Analyst, IRB Models Framework
Finance, Banking & Legal · Banking & Investments · Risk Management · Financial Analysis
In short
We are looking for a Quantitative Risk Analyst with experience in statistical modelling and quantitative methods to work on methodologies, governance, and processes for Nordea’s Internal Ratings-Based (IRB) models. This role involves updating and creating framework documents, ensuring compliance with European regulation, and collaborating with various stakeholders across the organization.
Responsibilities
- Update and create IRB model framework documents and other relevant documents.
- Collaborate with stakeholders in Risk Models Methodology & IRB Models and other units, including Model Risk Management and Group Internal Audit.
- Analyze methodological choices, justify conclusions, and document them.
- Update and create documents in English, driving the process with input from stakeholders.
- Ensure described methodologies, processes, and governance comply with European regulation and internal rules.
- Present documents, analysis, and methodology to relevant fora and committees.
- Perform ad hoc quantitative and qualitative analysis.
Requirements
- Master’s Degree or PhD in a quantitative field (finance, economics, mathematics, statistics, physics, or similar).
- Excellent collaboration skills.
- Excellent knowledge of and significant experience with statistical modelling.
- Full proficiency in English and excellent writing skills.
- Knowledge about the European regulation for IRB models.
- Understanding of the role of IRB models in a financial institution.
- Understanding of organisation and governance processes.
- Energetic and service-minded personality.
- Positive and curious mindset.
- Pragmatic, can-do attitude.
- Strong focus on results, deliveries, and deadlines.
- Ability to work in teams and independently.
Benefits
- Hybrid working model.
- Opportunities to evolve, develop, and learn from brilliant colleagues.
- Culture that fosters performance and growth.
- Vibrant working environment.
#Quantitative Risk Analyst#IRB Models#Risk Management#Methodologies#Governance#Processes#Statistical Modelling#Quantitative Methods#European Regulation#Nordea
Company
Nordea
Job Posted
1 week ago
Expires
in 5 days
Employment Type
Full Time
WorkMode
Hybrid
Experience Level
Mid-Senior
Locations
Stockholm, Sweden
Warsaw, Poland
Oslo, Norway
Helsinki, Finland
Qualification
Master, Doctoral
Applicants
Be an early applicant