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Statistical Modeler for Credit Risk
1 week ago
We are seeking a highly skilled Quantitative Risk Analyst to join our team in Nordea. The primary focus of this role is the development of Loss Given Default (LGD) models, but there will be opportunities to work on other Internal Rating-Based (IRB) parameters.
The successful candidate will have a strong background in quantitative fields such as economics, statistics, mathematics, or data science, with experience in SQL, Python, SAS, or similar programming languages. The ideal candidate will have excellent communication skills to manage stakeholder interaction efficiently across the value chain, take ownership of tasks, but enjoy collaboration with others, and have good analytical skills to drive deliveries in an agile environment.
About the Team:
- A highly professional and dedicated team of analysts with diverse backgrounds and with excellent opportunities for personal and professional development
- The role is based in Warszawa, Helsinki, Copenhagen or Stockholm
What You'll Do:
- Develop, test and maintain LGD models
- Develop tools for data extraction for model development and other analysis
- Continuously work on improving methodological choices for the models and be able to clearly communicate its rationale and impact to internal and external stakeholders
- Join an open and inspiring atmosphere, where you will cooperate closely with your colleagues across the bank
- Give input to senior management and business based on data analysis and previous experience
