Risk Expert
Finance, Banking & Legal · Banking & Investments · Risk Management · Financial Analysis
In short
Söker en Riskexpert för en tillsvidare, heltidstjänst inom Group Financial Risk. Du kommer att stödja övervakning, analys, rapportering och styrning av motparts kreditrisk för derivat och värdepappersfinansiering. Rollen innebär att producera rapporter, analysera riskdata, upprätthålla kontroller och samarbeta med olika team. Erfarenhet av riskkoncept, finansiella produkter och regelverk är viktigt.
Responsibilities
- Produce and enhance daily, monthly, quarterly, and ad hoc counterparty credit risk reports for management, committees, risk owners, and regulatory stakeholders.
- Analyse movements in Current Exposure, Potential Future Exposure, Exposure at Default, Expected Positive Exposure, Pre-Settlement Risk, collateral, stress results, and limit utilisation.
- Investigate exposure changes, data breaks, outliers, concentration risks, breaches, exceptions, and emerging risk themes.
- Prepare concise executive commentary explaining key drivers, trends, risk appetite metrics, issues, and forward-looking risk outlooks.
- Support stress testing and scenario analysis across market factors, counterparty concentrations, collateral, margin period of risk, liquidity stress, and reverse stress scenarios.
- Maintain and strengthen controls, reconciliations, data quality checks, reporting procedures, and escalation routines.
- Support audits, regulatory requests, framework assessments, remediation plans, and governance submissions.
- Partner with risk management, credit risk, trading, finance, model risk, technology, data, audit, and regulatory teams to ensure complete, accurate, timely, and actionable reporting.
- Maintain robust documentation of reporting processes, assumptions, controls, limitations, issues, and escalation paths.
- Support risk governance forums through clear reporting, issue updates, remediation tracking, and management action follow-up.
- Apply a control mindset to ensure reporting is complete, accurate, timely, granular, and fit for effective risk oversight.
- Contribute to process improvement, reporting automation, control enhancement, and remediation of legacy data or process dependencies.
- Communicate complex risk concepts clearly and confidently to senior stakeholders and non-technical audiences.
- Engage constructively with cross-functional teams across risk, front office, finance, data, technology, model risk, audit, and regulatory engagement.
- Challenge data, assumptions, explanations, control gaps, and remediation plans in a professional and evidence-based manner.
- Coordinate inputs from multiple teams, manage reporting deadlines, and maintain high standards of accuracy under time pressure.
Requirements
- Strong understanding of Counterparty Credit Risk concepts, including exposure measures, netting, collateralisation, margining, limit utilisation, Wrong-Way Risk, concentration risk, and default management.
- Knowledge of derivatives and securities financing products, including OTC derivatives, cleared products, interest rate derivatives, FX products, repos, and securities lending.
- Working knowledge of regulatory and supervisory expectations relevant to CCR, including CRR, Basel standards, SA-CCR, IMM, CVA risk, stress testing expectations, BCBS 239, and data quality principles.
- Experience producing management information, executive summaries, dashboards, risk commentary, committee materials, and regulatory reporting inputs.
- Strong analytical skills with experience investigating large datasets, exposure movements, portfolio concentrations, risk drivers, exceptions, and data quality issues.
- Proficiency in Excel, PowerPoint, SQL, Python,R, Power BI, or similar tools for data extraction, analysis, visualisation, automation, and reporting.
- Experience working with CCR systems, exposure engines, risk data warehouses, reporting databases, collateral systems, and workflow tools.
- Ability to reconcile outputs across source systems, reporting layers, finance processes, capital processes, and downstream reporting outputs.
- Understanding of data lineage, data ownership, data controls, issue management, and change impact assessment.
- Ability to build repeatable analytics processes, dashboards, exception reports, reconciliations, control checks, and automated workflows.
Desired Qualifications
- Degree in finance, economics, mathematics, statistics, engineering, computer science, or a related quantitative discipline.
- Professional certification such as FRM, CFA, or equivalent risk management qualification is an advantage.
- Experience in banking, financial services, risk management, counterparty credit risk, traded products, market risk, or regulatory reporting.
- Experience supporting internal model, standardised approach, capital, stress testing, ICAAP, or supervisory reporting processes is beneficial.
Benefits
- Hybrid working model
- Opportunities to evolve, develop and learn from brilliant colleagues with diverse backgrounds in a vibrant working environment.
- Move forward in your career.
Skills
SQLPythonRPower BIExcelPowerPoint
#Risk Management#Counterparty Credit Risk#Financial Risk#Reporting#Analytics#Data Analysis#Regulatory Compliance#Derivatives#Securities Financing#Collateral Management
About Nordea
We are a universal bank with a 200-year history of supporting and growing the Nordic economies – enabling dreams and aspirations for a greater good. Every day, we work to support our customers’ financial development, delivering best-in-class omnichannel customer experiences and driving sustainable change. We are a full-service universal bank and the third largest corporation in the Nordic region and one of the top 10 financial services companies in Europe based on market capitalisation. We are present in 17 countries, including our four Nordic home markets which together constitute the 10th…
Company
NordeaJob Posted
2 days ago
Expires
in 5 days
Employment Type
Full Time
Work mode
Hybrid
Experience Level
Mid-Senior
Locations
Helsinki, Finland
Łódź, Poland
Warszawa, Poland
Stockholm, Sweden
Gdańsk, Poland
Tallinn, Estonia
Qualification
Undergraduate, Bachelor, Master, Doctoral
Applicants
Be an early applicant
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