Current jobs related to Quantitative Risk Analyst to LGD models team - Copenhagen, Copenhagen - Nordea

  • Chief Quantitative Analyst for Model Risk Management

    3 days ago

    Copenhagen, Copenhagen, Denmark Danske Bank Full time

    Do you have the motivation and skills to play an important role in the Credit Risk Model Validation team, a part of the Model Risk Management department in Danske Bank? And would you like to get a solid overview of risk management? MRM plays an integrated and central part in Danske Banks' risk management by providing an independent view of how new and...

  • Senior Quantitative Risk Analyst

    3 days ago

    Copenhagen, Copenhagen, Denmark Nordea Full time

    København S, DK, 2300 Tallinn, EE, 11415 Helsinki, FI, 500 Warszawa, PL, 02-460 Oslo, NO, 0368 Stockholm, SE, 111 46 Job ID: 25561 Model Development, Quantitative Finance Would you like to develop the state of the art models for estimating future financial risks? We are now looking for a Senior Quantitative Risk Analyst to improve our assessment of the...

  • Quantitative Risk Expert

    3 days ago

    Copenhagen, Copenhagen, Denmark Nordea Full time

    At Nordea, we are committed to meeting the changing needs of our customers with innovative financial solutions. We're creating an agile environment where technology and expertise come together to make a lasting impact.About this OpportunityWe welcome applications from skilled professionals who can contribute to the development of cutting-edge models for...

  • Quantitative Risk Specialist

    3 days ago

    Copenhagen, Copenhagen, Denmark Danske Bank Full time

    About Credit Risk Model ValidationCredit Risk Model Validation plays a crucial role in Danske Bank's risk management, providing an independent view of model performance. As part of the Model Risk Management department, we are responsible for validating credit risk models, IFRS9, and credit decision models.Our team consists of 16 highly skilled professionals...

  • Risk Modeling Specialist

    2 days ago

    Copenhagen, Copenhagen, Denmark Nordea Full time

    Nordea is at the forefront of innovation in banking, driving progress through strategic partnerships, investments, and digitalization.About this OpportunityWe seek talented individuals to join our Counterparty Credit Risk Models team and contribute to the development of advanced models for measuring and predicting credit risk in derivative transactions.Your...

  • Quantitative Modeling Expert

    1 week ago

    Copenhagen, Copenhagen, Denmark PARETO SECURITIES AS Full time

    We are a truly international and vibrant company with more than 600 skilled and dedicated employees worldwide. Our Treasury Analytics team is part of the broader Treasury department and we are looking to hire a skilled professional to join us as a Treasury Quantitative Analyst. This role is an exciting opportunity to work at the intersection of IT,...

  • Credit Model Analyst

    2 days ago

    Copenhagen, Copenhagen, Denmark Danske Bank Full time

    Job DescriptionWe are seeking a skilled Quantitative Risk Specialist to join our Credit Risk Model Validation team. As a key member of our team, you will be responsible for coordinating projects, conducting comprehensive analyses, and assisting less experienced colleagues.You will work closely with model developers and stakeholders, advising on model design,...

  • Quantitative Analyst for Weather Forecasting

    1 day ago

    Copenhagen, Copenhagen, Denmark Alipes ApS Full time

    Join Alipes ApS as a Quantitative Analyst for Weather Forecasting and play a crucial role in shaping the future of renewable energy. Our team is committed to using machine learning technology to read and interpret fundamental and market data, executing our trading strategies based on this data.The successful candidate will have experience in...

  • Senior Quantitative Modeling Expert

    7 days ago

    Copenhagen, Copenhagen, Denmark Alipes ApS Full time

    **Job Description**We are seeking a Senior Quantitative Modeling Expert to join our team at Alipes ApS.The successful candidate will be responsible for creating a world-class modeling workflow, enabling the team to seamlessly turn massive datasets of financial information into accurate mathematical models.This will involve leading the efforts in developing...

  • Risk Management Business Analyst

    2 days ago

    Copenhagen, Copenhagen, Denmark PARETO SECURITIES AS Full time

    PARETO SECURITIES AS is a financial technology company creating innovative IT solutions for Danish banks. We empower their customers to make informed decisions about investments, lending and money transfers. In this role as Risk Management Business Analyst, you'll ensure that our products meet customer needs while mitigating risks.You'll work closely with...

  • Risk Analyst and Developer

    2 days ago

    Copenhagen, Copenhagen, Denmark PARETO SECURITIES AS Full time

    We are looking for a Risk Analyst and Developer to join our Life Product team. In this position, you will play a key role in the development of our pension solution, combining your actuarial and development skills to help us solve complex problems within the administration of life and pension products.You will work closely with our team to analyze and model...

  • Model Validation Expert

    2 days ago

    Copenhagen, Copenhagen, Denmark Danske Bank Full time

    Company OverviewDanske Bank is a leading bank in the Nordic region, providing a wide range of financial services to individuals and businesses. Our risk management strategy is built around proactive approaches, ongoing monitoring, and continuous improvement.As a member of our Credit Risk Model Validation team, you will play a critical role in ensuring the...

  • Derivative Transaction Analyst

    2 days ago

    Copenhagen, Copenhagen, Denmark Nordea Full time

    Innovative companies need innovative minds. At Nordea, we foster collaboration, ownership, passion, and courage – core values that drive our success.About this OpportunityWe invite experienced professionals to join our Counterparty Credit Risk Models team and contribute their skills and expertise to developing cutting-edge models for measuring and...

  • Risk Analyst

    3 days ago

    Copenhagen, Copenhagen, Denmark Nordea Bank Norge ASA Full time

    Job DescriptionWe are currently seeking a skilled Risk Analyst to join our team at Nordea Pension. As a Risk Analyst, you will play a crucial role in ensuring the effective management of risks within our pension fund. Your primary responsibility will be to identify, assess, and mitigate potential risks that could impact our business operations.

  • Quantitative Risk Analyst

    1 day ago

    Copenhagen, Copenhagen, Denmark PARETO SECURITIES AS Full time

    About Festina FinanceWe are a leading provider of life policy administration systems and 360-degree advisory solutions for the financial sector.Our team has extensive experience in implementing life and pension policy administration systems, and we pride ourselves on delivering high-quality solutions that meet our clients' needs.We are committed to...

  • Market Risk Manager

    1 week ago

    Copenhagen, Copenhagen, Denmark PARETO SECURITIES AS Full time

    Our Treasury Analytics team is responsible for developing and maintaining key systems that support the Treasury function. We are looking for a skilled professional to join our team as a Treasury Quantitative Analyst. This role involves working at the intersection of IT, quantitative analysis, and finance.ResponsibilitiesDevelop and maintain key systems that...

  • Risk Assessment Engineer

    2 days ago

    Copenhagen, Copenhagen, Denmark Ramboll Group Full time

    About this Position\This role involves leading the team responsible for managing risk and ensuring safe operations in our energy projects. The ideal candidate will have expertise in quantitative risk assessments (QRA) and fire- and explosions risk assessments (FERA). We offer a dynamic and challenging work environment where you can utilize your skills to...

  • Data Scientist

    1 day ago

    Copenhagen, Copenhagen, Denmark Alipes ApS Full time

    As a Data Scientist - Climate Modelling Expert at Alipes ApS, you will be responsible for developing and implementing cutting-edge climate modeling techniques to support our trading strategies. The role involves working with massive datasets of weather data to create accurate short-term weather predictions and power production forecasts from renewables.You...

  • Risk Oversight Analyst

    2 days ago

    Copenhagen, Copenhagen, Denmark Pleo Full time

    Pleo is a dynamic and forward-thinking organization dedicated to excellence in handling risks across everything we do. We are looking for a skilled and knowledgeable individual to join our Second Line Risk and Compliance team as a Risk Analyst (covering both Credit and Enterprise). This is a unique opportunity to play a pivotal role in shaping and enhancing...

  • Quantitative Consultant

    13 hours ago

    Copenhagen, Copenhagen, Denmark Amsterdam Data Collective Full time

    Unlock Your Potential as a Quantitative ConsultantAre you fascinated by the world of data analysis and economics? Do you want to apply your skills in real-life scenarios?We offer an exciting opportunity for interns to join our team and contribute to various projects, from white papers to dashboard building.Key Responsibilities:Data collection and...

Quantitative Risk Analyst to LGD models team

1 week ago

Copenhagen, Copenhagen, Denmark Nordea Full time

Do you want to play an important role in one of the largest model development programmes in Nordics? We are now looking for a Quantitative Risk Analyst to develop LGD models in Nordea. The job provides an exciting mix of challenges such as developing advanced statistical models, designing internal software libraries, working with big data, analysing economic behaviour, and understanding and abiding by regulatory constraints. 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 LGD models team in Risk Models Methodology & IRB Models in Nordea. Working with us, you will be a part of one of the most important programs for the bank, which consists of upscaling Nordea's internal models for credit risk. The primary focus of this role is the development of LGD models, but there will be opportunities to work on other IRB parameters. As the Quantitative Risk Analyst, you will develop your skills within advanced modelling – a field which is in high focus in Nordea. Being a part of the broader Group Risk organization, you'll help ensure that compliance underpins every decision we make and every action we take. By bringing your perspectives to the team and through your focus on quality and cooperation, you will be important.

What you'll be doing:

  • Develop, test and maintain LGD models
  • Develop tools for data extraction for model development and other analysis
  • Continuously work on improving methodological choices for the models and be able to clearly communicate its rationale and impact to internal and external stakeholders
  • Join an open and inspiring atmosphere, where you will cooperate closely with your colleagues across the bank
  • Give input to senior management and business based on data analysis and previous experience

You will join a highly professional and dedicated team of analysts with diverse backgrounds and with excellent opportunities for personal and professional development. The role is based in Warszawa, Helsinki, 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:

  • Enjoy learning and are excited about bringing your ideas to the table
  • Take ownership of the task, but enjoy collaboration with others
  • Have good communication skills to manage stakeholder interaction efficiently across the value chain

Your experience and background:

  • Advanced degree in a quantitative field, including but not limited to economics, statistics, mathematics, data science, or similar
  • Experience in SQL, Python, SAS or similar
  • Understanding of statistical and machine learning methods
  • Experience in working with data and models
  • Knowledge of IRB models is an advantage

Nice to have:

  • Experience in driving deliveries, ideally in an agile environment
  • Knowledge of credit risk processes and bank products
  • Understanding of technologies and IT solutions used for data processing

If this sounds like you, get in touch

Next steps

Submit your application no later than 09/09/2024. We will go through applications on an ongoing basis and the position may be filled before the application deadline, therefore we encourage you to apply as soon as possible. For more information, you're welcome to contact Valeriia Dzhamalova at 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.

#J-18808-Ljbffr