Quantitative Risk Analyst, Realized Loss Data and Estimation

Job ID: 5670

Do you want to play an important role in one of the largest model development programmes in Nordics? We are now looking for the Quantitative Risk Analyst to develop LGD (loss given default) data and models in Nordea.

The job provides an exciting mix of challenges such as data analysis, providing inputs to the development of statistical models, designing internal software libraries, working with big data, analysing economic behaviour, understanding and abiding to regulatory constraints.

About our team

Meet the Realised Loss Data and Estimation team in Risk Models Methodology & IRB Models in Nordea. Working with us, you will be a part of one of the most important programs for the bank, which consists in upscaling Nordea’s internal models for credit risk. The primary focus of this role is development of the target variable for Nordea’s Loss Given Default (LGD) models, but there would be opportunities to work other IRB parameters. As the Quantitative Risk Analyst you w…