LGD Model Consultant

3 weeks ago


Copenhagen, Copenhagen, Denmark Belmont Lavan Ltd Full time
Junior LGD Model Consultant

Belmont Lavan Ltd seeks a skilled LGD Model Consultant to support our financial risk management team for an 8-month contract. The selected candidate will play a crucial role in developing and validating LGD models that adhere to industry regulations and best practices.

Key Responsibilities:

  • Develop and validate LGD models in compliance with regulatory requirements and internal policies.
  • Conduct in-depth data analysis to inform model development, ensuring accurate and reliable outcomes.
  • Collaborate with cross-functional teams to ensure the integration of LGD models within broader risk management frameworks.
  • Prepare comprehensive documentation detailing the modeling approach, assumptions, and validation results.
  • Engage with external auditors and regulatory bodies during reviews and assessments.
  • Provide expertise and guidance on best practices for LGD modeling and risk assessment.
  • Support ongoing model maintenance and enhancements as needed based on data trends and regulatory changes.

Requirements:

  • Proven experience in developing and validating LGD models within financial services.
  • Solid understanding of credit risk principles and regulatory frameworks related to risk modeling.
  • Expertise in statistical modeling techniques using software tools such as SAS, R, or Python.
  • Strong analytical and problem-solving skills, with a keen attention to detail.
  • Excellent communication skills to convey complex concepts to stakeholders effectively.
  • A Master's degree in Finance, Statistics, Mathematics, or a related discipline.
  • Proficient in English, both written and verbal.

  • LGD Model Consultant

    1 month ago


    Copenhagen, Copenhagen, Denmark Belmont Lavan Ltd Full time

    Job Title: LGD Model Consultant - 8 Months ContractBELMONT LAVAN LTD is seeking a skilled LGD Model Consultant to support our financial risk management team for an 8-month contract. The selected candidate will play a crucial role in developing and validating LGD models that adhere to industry regulations and best practices.Key Responsibilities:Develop and...


  • Copenhagen, Copenhagen, Denmark Nordea Full time

    About the RoleWe are seeking a highly skilled Quantitative Risk Analyst to join our LGD Models team in Risk Models Methodology & IRB Models at Nordea. As a key member of our team, you will be responsible for developing and maintaining LGD models, as well as working on other IRB parameters. This is an exciting opportunity to work on advanced modeling...


  • Copenhagen, Copenhagen, Denmark Nordea Full time

    Do you want to play a crucial role in one of the largest model development programs in the Nordics? We are now looking for a Quantitative Risk Analyst to develop LGD models in Nordea. This job provides an exciting mix of challenges such as developing advanced statistical models, designing internal software libraries, working with big data, analyzing economic...


  • Copenhagen, Copenhagen, Denmark Nordea Full time

    About the RoleWe are seeking a highly skilled Quantitative Risk Analyst to join our LGD models team in Risk Models Methodology & IRB Models at Nordea. As a key member of this team, you will play a crucial role in developing advanced statistical models, designing internal software libraries, and working with big data to analyze economic behavior and...


  • Copenhagen, Copenhagen, Denmark Danske Bank Full time

    About the RoleWe are seeking a highly skilled and experienced Team Lead to join our IRB LGD, CF and AVM team at Danske Bank. As a key member of our team, you will be responsible for leading a team of 8 employees with diverse experience in the LGD, CF and AVM area.Key ResponsibilitiesLead the team and ensure culture, engagement, talent growth, team...


  • Copenhagen, Copenhagen, Denmark Danske Bank Full time

    We are seeking a highly skilled Risk Management Lead to join our team at Danske Bank. This is an exciting opportunity to lead a team of 8 employees with diverse experience in the LGD, CF and AVM area.The successful candidate will have at least 3 years of experience in IRB and in people management with a people-first approach. They will also have a good...


  • Copenhagen, Copenhagen, Denmark Nordea Bank Full time

    We are looking for a highly skilled Quantitative Risk Model Developer to join our LGD/EAD models team at Nordea Bank.The ideal candidate will have a Master's degree in a quantitative field and experience in developing advanced statistical models. They should also be proficient in SQL, Python, SAS, or similar programming languages, as well as have a strong...


  • Copenhagen, Copenhagen, Denmark Nordea Full time

    Unlock your potential as a Senior Quantitative Risk Analyst in Nordea's prestigious LGD models team, playing a pivotal role in developing advanced statistical models for credit risk. This dynamic position offers an exciting mix of challenges and opportunities to drive innovation and growth.About the OpportunityWe are seeking a highly skilled and motivated...


  • Copenhagen, Copenhagen, Denmark Belmont Lavan Ltd Full time

    IRB Model Expert ConsultantBelmont Lavan Ltd is seeking an experienced IRB Model Expert Consultant to join our team for an 8-month contract. This position will involve working closely with financial institutions to develop and enhance Internal Ratings-Based (IRB) models compliant with regulatory standards.Key Responsibilities:Develop and validate IRB models,...


  • Copenhagen, Copenhagen, Denmark Nykredit Full time

    Kreditmodeludvikling på NykreditVi søger en modeludvikler til vores IRB-modeller, der vil være en vigtig del af vores risikoorganisation. Som modeludvikler vil du være ansvarlig for at udvikle og vedligeholde kreditmodeller, der sikrer, at Nykredit opfylder myndighedernes krav og samtidigt er forretningsmæssigt sunde og statistisk velfunderede.Dit JobDu...


  • Copenhagen, Copenhagen, Denmark Belmont Lavan Ltd Full time

    Job OverviewBrighten up your career with Belmont Lavan Ltd, a dynamic financial services firm. We are currently seeking an experienced Data-Driven Risk Management Specialist to join our team for an 8-month contract.Key ResponsibilitiesThe ideal candidate will play a pivotal role in developing and validating Loss Given Default (LGD) models that align with...


  • Copenhagen, Copenhagen, Denmark Danske Bank Full time

    The IRB Framework team at Danske Bank is seeking an experienced leader to manage the team responsible for running the LGD, CF, and AVM IRB models. As a Team Lead for this team, you will be responsible for leading a team of 8 employees with diverse experience in the LGD, CF, and AVM area.Your primary responsibilities will include ensuring culture, engagement,...


  • Copenhagen, Copenhagen, Denmark Belmont Lavan Ltd Full time

    Belmont Lavan Ltd is seeking an experienced IRB Model Expert Consultant.This position involves working closely with financial institutions to develop and enhance Internal Ratings-Based (IRB) models compliant with regulatory standards.The ideal candidate will have a strong understanding of the regulatory environment related to credit risk and capital...


  • Copenhagen, Copenhagen, Denmark Ramboll Group Full time

    Ramboll Group is a global architecture, engineering, and consultancy company that believes in the importance of sustainable change.About the RoleWe are currently seeking an experienced Automated Logistics Model Developer to join our team. The ideal candidate will have a relevant education and several years of experience working with building simulation...

  • Data Consultant

    2 weeks ago


    Copenhagen, Copenhagen, Denmark Copenhagen Data Full time

    About the PositionCopenhagen Data is seeking a highly motivated and detail-oriented Data Consultant to join their team. As a Data Consultant, you will work closely with the data consultancy team to deliver high-quality projects and solutions to clients. Your primary responsibility will be to analyze business needs through interviews and workshops, and then...

  • Data Consultant

    1 month ago


    Copenhagen, Copenhagen, Denmark Copenhagen Data Full time

    About the RoleCopenhagen Data is seeking a talented and motivated individual to join our team as an entry-level data consultant. As a data consultant, you will play a crucial role in helping our clients make data-driven decisions and drive business growth.Key ResponsibilitiesConduct business needs analysis through interviews and workshops to identify areas...

  • Strategic Consultant

    1 month ago


    Copenhagen, Copenhagen, Denmark Nordic Alliance Full time

    Unlock Your Potential as a Senior ConsultantWe're seeking a seasoned Senior Consultant to join our team at Nordic Alliance, a pioneering consulting firm at the intersection of technology and strategy. As a key member of our team, you'll play a pivotal role in delivering high-impact projects, fostering client relationships, and driving the growth and...


  • Copenhagen, Copenhagen, Denmark Medtronic Full time

    Careers in Healthcare TransformationAs a Senior Consultant at Medtronic Integrated Health Solutions, you will play a crucial role in driving healthcare transformation initiatives. Your responsibilities will include engaging with clinical staff and key stakeholders to develop and implement innovative solutions.A Day in the Life of a Healthcare...


  • Copenhagen, Copenhagen, Denmark Management Solutions, S.L Full time

    Management Solutions, S.L is seeking a talented Data Science Consultant to join our team. As a key member of our organization, you will be working on high-impact projects for leading organizations in data mining and knowledge discovery. Your expertise in predictive modeling, trend modeling, and simulation models will be invaluable in helping us drive...


  • Copenhagen, Copenhagen, Denmark Responsive AS Full time

    We are seeking a highly motivated and dynamic Strategic Commercial Consultant to join our team at Responsive. This part-time position is ideal for ambitious students looking to gain real-world experience in a fast-paced consultancy environment.About ResponsiveResponsive is a leading consultancy contributing to commercial transformation. Our clients' success...