Credit Risk Model Developer i Stockholm

Credit Risk Modelling (CRM) is a unit within Group Risk responsible for the development and maintenance of credit risk models used in the area of credit risk. The unit is responsible for IRB models and economic capital models and consists of some 25 people working in teams in teams dedicated to modelling, data analysis and IRB regulations. We now see the need to further strengthen the Swedish IRB modelling team with a model developer. The focus will be towards IRB models in all three risk dimensions; PD, LGD and CCF.

There will be some flexibility regarding complexity of the work and risk dimension to work with depending on previous experience and interest of the successful candidate.

In your role you will:

• Participate in and / or drive IRB modelling projects, aiming at adapting models and methods to upcoming regulatory requirements
• Perform regular model maintenance of existing models
• Participate in further developing modelling techniques
• Provide analyses of changes affecting the IRB area and propose ways forward
• Communicate with stakeholders across the bank

The position will be located at the Swedbank headquarters in Sundbyberg.

Credit Risk Modelling offers a challenging work environment where you as an individual will be given both freedom and responsibility. As a model developer you will contribute with your knowledge and you will be given the opportunity to continuously develop in order to have up to date knowledge within the field.

Our current team consist of a diverse group of dedicated and highly competent colleagues. We strive to have a tight collaboration to draw from each other's strengths, and to challenge our self to gain knowledge to produce the best possible result.

As the modelling area is crucial part of the bank, it attracts attention from internal and external stakeholders. The work you produce will make an evident difference for the bank.

We may begin the selection under the application period, so we welcome your application as soon as possible.

If this is not of interest to you – recommend the job to a friend!

To fit the role, you have some years of working experience in IRB modelling or IRB validation from a bank, consultancy or similar. In addition, you have:

• Academic degree (MSc) in relevant quantitative field
• Proficiency in programming and model development/validation in SAS
• Good knowledge about IRB models
• Proficiency in statistical/mathematical modelling techniques
• Credit risk related experience and understanding

In order to succeed, you need to be driven, methodical and have an ability to multitask whilst producing high quality results under short deadlines.

You need to work with transparency in mind and be good communicator with you colleagues. You will strive in this position if you enjoy working in an environment that produces new challenges continuously.

Fluency in English and Swedish, both in writing and spoken, is imperative to be eligible for the position. All staff is expected to deliver on time with good quality and to live by Swedbank's core values; open, simple and caring

At Swedbank we have a lot of exciting opportunities, you lead yourself to find experiences that inspire you – We stand behind you and support you.

We want to inform you that the recruitment process may be delayed at the moment due to the current circumstances regarding COVID-19. Thank you for your understanding!

Nothing of interest for you – recommend the job to a friend!

We have made our choice regarding recruitment media and therefore kindly decline contact with ad sellers or sellers of other recruitment services.