Senior Credit Risk Quant – Stress Testing & AI

Nordea; København; Hybrid; DKK 822,000 - 1,121,000; Full time

Benefits offered by this job

Hybrid working model

Diversity and inclusion culture

Job summary

Nordea is seeking a Senior/Quantitative Risk Analyst to elevate its credit risk stress testing using new models and data sources. The role sits in the Credit Risk Stress Testing team, contributing to risk capital and loan loss analyses under adverse scenarios, with emphasis on AI-augmented analytics and robust data pipelines across Nordic markets.

You will work with SAS, Python, and MS SQL to implement tests, develop overlays, and document processes while collaborating with stakeholders

Qualifications

• Bachelor’s or Master’s degree in a quantitative field e.g. statistics, mathematics, finance, accounting, economics, or engineering, or equivalent, and fluent professional English.
• Strong analytical and technical skills for working with large, complex datasets
• Ability to deliver high-quality work on time in a fast-paced environment.
• Ability to communicate complex data analysis in a suitable way for various types of stakeholder groups
• Track record showing ability to work independently, whilst also sharing knowledge with others – ability to contribute to a structured working culture, being curious, proactive, and solutions-focussed.

Responsibilities

• Execute credit risk and climate stress tests and develop analysis their performance, focusing on new capabilities provided by emerging models and data sources
• Operate in large data sets using SAS, Python and MS SQL to execute your responsibilities
• Build and operate a framework for adequacy testing, ensuring adequate documentation and triggering of overlays where appropriate
• Build and maintain data pipelines and analytical tools including for agentic AI, ensuring that new capabilities are integrated into AI-enabled analytical environments
• Set requirements into data and model development processes, support development as a subject matter expert, test newly developed capabilities, and develop solutions for integrating new capabilities into analysis and reporting deliverables

Skills

Quantitative analysis

Proactivity

Problem solving

Team collaboration

Education

Bachelor’s or Master’s degree in a quantitative field

Tools

SAS

Python

MS SQL

Job description

Nordea is seeking a Senior/Quantitative Risk Analyst to elevate its credit risk stress testing using new models and data sources. The role sits in the Credit Risk Stress Testing team, contributing to risk capital and loan loss analyses under adverse scenarios, with emphasis on AI-augmented analytics and robust data pipelines across Nordic markets.

You will work with SAS, Python, and MS SQL to implement tests, develop overlays, and document processes while collaborating with stakeholders