Om tjänsten
We are
looking for a Senior Credit Risk Model Analyst for Credit Portfolio Analytics to
focus on credit risk stress test. This is an opportunity for you to play
an important role in developing this portfolio analytics function in second
line of defence, covering both analysis of the development of credit risk and
forward-looking analysis, sensitivity and stress testing of credit.
Compliance and integrity go hand in hand. It’s all about making sure that we’re a trusted partner to both our customers and society – the foundation for great customer experiences.
That’s where you come in. Working with us, you’ll help ensure that compliance underpins every decision we make and every action we take.
Together, we are passionate about building a bank that makes a difference – one where you can learn and grow. Will you help us lead the way in embedding compliance to transform the
future of banking?
Your future responsibilities
You’ll join Credit Portfolio Analytics (CPA)
unit which is part of Group Credit Risk Control (GCRC) and the second line of
defence credit risk function. CPA has been set up to become a competence centre
with a profound and holistic understanding of the levels and development of
credit risks throughout the credit portfolios in Nordea. The unit is
responsible for credit risk stress testing, recurring and ad-hoc credit
portfolio analysis and monitoring of the credit decision process and rating
model performance.
As
Senior Credit Risk Model Analysts, you will:
- Be a key contributor to the development of the credit risk stress testing framework and to the assessment of the results of the credit risk stress test analysis, with focus on the identification of the main vulnerabilities of the credit portfolio
- Support the development of the retail portfolio related analytical and monitoring activities
- Contribute to the dialogue on stress testing with business areas, ensuring that stress testing analysis can supports business decisions in an effective manner.
- Drive the enhancement of the link between the risk appetite framework and credit risk stress testing, and ensure that results of stress analysis, including in the ICAAP, are assessed in the context of the risk appetite framework
- Support the various analytical activities focusing on the development of the credit risk in the different portfolio segments
The role is based in any of the Nordic capitals.
Welcome to a fast paced and specialized team where you will work very closely
to other members of the CPA unit, and establish a close working relationship
within other teams in Group Risk & Compliance, Treasury & ALM
Analytics, Markets Research, and the business areas.
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:
- Master's degree with strong
results in finance/mathematics/economics or engineering
- At least 5 years' experience in
credit risk management/enterprise-wide risk management/stress testing
- Strong quantitative and technical
skills, including a track record in problem solving, complex analysis,
working independently and proven superior logic and numerical ability
- High motivation with a genuine
ambition to drive change and development, combined with and a track record
of great stakeholder management
- Excellent presentation and
communication skills with proven ability to transpose analytical
deliverables into presentation material
- Strong working experience in
SAS/SQL/Python/R
- Finally, you are fluent in
English, both written and spoken
If this sounds like you, get in touch!
Extra information
- Status
- Stängd
- Ort
- Stockholm
- Typ av kontrakt
- Heltidsjobb (förstajobb)
- Typ av jobb
- Kontor / Administration , IT
- Körkort önskas
- Nej
- Tillgång till bil önskas
- Nej
- Personligt brev krävs
- Nej
