LGD Modeling & Risk Analyst

Nordea; Helsinki; Hybrid; EUR 65,000 - 95,000; Full time

Benefits offered by this job

Hybrid working model

Job summary

Nordea is seeking a Quantitative Risk Analyst to develop LGD data and models as part of a major Nordic model development program. You will work on real valued data, construct and test LGD targets, and design analytic tools while collaborating with internal users and stakeholders across the bank.

The role focuses on advanced modelling within risk, with opportunities to affect regulatory compliant processes and internal libraries.

Qualifications

• Advanced degree in a quantitative field (economics, statistics, physics, mathematics, data science, computer science or similar).
• Experience with SQL, Python, SAS or similar.
• Understanding of statistical and machine learning methods.
• Experience in working with data and models.
• Knowledge of IRB models is an advantage.

Responsibilities

• Develop, test and maintain realised loss data for LGD models.
• Develop tools for data extraction for model development and other analysis.
• Collaborate with internal business unit users of IRB LGD models and communicate rationale and impact clearly.

Skills

Advanced degree in quantitative field

SQL

Python

SAS

Statistics & ML methods

Data modelling

Education

Advanced degree in quantitative field

Tools

SQL

Python

SAS

Job description

Nordea is seeking a Quantitative Risk Analyst to develop LGD data and models as part of a major Nordic model development program. You will work on real valued data, construct and test LGD targets, and design analytic tools while collaborating with internal users and stakeholders across the bank.

The role focuses on advanced modelling within risk, with opportunities to affect regulatory compliant processes and internal libraries.