Risk Modelling Specialist

14 hours ago


Copenhagen, Copenhagen, Denmark Nordea Full time
About This Opportunity

We are seeking a skilled Quantitative Risk Analyst to join our LGD models team in Risk Models Methodology & IRB Models. As a key member of this team, you will play a crucial role in developing advanced statistical models and designing internal software libraries.

As a Quantitative Risk Analyst, you will have the opportunity to work on exciting projects that involve big data analysis, economic behaviour modelling, and regulatory compliance. You will be part of a highly professional and dedicated team with diverse backgrounds and excellent opportunities for personal and professional development.

The ideal candidate will have an advanced degree in a quantitative field and experience in SQL, Python, SAS, or similar technologies. They will also possess a strong understanding of statistical and machine learning methods and experience in working with data and models. Knowledge of IRB models is an advantage.

Key Responsibilities:
  • Develop, test and maintain LGD models
  • Develop tools for data extraction for model development and other analysis
  • Continuously improve methodological choices for the models and communicate its rationale and impact to stakeholders
  • Collaborate closely with colleagues across the bank
Requirements:
  • Advanced degree in a quantitative field, including economics, statistics, mathematics, data science, or similar
  • Experience in SQL, Python, SAS, or similar technologies
  • Strong understanding of statistical and machine learning methods
  • Experience in working with data and models


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