Credit Risk Model Developer, LGD Models [Regular/Senior]

Job description

Job ID: 2606 Quantitative Risk Analyst, LGD Models [Regular/Senior] (permanent position) Do you want to play an important role in one of the largest model development programmes in Nordics? We are now looking for (Senior) Quantitative Risk Analyst to develop LGD models in Nordea. This opportunity is an exciting mix of challenges such as developing statistical models, designing internal software libraries, working with big data, analysing economic behaviour, understanding and abiding to regulatory constraints. About our team: Meet the LGD Models team in Risk Models Methodology & IRB Models. Our team is a part of one of the most important programs, which consists in upscaling Nordea’s internal models for the credit risk. The primary focus of this role is to develop LGD models, but there would be opportunities to work with other IRB parameters. As (Senior) Quantitative Risk Analyst you will develop your skills within advanced modelling – a field which is in high focus in Nordea. Being a part of the broader Group Risk organization, you'll help ensure that compliance underpins every decision we make and every action we take. By bringing your perspectives to the team and through your foc...