This job is no longer active. It was disabled the July 9, 2020 by Nordea
Credit Risk Quant, Copenhagen / Stockholm / Helsinki / Gdańsk
more than one year ago
Posted:
more than one year ago
Nordea
Company:
Nordea
July 8, 2020
Due date:
July 8, 2020
Helsinki
Location:
Helsinki
About this opportunity
- Develop and maintain Rating, Scoring, PD, LGD and/or EAD models (in SAS and/or Python)
- Develop tools for data extraction for model development and other analysis
- Continuously work on improving methodological choices for the models and be able to clearly communicate its rationale and impact to internal and external stakeholders
- Join an open and inspiring atmosphere, where you will cooperate closely with your colleagues across the bank
- Give input to senior management and business based on data analysis and previous experience
- Update and write documentation of the credit risk models
Who you are
- Enjoy learning and are excited about bringing your ideas to the table
- Are dependable, willing to speak up even when it’s difficult
- Are committed to empowering others
- Master's or PhD degree in a quantitative field, including but not limited to mathematics, physics, economics, statistics, finance, or similar
- Experience in programming (Python and SAS preferred)
- Knowledge of IRB models strongly preferred
- Experience working with data and models preferred
- Strong focus on results and deliveries
- Experience driving deliveries, ideally in an agile environment
- Knowledge of credit risk is an advantage