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Would you like to be a part of a team with experienced and talented colleagues, and to make a difference for Nordea’s credit risk models? We are currently looking for an experienced Lead Quantitative Risk Analyst to strengthen Nordeas independent model validation function.

About our team

Welcome to the Model Risk & Validation unit. We add value by advising and challenging the business areas and functions to use models within the bank’s model risk appetite.

You will join a dynamic team of experienced model risk experts with diverse backgrounds and willingness to share their expertise. We work in a cross-border team with team members in Copenhagen, Helsinki, Stockholm, and Warsaw.

As the Lead Quantitative Risk Analyst, you will play a key role in ensuring that models satisfy internal and external standards for conceptual soundness, performance, and use.

Main responsibilities in this role:

1. Drive the validation of existing, new, and changed credit risk models, with particular focus on collective provisioning and credit risk stress testing models.
2. Use quantitative and qualitative analyses to identify and assess model risk.
3. Develop and improve methods and processes for model validation.
4. Communicate the outcome of our reviews to a variety of stakeholders, including senior management.
5. Advise and guide model developers and other stakeholders in managing model risks.

The role is based in Helsinki, Stockholm, or Warsaw.

Who you are

This is the right role for you if you:

1. Are confident in your analysis, but also willing to challenge your views with peers.
2. Engage in productive collaboration with stakeholders including model owners/developers.
3. Enjoy working in a team, but also master working independently.
4. Have an eye for detail, yet able to see the big picture.
5. Have excellent skills in spoken and written communication (English).
6. Effectively communicate complex topics to a variety of stakeholders.

Your background and skills include:

1. Professional track record of working with models in the financial sector, preferably models within collective provisioning (IFRS9) or alternatively IRB and credit risk stress testing models.
2. Academic degree in a quantitative field, such as mathematics, statistics, finance, engineering, physics, economics, or similar.
3. Knowledge of regulatory requirements relating to credit risk.
4. Programming experience preferably in Python, but other programming knowledge is also valuable.
5. Experience in model development, validation, and/or risk management from the financial industry; working in a second or third line of defense unit, or in a similar position at the regulatory authorities is an advantage.

What we offer

People come here when they want to get somewhere. For some, it’s to take their career to the next level. For others, it’s to break new ground within their area of expertise – in other words, with us, you will always move forward.

We foster performance and growth in one of the largest Nordic banks, offering various opportunities to evolve, develop, and learn from brilliant colleagues with diverse backgrounds in a vibrant working environment.

We believe in the value of bringing people together and at the same time we embrace the freedom of flexibility.

Diversity and inclusion are a natural part of our daily work. We know that an inclusive workplace is a sustainable one. We genuinely believe that our diverse backgrounds, experiences, characteristics, and traits make us stronger together. Every day we strive to find new ways to improve diversity and inclusion within our community.

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