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Praca: Corporate Model Risk Expert
We are looking for a Corporate Model Risk Expert to join Risk Models at Nordea.
We are looking for credit risk model Experts. The job provides an exciting mix of challenges, where different areas of knowledge and skills shall be employed: developing advanced statistical models, applying knowledge and insights from financial statement analyses and corporate finance into the model design, designing internal software libraries, working with big data, analyzing economic behavior, understanding and abiding to regulatory constraints and further, to explain complex models to stakeholders on all levels across the Bank. You will join a highly professional and dedicated team with a large network across the bank and with excellent opportunities for personal and professional development.
At Nordea, we’re committed to being a partner to our customers and society can count on. Compliance and integrity go hand in hand. Joining us means you’ll have an impact on how we do banking – today and tomorrow. So, bring your ideas, skills and unique background. With us, you’ll be in good company with plenty of opportunities to collaborate, grow and make your mark on something bigger.
Welcome to the Corporate Models team. Working with us, you will be part of one of the most important programs for the bank, which consists in upscaling Nordea’s internal models for credit risk. The team is responsible for Nordea’s rating models and as a Credit Risk Model Expert you will have great possibilities to develop your skills within advanced modelling – a field which is in high focus in Nordea.
Being part of the broader Group Risk & Compliance organization, youll help ensure that compliance underpins every decision we make and every action we take. By bringing your perspectives to the team and through your focus on quality and cooperation, you will be important.
What you will be doing:
- Develop and maintain rating models (in SAS and/or Python)
- Bridge the gap between financial statement analysis and advanced modelling, while ensuring that expert knowledge on corporate customers are embedded into the models
- 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
The opportunity is open to experienced candidates as well as unexperienced candidates with a background on Economics, Finance, Mathematics, Physics, Engineering and software development with a proven interest in banking and finance.
The role is based in Warsaw.
Collaboration. Ownership. Passion. Courage. These are the values that guide us in being at our best – and that we imagine you share with us.
To succeed in this role, we believe that you:
- 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
Your experience and background:
- Masters 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
If this sounds like you, get in touch!
Submit your application no later than 18 April 2021.
At Nordea, we know that an inclusive workplace is a sustainable workplace. We deeply believe that our diverse backgrounds, experiences, characteristics and traits make us better at serving customers and communities. So please come as you are.
Please include permit for processing personal data in CV as following:
In accordance with art. 6 (1) a and b. Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (General Data Protection Regulation) hereinafter ‘GDPR’. I agree to have: my personal data, education and employment history proceeded for the purposes of current and future recruitment processes in Nordea Bank Abp.
The administrator of your personal data is: Nordea Bank Abp operating in Poland through its Branch, address: Aleja Edwarda Rydza Śmiglego 20, 93-281 Łodź. Your personal data will be processed for the recruitment processes in Nordea Bank Abp. You have a right to access your personal data, right to rectify and right to delete. Disclosing the personal data in the scope specified by the provisions of Polish Labour Code from 26 June 1974 and executive acts are mandatory. Providing personal data is necessary to conduct the recruitment processes. The request for the deletion of your personal data means resignation from further participation in recruitment processes and causes the immediate removal of your application. Detailed information concerning processing of your personal data can be found at: http://www.nordea.com/Images/33-355365/nordea-com-careers-job-pl-en.pdf
We reserve the right to reply only to selected applications.
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