Quantitative Risk Specialist in Advanced Statistical Models

2 weeks ago


Copenhagen, Copenhagen, Denmark Nordea Full time

Nordea is a leading financial institution in the Nordics, and we're seeking a Quantitative Risk Specialist to join our Advanced Statistical Models team. In this role, you'll have the opportunity to develop and maintain advanced statistical models for credit risk analysis and collaborate with experts from various fields. Our team is responsible for driving business growth and improvement through data-driven insights, and we're seeking someone who can contribute their expertise to help us achieve our goals.

About the Job

Welcome to the Advanced Statistical Models team in Risk Models Methodology & IRB Models in Nordea. As a Quantitative Risk Specialist, you will be part of one of the most important programs for the bank, which involves upscaling Nordea's internal models for credit risk. The primary focus of this role is the development of advanced statistical models, but there will be opportunities to work on other IRB parameters. By joining the broader Group Risk organization, you'll help ensure that compliance underpins every decision we make and every action we take.

Responsibilities:

  • Develop, test and maintain advanced statistical models for credit risk analysis
  • Develop tools for data extraction and analysis
  • Continuously improve methodological choices for the models and communicate its rationale and impact to stakeholders


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