degree in finance and/or mathematics/engineering or a great reason for not having one;
• Knowledge and experience in credit risk management and credit risk modelling, good knowledge of LGD models is an asset;
• Knowledge of CRR, EBA IRB regulations, TRIM;
• Experience in data analysis;
• Experience in programming eg SAS, SPSS, SQL, Python;
• Ability to effectively communicate validation results orally and in writing, fluency in English is required.
Join our team and ...
be a part of an international team of high professionals, who are jointly delivering challenging projects, maximizing customer value and increasing Swedbank's competitive advantage." Jelena Raid, your future leader
We look forward to your application at the latest 25.02.2021.
Contacts:
SACO: Henrik Joelsson +46 40 24 25 08
Finansförbundet: Åke Skoglund +468 5859 0288
Swedbank does not discriminate anybody based on gender, age, sexual orientation or sexual identity, ethnicity, religion or disability - everybody is welcome.
Varaktighet, arbetstid
Heltid Anställningstid enligt överenskommelse
Publiceringsdatum2021-02-10ErsättningLön enligt överenskommelse
Så ansöker duSista dag att ansöka är 2021-02-24
Klicka på denna länk för att göra din ansökanFöretagSwedbank AB
Omfattning Detta är ett heltidsjobb.
Arbetsgivare Swedbank AB (org.nr 502017-7753)
Arbetsplats Swedbank Group
Jobbnummer 5568394
Observera att sista ansökningsdag har passerat.