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Quantitative Risk Model Developer for Credit Risk Up scaling

1 week ago

Copenhagen, Copenhagen, Denmark Nordea Full time

Company Overview:

Nordea is a leading financial institution dedicated to providing innovative banking solutions. Our team is comprised of talented professionals passionate about developing cutting-edge models that drive business growth.

Job Description:

We are seeking an experienced Quantitative Risk Analyst to join our LGD models team in Risk Models Methodology & IRB Models. As a key member, you will be responsible for developing and maintaining advanced statistical models, designing internal software libraries, working with big data, analyzing economic behavior, and understanding regulatory constraints.

About the Opportunity:

Our LGD models team is at the forefront of credit risk upscaling, and we need a skilled professional to help us achieve our goals. You will have the opportunity to work on high-profile projects, collaborate with cross-functional teams, and contribute to the development of our risk management framework.

Responsibilities:

  • Develop, test, and maintain LGD models
  • Design and develop tools for data extraction and analysis
  • Improve methodological choices for models and communicate rationale and impact to stakeholders
  • Collaborate with colleagues across the bank to achieve common goals
  • Provide input to senior management and business based on data analysis

Requirements:

To succeed in this role, you will require:

  • Advanced degree in a quantitative field (e.g., economics, statistics, mathematics, data science)
  • Experience with programming languages (SQL, Python, SAS) and data analysis tools
  • Understanding of statistical and machine learning methods
  • Strong communication and collaboration skills