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Credit Risk Model Validator
1 tydzień temu
Job ID: 24510
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 skilled Analysts to strengthen Nordea's independent model validation function.
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 Model Risk & Validation unit. We add value by assessing risks related models used in Nordea through e.g. independent model validation. As a Quantitative Risk Analyst, you will play a key role in ensuring that models satisfy internal and external standards for conceptual soundness, performance and use.
What you’ll be doing:
You will join a dynamic and inclusive team of experienced model risk experts with diverse backgrounds and willingness to share their expertise and learn from you. We work in a cross-border team with team members in Copenhagen, Helsinki, Stockholm and Warsaw. We provide a working environment with a balanced hybrid approach combining both collaboration in the office and remote work.
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:
In addition, we believe that your experience and background entails:
Academic degree – either at Master's or PhD level – in a quantitative field, such as mathematics, statistics, finance, engineering or economics with a specialisation in a quantitative subject. Experience in Python or SAS programming is an advantage.If this sounds like you, get in touch
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