Senior Model Monitoring Analyst to Risk Models in Copenhagen or Stockholm
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København
We are looking for a Senior Credit Risk Model Analyst to join the Model Monitoring and Performance team within Risk Models.
This is an opportunity for you to join a highly professional and dedicated team and become part of a large organization and to gain a broad network across the bank. You will get a chance to impact Nordea's risk management by engaging in an exciting job with excellent opportunities for personal and professional development.
At Nordea, we’re committed to being a partner our customers and society can count on. Compliance and integrity go hand in hand. Joining us means you’ll have an impact on how we do banking – today and tomorrow. So bring your ideas, skills and unique background. With us, you’ll be in good company with plenty of opportunities to collaborate, grow and make your mark on something bigger.
About this opportunity
Welcome to Model Monitoring & Performance in Risk Models. We add value by maintaining an understanding of the IRB model performance and raising awareness around model performance related issues. More precisely, the team is responsible of the ongoing performance monitoring of Nordea's IRB models. As Credit Risk Model Analyst, you’ll play a valuable role across the areas of the team's portfolio of tasks.
Risk Models encourages rotation across units within the department, so joining our team presents a unique opportunity to develop a broad competence in the area by working on several types of models and collaborating with first class professionals in an international environment.
What you’ll be doing:
- Developing, operating and maintaining the IRB model performance monitoring framework
- Raising awareness around identified risks and deficiencies
- Collaborating with a variety of stakeholders including risk management, model development, model validation and model users across the bank
You’ll join a passionate team of eight quantitative analysts and risk managers located in Copenhagen and Stockholm. The role is based in either Copenhagen or Stockholm.
Who you are
Collaboration. Ownership. Passion. Courage. These are the values that guide us in being at our best – and that we imagine you share with us.
To succeed in this role, we believe that you:
- Are self-motivated with an ability to take ownership
- Are skilled communicator in both writing and speech
- Enjoy learning and are excited about bringing your ideas to the table
- Are honest and reliable, willing to speak up even when it’s difficult.
Your experience and background:
- PhD or Master’s in a quantitative field such as mathematics, engineering, econometrics, finance, or similar is expected
- Excellent communication skills in English
- Sound knowledge of applied mathematical modelling and a proven track-record of excellent quantitative skills
- Proficiency in one or more relevant programming language such as SQL, SAS, Python, Matlab, R, C++
- Knowledge of IRB models is preferred
- Knowledge of credit risk is an advantage
Seniority of the role and remuneration will depend on the level of candidates’ experience in the relevant fields. Candidates for both junior and senior analyst roles are encouraged to apply.
If this sounds like you, get in touch!
Next steps
Submit your application no later than 16 September 2020. For more information, you’re welcome to contact Sara Fremlin, [email protected]
At Nordea, we know that an inclusive workplace is a sustainable workplace. We deeply believe that our diverse backgrounds, experiences, characteristics and traits make us better at serving customers and communities. So please come as you are.
For candidates from Sweden for union information, please contact Finansförbundet at [email protected] or SACO at [email protected]
Information og data
Denne ledige stilling har jobtypen "Finansmedarbejder", og befinder sig i kategorien "Økonomi og jura".
Arbejdsstedet er beliggende i København
Jobbet er oprettet på vores service den 2.9.2020, men kan have været deaktiveret og genaktiveret igen.
- Finansmedarbejder
- København
- Onsdag den 16. september 2020
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