Hybrid LGD Modeling & Quantitative Risk Analyst

Nordea; Warszawa; Hybrid; PLN 180,000 - 280,000; Full time

Job summary

Nordea in Poland is seeking a Quantitative Risk Analyst to develop LGD data and models within a leading Nordic bank. The role involves building target variables for LGD models, handling big data, and ensuring compliance with regulatory requirements while collaborating with cross-functional teams.

The candidate should have an advanced quantitative degree and experience with SQL, Python, SAS, and machine learning methods.

Qualifications

• Advanced degree in a quantitative field such as economics, statistics, mathematics or data science.
• Experience with SQL, Python, SAS or similar.
• Understanding of statistical and machine learning methods.

Responsibilities

• Develop, test and maintain realised loss data for LGD models.
• Develop tools for data extraction for model development and analysis.
• Collaborate with internal users of IRB LGD models and improve methodological choices.
• Communicate rationale and impact to stakeholders across the bank.

Skills

SQL

Python

SAS

Machine learning

Data analysis

Education

Advanced degree in quantitative field

Tools

SQL

Python

SAS

Job description

Nordea in Poland is seeking a Quantitative Risk Analyst to develop LGD data and models within a leading Nordic bank. The role involves building target variables for LGD models, handling big data, and ensuring compliance with regulatory requirements while collaborating with cross-functional teams.

The candidate should have an advanced quantitative degree and experience with SQL, Python, SAS, and machine learning methods.