The Job

Credit Risk Model Validator (Retail Models) [Senior/Lead Quantitative Risk Analyst]

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

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I korthet

We are seeking a Senior/Lead Quantitative Risk Analyst to join Nordea's Model Risk & Validation team. This role involves independently validating credit risk models (IRB, IFRS9, stress testing) using quantitative and qualitative analysis, identifying model risk, and advising stakeholders. The position offers a hybrid work model and is based in Warsaw, Stockholm, or Helsinki.

Ansvarsområden

  • Perform validations independently.
  • Take an active role in the validation of existing, new and changed credit risk models, including IRB (PD/LGD/EAD), IFRS9 and credit risk stress testing models.
  • Use quantitative and qualitative analyses to identify and assess model risk.
  • Communicate the outcome of reviews to a variety of stakeholders.
  • Advise and guide model developers and other stakeholders in managing model risks.
  • Develop and improve techniques and processes for model validation.
  • Lead validations to ensure that MRV's deliveries are completed with a high quality (Lead level).

Krav

  • Academic degree in a quantitative field, such as mathematics, econometrics, statistics, finance, engineering or economics.
  • Experience in Python or SAS programming.
  • Excellent skills in spoken and written communication (English).

Önskade kvalifikationer

  • Experience in EAD or LGD modelling is an advantage.
  • Are confident in your analysis, but also willing to challenge your views with peers.
  • Engage in a productive collaboration with stakeholders including model owners/developers.
  • Enjoy working in a team, but also independently.
  • Have an eye for detail, yet able to see the big picture.
  • Effectively communicate complex topics to a variety of stakeholders.

Förmåner

  • Hybrid working model – we believe in the value of bringing people together and at the same time we embrace the freedom of flexibility.
  • A culture that fosters performance and growth in one of the largest Nordic banks, offering various opportunities to evolve, develop and learn from brilliant colleagues with diverse backgrounds in a vibrant working environment.
#credit risk#model validation#quantitative analysis#retail models#IRB#IFRS9#stress testing
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Företag

Nordea

Publicerade jobb

för 2 dagar sedan

Upphör

om 1 vecka

Anställningstyp

Heltid

Arbetsform

Hybrid

Erfarenhetsnivå

Senior

Platser

Warszawa, Poland

Stockholm, Sweden

Helsinki, Finland

Kvalifikation

Kandidatexamen

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