Senior Credit Risk Modeller

Finance, Banking & Legal · Banking & Investments · Risk Management · Financial Analysis

In short

Vi söker en Senior Credit Risk Modeller till Swedbank, med möjlighet att arbeta från Stockholm, Riga, Tallin eller Vilnius. Du kommer att utveckla och underhålla kreditriskmodeller enligt bankregelverk, ge stöd till andra enheter för riskhantering och affärsstyrning, samt kommunicera metodval och deras påverkan. Rollen innebär arbete i internationella organisationer med erfarna kollegor i gränsöverskridande projekt.

Responsibilities

Develop, test and maintain credit risk models according to banking regulations.
Support other units within the bank in understanding and implementing the models for risk management and business steering purposes.
Communicate to internal and external stakeholders the methodological choices for the models and their impact.
Work in an international organisation collaborating with experienced and supportive colleagues in cross-border projects.
Provide model insights to senior management and other stakeholders through ad hoc analysis and reporting.

Requirements

Higher education (MSc or PhD) in a quantitative field including but not limited to statistics, physics, mathematics, engineering or econometrics.
Previous experience with Python, Git, SQL, and working with large datasets.
Experience with statistical and machine learning methods.
Excellent analytical skills and results-oriented mindset.
A positive and self-driven attitude.
Fluency in English and ability to communicate clearly and effectively both verbally and in writing.
Previous work experience in financial sector in credit risk modelling, ideally in an IRB compliant bank under the supervision of the ECB.

Benefits

Personal and professional growth through self-leadership and continuous development.
Meaningful work that positively impacts our workplace, our customers, and society.
An open and collaborative culture that encourages cross-functional teamwork and provides networking opportunities.
A supportive and inclusive environment that promotes a balanced and sustainable work-life, with flexible working conditions when suitable for the role.
Enjoy country-specific benefits, including banking offers, a pension plan, our share-based reward program, health insurance in the Baltics and a health allowance in Sweden.

Skills

PythonGitSQLstatistical methodsmachine learning methods

#risk management#compliance#legal#credit risk modelling#data science#banking regulations#python#sql#financial sector#irb#ecb

About Swedbank

Since 1820, Swedbank has been the bank for the many households and businesses. We are a modern financial services platform focused on customer satisfaction. Our goal is to encourage people to save for a better future, and we aim to help people, businesses and society to grow by promoting a healthy and sustainable economy. As an equal opportunity employer, we believe that diversity and equality help us to grow and achieve our goals. We encourage a culture built on trust, respect and our values - open, simple and caring. With 7.4 million private customers and more than 600,000 corporate and…

See all open jobs at Swedbank Read more about Swedbank Website