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Quantitative Risk Management Expert

1 week ago

Stockholm, Stockholm, Sweden TN Sweden Full time
Job Description:

We are currently looking for a highly experienced Quantitative Risk Management Expert to join our team at TN Sweden.

The successful candidate will play a key role in ensuring that models satisfy internal and external standards for conceptual soundness, performance, and use. This includes driving the validation of existing, new, and changed credit risk models, with particular focus on collective provisioning and credit risk stress testing models.

Main Responsibilities:

  • Develop and improve methods and processes for model validation.
  • Communicate the outcome of reviews to senior management and other stakeholders.
  • Advise and guide model developers and other stakeholders in managing model risks.
  • Collaborate with colleagues to ensure accurate and timely delivery of high-quality results.

About the Role:

This is an exciting opportunity to work with a talented team of model risk experts, contributing to the development and improvement of risk modelling and validation practices within TN Sweden.

As a Quantitative Risk Management Expert, you will have the opportunity to leverage your expertise and experience to drive meaningful change and make a significant impact on our organisation's risk management capabilities.

Requirements:

  • Prior experience working with models in the financial sector, preferably in collective provisioning or credit risk stress testing.
  • Strong analytical and problem-solving skills, with the ability to communicate complex ideas effectively to non-technical stakeholders.
  • Experience in model development, validation, and/or risk management from the financial industry.
  • Excellent written and verbal communication skills, with the ability to collaborate effectively with colleagues and stakeholders.