Quantitative Risk Analyst

4 tygodni temu

Warsaw, Polska Nordea Bank Pełny etat

Job ID: 24308 

We are looking for a quantitative analyst to our dynamic team in Collective Impairment Models. The job provides an exciting mix of challenges, where different areas of knowledge and skills shall be employed: working with big data, creating expected credit loss framework, develop credit risk models, analyzing economic behavior, understanding and abiding to regulatory constraints and further, to explain complex models to stakeholders on all levels across the Bank. You will join a highly professional and dedicated team with a large network across the bank and with excellent opportunities for personal and professional development.


At Nordea, we’re 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. So, bring your ideas, skills and unique background. With us, you’ll be in good company with plenty of opportunities to collaborate, grow and make your mark on something bigger. 


About this opportunity


Welcome to the Collective Impairment Models team in Risk Models in Group Risk. Working with us, you will be part of one of the most important programs for the bank, which consists of upscaling Nordea’s models and frameworks for internal expected loss. You will cooperate closely with your colleagues across the bank and you will have great possibilities to develop your skills within credit risk area – a field which is in high focus in Nordea.


What you will be doing:

Develop quantitative models within the IFRS9 suite of credit risk models Defining solutions and frameworks for expected credit loss, ensuring internal model consistency for model use. Developing an impact tool in Python to simulate portfolio impact for various scenario analysis, including stress testing and macro sensitivities. Building strong relationship with different stakeholders within and outside the bank to facilitate understanding on our models and framework. Providing sharp data analytics to contribute to key decisions

You will join an open and inspiring atmosphere in a team, where we value being good colleagues. Your work life balance is important to us. We offer flexible working hours, remote work, generous leaves (including parental), time off and time to take care of sick children.


The role is based in Helsinki, Finland, Warsaw, Poland or Stockholm, Sweden.


Who you are


Collaboration. Ownership. Passion. Courage. These are the values that guide us in being at our best – and that we imagine you share with us.


To succeed in this role, we believe that you:

Show quantitative analytical capability, proactivity and problem-solving skills. You are comfortable working with large datasets and enjoy finding solutions to loosely defined problems. Are a team player and can work closely with stakeholders from different parts of the bank. Can prioritize what is most important and are committed to deliver high quality on time. Are dependable, willing to speak up even when it’s difficult.

Your experience and background:

An academic degree (MSc or PhD) within a quantitative field, including but not limited to statistics, mathematics, economics or engineering. Proficiency with programming languages and environments such as Python, SQL, Pyspark, Jupyterhub etc. Some experience working with data and models

If this sounds like you, get in touch

  • Quantitative Risk Analyst

    1 miesiąc temu

    Warsaw, Polska Citi Pełny etat

    Counterparty Risk Analytics (CRA) team is looking for a Quantitative Risk Analyst to join their Warsaw based Team. Team: The Counterparty Risk Analytics (CRA) team is responsible for developing and maintaining the methodologies to calculate counterparty credit risk exposures of OTC derivatives, exchanged-traded derivatives, security financing...

  • Senior Quantitative Risk Model Analyst

    1 miesiąc temu

    Warsaw, Polska Citi Pełny etat

    The Market and Counterparty Credit Risk Analytics team is looking for a Senior Quantitative Risk Model Analyst to join their Warsaw based Team. Team: The group is responsible for developing and maintaining the methodologies to calculate counterparty credit risk exposures of OTC derivatives, exchanged-traded derivatives, security financing transactions,...

  • Senior Quantitative Risk Model Analyst

    1 miesiąc temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    The Market and Counterparty Credit Risk Analytics team is looking for a Senior Quantitative Risk Model Analyst to join their Warsaw based Team. Team: The group is responsible for developing and maintaining the methodologies to calculate counterparty credit risk exposures of OTC derivatives, exchanged-traded derivatives, security financing transactions,...

  • Senior Quantitative Risk Model Analyst

    3 tygodni temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    The Market and Counterparty Credit Risk Analytics team is looking for a Senior Quantitative Risk Model Analyst to join their Warsaw based Team. Team: The group is responsible for developing and maintaining the methodologies to calculate counterparty credit risk exposures of OTC derivatives, exchanged-traded derivatives, security financing transactions,...

  • Risk Quantitative Analyst

    3 tygodni temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    About DART: DART is the leading risk modelling and data analytics team in Citi. We use mathematical modelling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis. ...

  • Risk Quantitative Analyst

    1 tydzień temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    About DART: DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis. ...

  • Quantitative Analyst

    3 tygodni temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    QRL (Quant Risk Libraries) implements risk models to ensure that the bank’s lending portfolios have adequate capital during crisis. We use mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. Our systems are responsible for calculating risk on some of the largest portfolios in Citi. We are a diverse...

  • Quantitative Analyst

    1 miesiąc temu

    Warsaw, Polska Citi Pełny etat

    About DART: DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis. ...

  • Quantitative Analyst

    1 miesiąc temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    About DART: DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis. ...

  • Quantitative Analyst

    3 tygodni temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    About DART: DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis. ...

  • Quantitative Modeller

    19 godzin temu

    Warsaw, Polska Goldman Sachs Pełny etat

    JOB DESCRIPTION RISK ENGINEERING The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Risk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust...

  • Climate Risk Senior Quantitative Analyst

    2 dni temu

    Warsaw, Polska Nordea Bank Pełny etat

    Job ID: 24731  We are looking for a Senior Quantitative Analyst to join a high performing unit that is recognized for its professionalism, competence, and capacity. The job provides a chance to work with highly skilled professionals on an exciting mix of tasks pertaining to the implementation of ESG risk drivers across the risk management framework of...

  • Quantitative Developer

    2 dni temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    RAP (Risk Analytics Products) implements risk models to ensure that the bank’s lending portfolios have adequate capital during crisis. We use mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. Our systems are responsible for calculating risk on some of the largest portfolios in Citi. We are a...

  • Quantitative Modeller – Risk Engineering – Associate – Warsaw

    2 miesięcy temu

    Warsaw, Polska Goldman Sachs Pełny etat

    RISK ENGINEERING The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Risk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven...

  • Quantitative Modeller – Risk Engineering – Associate – Warsaw

    3 tygodni temu

    Warsaw, Polska Goldman Sachs Pełny etat

    RISK ENGINEERING The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Risk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven...

  • Quantitative Analyst

    1 tydzień temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your modelling, problem solving and programming skills to Citi’s Counterparty Credit Risk Quantitative Analysis team in Warsaw. By Joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our...

  • Junior Quantitative Analyst

    4 tygodni temu

    Warsaw, Polska ING Pełny etat

    Are you looking forward to kickstart your career in Model Risk Management? Then we have good news… we are hiring into the new team that is being established in Warsaw! We hire smart people like you for your potential. Our biggest expectation is that you'll stay curious and have “take it on and make it happen” mindset. Keep learning. Take on...

  • Junior Quantitative Analyst

    4 tygodni temu

    Warsaw, Polska ING Pełny etat

    Are you looking forward to kickstart your career in Model Risk Management? Then we have good news… we are hiring into the new team that is being established in Warsaw! We hire smart people like you for your potential. Our biggest expectation is that you'll stay curious and have “take it on and make it happen” mindset. Keep learning. Take on...

  • Junior Quantitative Analyst

    3 tygodni temu

    Warsaw, Polska ING Pełny etat

    Are you looking forward to kickstart your career in Model Risk Management? Then we have good news… we are hiring into the new team that is being established in Warsaw! We hire smart people like you for your potential. Our biggest expectation is that you'll stay curious and have “take it on and make it happen” mindset. Keep learning. Take on...

  • Financial Risk Engineer

    2 dni temu

    Warsaw, Polska zeb.rolfes.schierenbeck.associates gmbh Pełny etat

    Your tasks • You will contribute your expertise in quantitative problems in mixed teams and tackle challenges in the areas of (financial) mathematical modelling and data-driven risk management. • Utilizing modern technologies, you will quantify, for example, the influence of current megatrends such as climate change on credit portfolios or develop...