Senior/Lead Risk Expert on Internal Models Governance and Regulatory Aspects

7 dni temu

Warsaw, Polska Nordea Bank Pełny etat

Job ID: 24727 


We are looking for a Senior/Lead Risk Expert to join a high performing unit that is recognized or its professionalism, competence and capacity. The job provides a chance to work with highly skilled professionals on an exciting mix of regulatory and governance tasks pertaining to the IRB Approach of the largest bank in the Nordics.

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 Regulation and Governance team within the Risk Models Department We accompany the ambitious development plan for the risk models at Nordea, ensuring the adequacy with the regulatory expectations, managing the relationship with our banking supervisor. We act as subject matter experts on current and future IRB-related regulation and we develop, and maintain strong and regulatory compliant governance and control frameworks.

What you’ll be doing:

Act as an expert within regulation on IRB credit risk models and IMM & IMA counterparty, and market risk regulatory models (VaR, EEPE, CVA, FRTB) Scan for regulatory developments (EU and Nordic) and assess their impact on Nordea’s regulatory models Help coordinate Nordea’s supervisory liaisons related to IRB models Help develop and maintain a strong governance framework, including working with policies, controls, issue management, documentation management Support Group requests in interpretation of the regulatory expectations


In this role, you will be involved in key aspects of the bank’s IRB Approach. Depending on business needs and your level of experience, you may be asked to: advise on the interpretation of a regulatory expectation, design a governance and control framework to embed regulatory changes, draft clear and concise communication to an FSA or assess the materiality of changes proceeded by Nordea on models.

The role will be located in Oslo or Warsaw and you will be a part of a team of dedicated professionals in a fast-paced, international environment.

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.

You may have experience from a similar role at a bank, at a regulator or from consulting.

To succeed in this role, we believe that you are:

Structured, analytical and self-driven Great at managing stakeholder relations An excellent writer

And that you:

Love to think in terms of the ‘big picture’, yet have keen attention to detail Enjoy establishing and maintaining structured processes for the way we work Thrive in a demanding environment that is constantly changing

Your experience and background: 

7+ years of relevant working experience Good knowledge of IRB models or other internal models such as IMA, IMM Familiarity with the regulation on IRB models or other internal models such as IMA, IMM and banking regulation in general A Master's degree in Economics, Finance, or similar Working knowledge of a Scandinavian language or Finnish is an advantage, but not a requirement

Seniority of the role and remuneration will depend on the level of candidates’ experience in the relevant fields.

If this sounds like you, get in touch

  • Credit Risk Models Lead Validator/Expert

    3 dni temu

    Warsaw, Polska ING Hubs Poland Pełny etat

    We are looking for you, if you have: A degree (MSc or PhD) in a quantitative/numerical field, Minimum 5 years’ of experience with credit risk models, Knowledge of IRB and/or IFRS9 models and regulations, Knowledge of statistical tools and modelling techniques, Programming experience in SAS/ Python or similar language, English level – B2/C1. You will...

  • Climate Risk Senior Quantitative Analyst

    6 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...

  • Cross Asset Markets and Risk Models Validation

    3 miesięcy temu

    Warsaw, Polska Citi Pełny etat

    The MRM Cross Asset Markets and Risk Models Validation team is looking for highly motivated individual with attention to detail and ability to work well with senior stakeholders. The role will have a wide-ranging focus covering validation and key Model Risk Management activities in the following areas: ETrading models review and validation Market risk and...

  • Stress Testing and Model Risk Expert

    2 miesięcy temu

    Warsaw, Polska Citi Pełny etat

    The MSS team sits within the Data, Analytics, Reporting and Technology (DART) structure in Risk and is equipped to leverage the innovative tools and infrastructure developed in-house by DART. DART has a core base in Warsaw and many of MSS team's key stakeholders are co-located, fostering networking and professional growth. The successful candidate will...

  • Model Validator

    4 tygodni temu

    Warsaw, Polska Citi Poland Pełny etat

    Model Validator - Risk models Miejsce pracy: Warszawa Your responsibilities The successful candidate will manage model risk in the areas of market and counterparty credit risk The validation covers both technical and functional aspects, including model assumptions, conceptual soundness, mathematical formulation, model calibration, and model performance, as...

  • Regulatory Risk Officer

    1 miesiąc temu

    Warsaw, Polska Citi Pełny etat

    The International Risk Management Execution (IRME) Team is responsible to provide support to Risk Cluster heads and Risk Management Country Officers (RMCOs) on RMCO related processes focused on standardization to enhance productivity, governance and control activities as well as on-hands support to target strategic execution. The IRME team also supports the...

  • Regulatory Risk Analyst

    2 miesięcy temu

    Warsaw, Polska Citi Pełny etat

    The International Risk Management Execution (IRME) Team is responsible to provide support to Risk Cluster heads and Risk Management Country Officers (RMCOs) on RMCO related processes focused on standardization to enhance productivity, governance and control activities as well as on-hands support to target strategic execution. The IRME team also supports the...

  • Expert Credit Risk Model Developer

    1 miesiąc temu

    Warsaw, Polska ING Pełny etat

    We are looking for you, if you: have a Bachelor’s or Master’s degree in Finance, Statistics, Mathematics, Data Science, or a related field, possess proven experience in credit risk model development, are proficient in programming tools such as SAS or Python, and familiar with statistical software and data analysis tools, have an in-depth...

  • Expert Credit Risk Model Developer

    4 tygodni temu

    Warsaw, Polska ING Pełny etat

    We are looking for you, if you: have a Bachelor’s or Master’s degree in Finance, Statistics, Mathematics, Data Science, or a related field, possess proven experience in credit risk model development, are proficient in programming tools such as SAS or Python, and familiar with statistical software and data analysis tools, have an in-depth...

  • Regulatory Risk: ICAAP

    7 dni temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    Who we are: Citi is a leading global bank, which has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi Solutions Center is the main EU banking entity for Citi with a presence in 22 European countries. It covers several key business lines including Markets and Securities Services,...

  • Regulatory Risk Analyst

    1 miesiąc temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    The International Risk Management Execution (IRME) Team is responsible to provide support to Risk Cluster heads and Risk Management Country Officers (RMCOs) on RMCO related processes focused on standardization to enhance productivity, governance and control activities as well as on-hands support to target strategic execution. The IRME team also supports the...

  • Senior Credit Risk Modeller

    6 dni temu

    Warsaw, Polska ING Hubs Poland Pełny etat

    technologies-expected : SAS Python about-project : We are seeking experienced Senior Credit Risk Modeller to join our global team. The successful candidate will play a pivotal role in developing and maintaining our credit risk models, specifically focusing on IRB and IFRS 9 domains. This is a unique opportunity to collaborate with our global office and/or...

  • Senior Product Expert- Regulatory

    1 miesiąc temu

    Warsaw, Polska Haleon Pełny etat

    Hello. We’re Haleon. A new world-leading consumer health company. Shaped by all who join us. Together, we’re improving everyday health for billions of people. By growing and innovating our global portfolio of category-leading brands – including Sensodyne, Panadol, Advil, Voltaren, Theraflu, Otrivin, and Centrum – through a unique combination of...

  • Senior Product Expert- Regulatory

    4 tygodni temu

    Warsaw, Polska Haleon Pełny etat

    Hello. We’re Haleon. A new world-leading consumer health company. Shaped by all who join us. Together, we’re improving everyday health for billions of people. By growing and innovating our global portfolio of category-leading brands – including Sensodyne, Panadol, Advil, Voltaren, Theraflu, Otrivin, and Centrum – through a unique combination of...

  • Regulatory Risk Analyst

    4 tygodni temu

    Warsaw, Polska Citigroup, Inc. Pełny etat

    The International Risk Management Execution (IRME) Team is responsible to provide support to Risk Cluster heads and Risk Management Country Officers (RMCOs) on RMCO related processes focused on standardization to enhance productivity, governance and control activities as well as on-hands support to target strategic execution. The IRME team also supports the...

  • Regulatory Risk Analyst

    4 tygodni temu

    Warsaw, Polska Citigroup, Inc. Pełny etat

    The International Risk Management Execution (IRME) Team is responsible to provide support to Risk Cluster heads and Risk Management Country Officers (RMCOs) on RMCO related processes focused on standardization to enhance productivity, governance and control activities as well as on-hands support to target strategic execution. The IRME team also supports the...

  • Regulatory Risk Officer

    4 tygodni temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    Portfolio Management Group (PMG) is risk management group covering Citi’s Banking and International sector. The group establishes and monitor Wholesale Credit Limits, reserve forecasting and stress testing. The Wholesale Credit Allowance Team within PMG oversees risk management estimation of wholesale credit reserves as reported in Citi consolidated...

  • Regulatory Risk Officer

    1 miesiąc temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    Portfolio Management Group (PMG) is risk management group covering Citi’s Banking and International sector. The group establishes and monitor Wholesale Credit Limits, reserve forecasting and stress testing. The Wholesale Credit Allowance Team within PMG oversees risk management estimation of wholesale credit reserves as reported in Citi consolidated...

  • MRM Governance Officer

    3 tygodni temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    This role offers the successful candidate the opportunity to play a significant role in the firmwide legal entity model risk framework team, reporting into the Global Model Risk Management (MRM) function within Citi. Responsibilities associated with the role include: Ongoing review of the regulatory landscape pertaining to model risk, assessment of...

  • LGD Model Validator

    2 tygodni temu

    Warsaw, Polska Nordea Bank Pełny etat

    Job ID: 24509  Would you like to be part of a team with experienced and talented colleagues and make a difference for Nordea’s credit risk models? We are currently looking for a Senior/Lead Quantitative Risk Analyst to strengthen Nordea's independent model validation function. At Nordea, we’re committed to being a partner our customers and...