Credit Risk Assessment Expert

1 day ago


Stockholm, Stockholm, Sweden TN Sweden Full time
About the Role

We are seeking a highly skilled professional to join our team as a Senior NPL Recovery Specialist. In this role, you will be responsible for managing LGD and recovery curve modeling, monitoring recovery performance across all the bank's country portfolios, and providing ad-hoc valuations for NPL portfolios to support debt sales strategies.

Key Responsibilities:
  • LGD and Recovery Curve Modelling: Develop and implement predictive models to estimate Loss Given Default (LGD) and recovery rates for NPL portfolios.
  • Recovery Performance Monitoring: Analyze and monitor recovery performance across multiple product lines and countries, ensuring alignment with forecasts and identifying areas for optimization.
  • NPL Valuation: Support ad-hoc valuation exercises of NPL portfolios to inform pricing and sales strategies, incorporating market-specific considerations.
Qualifications:

To succeed in this role, you will need a minimum of 3+ years of relevant analytical experience in NPL-related fields, financial sector or provision modelling/IFRS 9. A degree in science, finance or economics and/or strong experience in financial and macroeconomic markets is also required.



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