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LGD Model Validator (Senior/Lead)

  • Externa annonser
  • Remote

Hemsida Nordea Sweden

Would you like to be part of a team with experienced and talented colleagues and make a difference for Nordea’s credit risk models? We are currently looking for a Senior/Lead Quantitative Risk Analyst to strengthen Nordea’s independent model validation function.

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 the Model Risk & Validation unit. We add value by assessing risks related models used in Nordea through e.g. independent model validation. As the Lead or Senior Quantitative Risk Analyst, you will play a key role in ensuring that models satisfy internal and external standards for conceptual soundness, performance and use.

What you’ll be doing:

  • Take a driving role in the validation of existing, new and changed credit risk models, with particular focus on IRB Loss-given-default (LGD) models.
  • Use quantitative and qualitative analyses to identify and assess model risk.
  • Communicate the outcome of our reviews to a variety of stakeholders, including senior management and board of directors.
  • Advise and guide model developers and other stakeholders in managing model risks.
  • Develop and improve techniques and processes for model validation.

You will join a dynamic and inclusive team of experienced model risk experts with diverse backgrounds and willingness to share their expertise and learn from you. We work in a cross-border team with team members in Copenhagen, Helsinki, Stockholm and Warsaw. We provide a working environment with a balanced hybrid approach combining both collaboration in the office and remote work.

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 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 master working independently.
  • Have an eye for detail, yet able to see the big picture.
  • Have excellent skills in spoken and written communication (English).
  • Effectively communicate complex topics to a variety of stakeholders.

In addition, we believe that your experience and background entails:

  • Extensive professional track record of working with models within the financial sector, in particular IRB models.
  • Experience in model development, validation and/or risk management from the financial industry; working in a second or third line of defence unit, or in a similar position at the regulatory authorities is an advantage.
  • Experience in working with credit risk data.
  • Good knowledge of regulatory requirements relating to credit risk.
  • Academic degree – either at Master’s or PhD level – in a quantitative field, such as mathematics, statistics, finance, engineering or economics with a specialisation in a quantitative subject.
  • Proficiency in Python or SAS programming is an advantage.
  • Project management skills is an advantage.

If this sounds like you, get in touch!

Next steps

Submit your application no later than 07/07/2024 . For more information, you’re welcome to contact Jens Nilsson, [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.

Please be aware that any applications or CVs coming through email or direct messages will not be accepted or considered.

Only for candidates in Finland: A security clearance will be performed for the person selected for this position.

Only for candidates in Sweden: For union information, please contact [email protected] or [email protected].

Only for candidates in Poland: Please include permit for processing personal data in CV as following:

In accordance with art. 6 (1) a and b. Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (General Data Protection Regulation) hereinafter ’GDPR’. I agree to have: my personal data, education and employment history proceeded for the purposes of current and future recruitment processes in Nordea Bank Abp.

The administrator of your personal data is: Nordea Bank Abp operating in Poland through its Branch, address: Aleja Edwarda Rydza Śmiglego 20, 93-281 Łodź. Your personal data will be processed for the recruitment processes in Nordea Bank Abp. You have a right to access your personal data, right to rectify and right to delete. Disclosing the personal data in the scope specified by the provisions of Polish Labour Code from 26 June 1974 and executive acts are mandatory. Providing personal data is necessary to conduct the recruitment processes. The request for the deletion of your personal data means resignation from further participation in recruitment processes and causes the immediate removal of your application. Detailed information concerning processing of your personal data can be found at: nordea.com/en/doc/nordea-privacy-policy-for-applicants.pdf

We reserve the right to reply only to selected applications.

Read more about working at Nordea here

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  • Externa annonser
  • Remote

Hemsida Nordea Sweden

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