We are looking for a Senior Credit Risk Model Analyst with the ability to develop and implement Credit Risk models (LGD and CCF) covering Nordeas credit risk area. This is an opportunity for you to contribute to Nordeas ambitious model development programme by improving Nordeas LGD and CCF models framework.
In today’s world, change is the one thing you can count on. But whatever the future brings, our customers remain at the heart of everything we do.
That’s where you come in. Working with dedicated colleagues in an exciting, fast-paced environment, you’ll help meet our customers’ changing needs.
We aim to be courageous and explorative in our approach to innovating better ways of delivering banking services – anytime, anywhere. This means you’ll have many opportunities to learn and grow as you build your career with us. Will you help us lead the way in creating great customer experiences?
Your future responsibilities
You’ll join the LGD/CCF Models-team, where we have the responsibility for Nordea’s LGD and CCF models. The LGD and CCF models are an essential part in the risk management and in capital adequacy calculations.
What you’ll be doing:
- Develop new regulatory compliant models
- Improve methodological chocies and
- Undestand and document new and existing models
- Participate in cross-organisational delivery teams
- Give input to senior management and business based on data and model expertise
The role is based in Copenhagen or Stockholm. Welcome to a team with a community of highly quantitative profiles with strong data and modelling backgrounds, operating within the credit risk area of Nordea.
Who you are
Collaboration. Ownership. Passion. Courage. These are the four key values that guide us in being at our best. We imagine that you enjoy learning and are excited about bringing your ideas to the table. You’re dependable, willing to speak up – even when it’s difficult – and committed to empowering others.
Your profile and background:
- Analytical and solutions oriented
- Able to focus and work in a hectic/challenging environment where priorities may change quickly
- Strong focus on results and deliveries and excellent communication skills
- Strong quantitative background; math, physics, engineering, mathematical finance etc.
- Experience with LGD and CCF model development projects and ability to take leadership
- Experience in programming software (SAS, SQL or similar) is an advantage
- Knowledge of current and future regulations relevant for LGD and CCF
- Ability to work with people of different backgrounds
If this sounds like you, get in touch!
