Senior Quantitative Risk Analyst - IRB & Modeling

Nordea Group; Województwo mazowieckie; Hybrid; PLN 180,000 - 300,000; Full time

Benefits offered by this job

Hybrid working model

Career development opportunities

Diversity and inclusion

Job summary

Nordea is seeking a Quantitative Risk Analyst to develop and maintain IRB credit risk models and support governance across multiple countries. You will work with large data sets using Python/SQL in an international team, and contribute to modelling standards and framework improvements.

The role offers hybrid working with offices in Warsaw and other Nordea locations, and presents opportunities for personal and professional development within a Nordic bank environment.

Qualifications

• Experience with data, modelling and complex data analysis in financial services.
• Experience with large data volumes and programming (Python/SQL).
• Interest in regulatory requirements IRB, IFRS9 and stress testing.

Responsibilities

• Develop technical tools for model development and analysis using Python.
• Work on model lifecycle activities: data pipeline, data quality, development, documentation, implementation, maintenance, monitoring.
• Contribute to standards, tools, coding practices and modelling framework improvements.
• Drive IRB Models projects and manage stakeholder relationships across Risk, IT and Business.
• Present analyses and implications to stakeholders; respond to ad-hoc requests.
• Provide technical guidance and review colleagues’ work; shape modelling strategy.

Skills

Data analysis

Quantitative modelling

Communication of methods

Education

Master’s or PhD in quantitative field

Tools

Python

SQL

Job description

Nordea is seeking a Quantitative Risk Analyst to develop and maintain IRB credit risk models and support governance across multiple countries. You will work with large data sets using Python/SQL in an international team, and contribute to modelling standards and framework improvements.

The role offers hybrid working with offices in Warsaw and other Nordea locations, and presents opportunities for personal and professional development within a Nordic bank environment.