The Job

Analyst, IRB Models Framework

Finans, bank och juridik · Bank och investeringar · Riskhantering · Finansiell analys

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I korthet

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.

Ansvarsområden

  • 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.

Krav

  • 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.

Förmåner

  • 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
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Företag

Nordea

Publicerade jobb

för 1 vecka sedan

Upphör

om 5 dagar

Anställningstyp

Heltid

Arbetsform

Hybrid

Erfarenhetsnivå

Mellannivå

Platser

Stockholm, Sweden

Warsaw, Poland

Oslo, Norway

Helsinki, Finland

Kvalifikation

Masterexamen, Doktorand

Sökande

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