Quantitative Analyst for LGD Modeling

6 days ago


Copenhagen, Copenhagen, Denmark Nordea Full time

Nordea is committed to being a partner our customers and society can count on. Compliance and integrity go hand in hand. We're looking for a skilled Quantitative Risk Analyst to develop LGD models and work on other IRB parameters.

The ideal candidate will have a strong background in quantitative fields such as economics, statistics, mathematics, or data science, with experience in SQL, Python, SAS, or similar programming languages. The successful candidate will have excellent communication skills to manage stakeholder interaction efficiently across the value chain, take ownership of tasks, but enjoy collaboration with others, and have good analytical skills to drive deliveries in an agile environment.

About the Job:

  • 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

Your Responsibilities:

  • Develop advanced statistical models and design internal software libraries
  • Work on LGD models and other IRB parameters
  • Collaborate closely with colleagues across the bank


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