We are looking for a driven expert to join the Corporate and Real Estate PD Models team within Credit Risk Models. You will work in a team with endless opportunities and ambitious plans.
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
The team are responsible for Nordea's Corporate & Real Estate Rating and Probability of Default (PD) models. These models are an essential part in the risk management and in capital adequacy calculations.
What you’ll be doing:
- Develop and maintain mathematical credit risk models (in SAS)
- Continuously work on improving methodological choices and be able to clearly communicate its rationale and impact to internal and external stakeholders
- Give input to senior management and business based on data and model expertise
The role is based in Copenhagen or Stockholm. By joining this team, you get the possibility to work among high performing colleagues with a great team spirit.
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:
- PhD or Master's degree in economics, finance, mathematics, engineering or similar
- At least three years of experience working with credit risk models
- Experience driving projects and deliveries, ideally in an agile environment
- Extensive experience in programming. Knowledge of SAS, SQL is an advantage
- Knowledge of Basel regulations
- Knowledge of Nordea's internal data
If this sounds like you, get in touch!