Quantitative Risk Analyst, Model Monitoring and Performance Expert
1 month ago
Job Title: Quantitative Risk Analyst, Model Monitoring and Performance Expert
We're seeking a skilled Quantitative Risk Analyst to join our Model Monitoring and Performance team within Risk Models. As a Quantitative Risk Analyst, you'll work with an inspiring group of professionals in an international environment, applying your quantitative and data analysis skills to produce clear and concise communication about model performance and performance issues to model developers and senior management.
About the Role
- Quantitative analysis of model performance for all components of IRB models (PD, LGD, EAD)
- Communicating conclusions of your analysis to model developers and senior management – in reports and meetings
- Developing, maintaining and operating the IRB model performance monitoring framework
- Collaborating with a variety of stakeholders including risk management, model development, model validation and model users across the bank
Requirements
- Master's in a quantitative field such as mathematics, engineering, econometrics, data science, finance, or similar
- Excellent communication skills (English is the working language)
- Sound knowledge of applied mathematical modelling and a proven track-record of excellent quantitative skills
- Proficiency in Python and SQL
- Knowledge of or interest in IRB or similar models – actual experience is a plus
About Nordea
Nordea is a leading bank in the Nordic region, committed to being a partner our customers and society can count on. Compliance and integrity go hand in hand. Joining us means you'll have an impact on how we do banking – today and tomorrow.
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Stockholm, Stockholm, Sweden Nordea Bank Full timeAt Nordea Bank, we are seeking a highly skilled Quantitative Risk Analyst to join our Model Monitoring and Performance team. The ideal candidate will have a Master's degree in a quantitative field, excellent communication skills, and a strong background in applied mathematical modeling. Proficiency in Python and SQL is required, as well as a sound knowledge...
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