Quantitative Risk Analyst, EAD Models [Regular/Senior]
About this role
Job ID: 3083
We are looking for a Senior/Quantitative Analyst to EAD Models team. The role is permanent and can be based in Helsinki, Stockholm, Oslo, Copenhagen or Warsaw. Seniority of the role and remuneration will depend on the level of the candidate’s experience in the relevant fields.
The role combines advanced modelling, practical implementation of the models in our IT infrastructure and a sound understanding of banking. You need to enjoy working with large datasets, solve problems and find new and innovative solutions.
About our team
Welcome to EAD Models where we are responsible for developing and maintaining EAD models under IRB. We strive to develop models that help the business in their decisions and comply with relevant regulatory environments across multiple countries.
We add value by accurately estimating the risk parameters for Nordea’s customers. As the Senior Quantitative Risk Analyst, you will play a valuable role in developing, maintaining and using models which accurately estimate Nordea customers’ credit risk. You will join an international team with a variety of backgrounds and skills. We work closely with other teams across the bank which provides you with excellent opportunities for personal and professional development.
Given the nature of our data and regulatory requirements, we use advanced modelling techniques and big data technology. In addition to using leading techniques for modelling and data, the team’s role is general risk governance within credit risk modelling and methodology, including management of models, model implementation, data quality, documentation, and model use.
Collaboration. Ownership. Passion. Courage. These are the values that guide us in how we work and how we make decisions – and that we imagine you share with us.
What you’ll be doing
Main responsibilities in this role:
Work on a subset of model lifecycle related activities like data pipeline, data quality work, development, documentation, implementation, mainte