Osoite Are you a (senior) Quantitative Analyst with a knack for navigating complex databases and producing clear analysis? Do you have knowledge of, interest in or even experience with IRB or IFRS9 models? Then this opportunity may be for you! We're looking for a (Senior) Quantitative Analyst to join the Model Monitoring and Performance team within Risk Models.
Nordea has recently developed new, state-of-the-art IRB models and we have the same ambition level for the new IFRS9 models we're currently building. Model Monitoring and Performance is responsible for ensuring that the new models' performance is continuously scrutinized, and for identifying any issues arising within them. Our key stakeholders are model developers, model users in Business and senior management.
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
As a (Senior) Quantitative Risk Analyst in Model Monitoring and Performance, you'll work with an inspiring, competent and creative group of professionals in an international environment. In your daily job, you'll be applying your quantitative and data analysis skills to produce clear and concise communication about model performance and performance issues to model developers and senior management. You'll mainly be working with Python, SQL and Hadoop, but SAS, R and other tools may be used here and there.
What you'll be doing:
The role will be located in Helsinki or Stockholm and team colleagues are in Copenhagen, Stockholm and Helsinki.
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:
Your experience and background:
If this sounds like you, get in touch!
Next steps
Submit your application no later than 05/04/2024 . For more information, you're welcome to contact Rene Eriksen.
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.
Please be aware that any applications or CVs coming through email or direct messages will not be accepted or considered.
Only for candidates in Swden: For union information, please contact finansforbundet@nordea.se or SACONordea@nordea.com.
Nordea has recently developed new, state-of-the-art IRB models and we have the same ambition level for the new IFRS9 models we're currently building. Model Monitoring and Performance is responsible for ensuring that the new models' performance is continuously scrutinized, and for identifying any issues arising within them. Our key stakeholders are model developers, model users in Business and senior management.
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
As a (Senior) Quantitative Risk Analyst in Model Monitoring and Performance, you'll work with an inspiring, competent and creative group of professionals in an international environment. In your daily job, you'll be applying your quantitative and data analysis skills to produce clear and concise communication about model performance and performance issues to model developers and senior management. You'll mainly be working with Python, SQL and Hadoop, but SAS, R and other tools may be used here and there.
What you'll be doing:
- Quantitative analysis of model performance for all components of IRB and IFRS9 models (PD, LGD, EAD)
- Communicating conclusions of your analysis to model developers and senior management - in reports and meetings
- Developing, maintaining and operating the IRB and IFRS9 model performance monitoring framework
- Collaborating with a variety of stakeholders including risk management, model development, model validation and model users across the bank
The role will be located in Helsinki or Stockholm and team colleagues are in Copenhagen, Stockholm and Helsinki.
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 driven by a desire to know more
- Love to make sense of data
- Are self-driven and take ownership
- Find it easy to understand others, and make yourself understood by others
- Love to think in terms of the big picture, but know that the devil is in the detail
- Enjoy learning, and are excited about bringing your ideas to the table
- Are honest and reliable, and willing to speak up even when it's difficult.
Your experience and background:
- Master's in a quantitative field such as mathematics, engineering, econometrics, data science, finance, or similar
- Excellent communication skills (English is the working language)
- Sound knowledge of applied mathematical modelling and a proven track-record of excellent quantitative skills
- Proficiency in Python and SQL
- Knowledge of or interest in IRB and/or IFRS9 models, or other advanced statistical models - actual experience with these models is a definitive plus
If this sounds like you, get in touch!
Next steps
Submit your application no later than 05/04/2024 . For more information, you're welcome to contact Rene Eriksen.
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.
Please be aware that any applications or CVs coming through email or direct messages will not be accepted or considered.
Only for candidates in Swden: For union information, please contact finansforbundet@nordea.se or SACONordea@nordea.com.
