Quantitative Risk Analyst to Develop LGD Models

4 weeks ago


Copenhagen, Copenhagen, Denmark Nordea Full time
About the Role

We 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 regulatory constraints.

Key Responsibilities:

  • Develop, test, and maintain LGD models
  • Design and implement tools for data extraction and analysis
  • Collaborate with colleagues to improve methodological choices and communicate results to stakeholders
  • Contribute to senior management and business decisions based on data analysis and experience

Requirements:

  • Advanced degree in a quantitative field, including economics, statistics, mathematics, data science, or similar
  • Experience in SQL, Python, SAS, or similar programming languages
  • Understanding of statistical and machine learning methods
  • Experience working with data and models

Nice to Have:

  • Experience driving deliveries in an agile environment
  • Knowledge of credit risk processes and bank products
  • Understanding of technologies and IT solutions used for data processing

What We Offer:

As a Quantitative Risk Analyst at Nordea, you will have the opportunity to work with a highly professional and dedicated team, with excellent opportunities for personal and professional development. The role is based in Warszawa, Helsinki, Copenhagen, or Stockholm.

Our Values:

Collaboration, ownership, passion, and courage are the values that guide us in being at our best. We believe that you share these values and are excited about bringing your ideas to the table.



  • 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 Danske Bank Full time

    Join Our Team as a Quantitative Analyst for Model Risk ManagementWe are seeking a highly skilled Quantitative Analyst to join our Model Risk Management team at Danske Bank. As a key member of our team, you will play a crucial role in ensuring the accuracy and reliability of our credit risk models.About the RoleAs a Quantitative Analyst, you will be...


  • Copenhagen, Copenhagen, Denmark Danske Bank Full time

    Join Our Team as a Quantitative Analyst for Model Risk ManagementWe are seeking a highly skilled and motivated Quantitative Analyst to join our Model Risk Management team at Danske Bank. As a key member of our team, you will play a crucial role in ensuring the accuracy and reliability of our credit risk models.Key Responsibilities:Coordinate projects and...

  • LGD Model Consultant

    1 month ago


    Copenhagen, Copenhagen, Denmark Belmont Lavan Ltd Full time

    Job Title: LGD Model ConsultantWe are seeking a skilled LGD Model Consultant to join our team at Belmont Lavan Ltd. 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...

  • LGD Model Consultant

    2 weeks ago


    Copenhagen, Copenhagen, Denmark Belmont Lavan Ltd Full time

    Junior LGD Model ConsultantBelmont 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...


  • Copenhagen, Copenhagen, Denmark Nordea Full time

    About the RoleWe are seeking a highly skilled Senior Quantitative Risk Analyst to join our Counterparty Credit Risk Models team. As a key member of this team, you will play a vital role in developing and improving our internal models that measure and predict the credit risk of derivative transactions.Key ResponsibilitiesDevelop new ideas to measure...


  • Copenhagen, Copenhagen, Denmark Nordea Full time

    About the RoleWe are seeking a highly skilled Senior Quantitative Risk Analyst to join our Counterparty Credit Risk Models team. As a key member of this team, you will play a vital role in developing and maintaining our internal models that measure and predict the credit risk of derivative transactions.Key ResponsibilitiesDevelop new ideas to measure...


  • Copenhagen, Copenhagen, Denmark Nordea Bank Full time

    About UsNordea Bank seeks a highly skilled Senior Quantitative Risk Analyst to join its Counterparty Credit Risk Models team. The ideal candidate will possess a strong background in quantitative finance, with expertise in derivative pricing models, preferably in interest rate, FX, or inflation markets.About the RoleAs a Senior Quantitative Risk Analyst, you...

  • LGD Model Consultant

    4 weeks 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 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 Full time

    About this opportunity Welcome to the Counterparty Credit Risk Models team at Nordea, where we develop internal models that measure and predict the credit risk of derivative transactions, ensuring the bank's safety and trustworthiness. As a Senior Quantitative Risk Analyst, you'll play a crucial role in refining our counterparty credit risk predictions and...


  • Copenhagen, Copenhagen, Denmark Nordea Full time

    About the RoleWe are seeking a highly skilled Senior Quantitative Risk Analyst to join our Counterparty Credit Risk Models team in Copenhagen, Helsinki, Oslo, Stockholm, Tallinn or Warsaw. As a Senior Quantitative Risk Analyst, you will play a crucial role in developing and maintaining our internal models that measure and predict credit risk.Key...


  • Copenhagen, Copenhagen, Denmark Nordea Bank Full time

    Job OpportunityNordea Bank is seeking a highly skilled Senior Quantitative Risk Analyst to join its Counterparty Credit Risk team. As a key member of the team, you will be responsible for evaluating and managing Nordea's counterparty credit risk portfolio.About the RoleThe successful candidate will have a deep understanding of derivative products, pricing,...


  • Copenhagen, Copenhagen, Denmark Nordea Bank Full time

    Job Title: Senior Quantitative Risk AnalystAbout the Role:We are seeking a highly skilled Senior Quantitative Risk Analyst to join our Market Risk Data Analytics team within Group Financial Risk Management and Control (GFRMC). As a Senior Quantitative Risk Analyst, you will play a key role in producing meaningful risk analytics and ensuring that the risk...


  • Copenhagen, Copenhagen, Denmark Danske Bank Full time

    Senior Business Analyst in IRB FrameworkAbout the RoleWe are seeking a highly skilled Senior Business Analyst to join our IRB Framework team at Danske Bank. As a Senior Business Analyst, you will play a critical role in ensuring our credit risk models support decision-making across the bank and adhere to regulatory requirements.Key ResponsibilitiesInterpret...


  • Copenhagen, Copenhagen, Denmark Nordea Bank Full time

    Job OverviewNordea Bank is seeking a highly skilled Senior Quantitative Risk Analyst to join its Counterparty Credit Risk team. As a key member of the team, you will be responsible for evaluating and managing Nordea's counterparty credit risk portfolio.Key ResponsibilitiesDevelop and execute counterparty credit risk stress testing modelsPerform in-depth...


  • Copenhagen, Copenhagen, Denmark Nordea Bank Full time

    Job ID: 23534Senior Quantitative Risk Analyst, Gdansk/Warsaw/CopenhagenWe are seeking a skilled Senior Quantitative Risk Analyst to join our Market Risk Data Analytics team within Group Financial Risk Management and Control (GFRMC). As a key member of our team, you will play a crucial role in producing meaningful risk analytics and ensuring regulatory...


  • Copenhagen, Copenhagen, Denmark Danske Bank Full time

    Be part of a crucial team in the Model Risk Management department at Danske Bank, responsible for providing an independent view of how new and existing models are performing. As a member of the Credit Risk Model Validation team, you will work closely with colleagues across various functions in Model Risk Management, advising on model design, implementation,...


  • Copenhagen, Copenhagen, Denmark Nordea Bank Full time

    About this OpportunityNordea Bank is seeking a highly skilled Senior/Lead Quantitative Analyst to join its Counterparty Credit Risk (CCR) team. As a key member of Group Financial Risk Management and Control, you will be responsible for ensuring the bank's Market and Counterparty Credit Risks are well understood and managed across the group.Key...