Inaktiv platsannons

Senior Credit Risk Model Analyst, Copenhagen or Stockholm

Om tjänsten

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?
 
The offer
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 statistical credit risk models (in SAS)
  • Involved in project activities within credit risk modelling
  • Guiding your less experienced colleagues in various tasks
  • Continuously work on improving methodological choices for statistical models 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 analysis and model expertise
By joining this team, you get the possibility to work among high performing colleagues with a great team spirit.
 
Who are you
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.
 
You show analytical capability and problem-solving skills, as well as the ability to prioritise and deliver high quality on time - also under time pressure.
 
Your profile and background:  
  • PhD or Master's degree in mathematics, engineering economics, statistics, finance, or similar
  • At least three years of experience working with credit risk models or related
  • Extensive experience in programming. Experience working with SAS is an advantage
  • Experience driving projects and deliveries, ideally in an agile environment
  • Knowledge of Basel regulations
  • Knowledge of Nordea's internal data is an advantage
If this sounds like you, get in touch!
 

Publicerad den

23-03-2024

Extra information

Status
Stängd
Ort
Stockholm
Typ av jobb
Kontor / Administration , IT
Körkort önskas
Nej
Tillgång till bil önskas
Nej
Personligt brev krävs
Nej