Senior Quant Risk Analyst: IFRS9 & Stress Testing(Hybrid)

Nordea Bank Norge ASA; Stockholms kommun; Hybrid; SEK 700,000 - 1,000,000; Full time

Benefits offered by this job

Hybrid working model

Diversity and inclusion

Job summary

Nordea Bank Abp invites applications for a Quantitative Risk Analyst in the Credit Stress Testing and IFRS9 team. The role is based in Stockholm, with flexibility across Nordea offices in Stockholm, Helsinki and Warsaw, and offers a hybrid working model.

You will design large datasets, build IFRS9/credit risk models, and create Python tools for scenario analysis and macro sensitivities. The ideal candidate holds an MSc or PhD in a quantitative field, at least two years of experience with data

Qualifications

• Proficiency in Python, SQL, PySpark, and JupyterHub.
• Strong data analytics and modelling skills for credit risk.
• Full proficiency in English for all communications.

Responsibilities

• Design and implement large datasets to solve complex problems.
• Develop quantitative models within IFRS9 and stress testing for credit risk.
• Develop Python-based tools to simulate portfolio impact under stress scenarios.
• Collaborate with stakeholders to explain models and framework.
• Provide sharp data analytics to support key decisions.

Skills

Python

SQL

PySpark

JupyterHub

English

Education

MSc or PhD in quantitative field

Job description

Nordea Bank Abp invites applications for a Quantitative Risk Analyst in the Credit Stress Testing and IFRS9 team. The role is based in Stockholm, with flexibility across Nordea offices in Stockholm, Helsinki and Warsaw, and offers a hybrid working model.

You will design large datasets, build IFRS9/credit risk models, and create Python tools for scenario analysis and macro sensitivities. The ideal candidate holds an MSc or PhD in a quantitative field, at least two years of experience with data