Capital & Risk Analyst/Senior Capital & Risk Analyst position, Nordea

Arbetsbeskrivning

Capital & Risk Analyst / Senior Capital & Risk Analyst, Nordea


As a Capital & Risk Analyst / Senior Capital & Risk Analyst you are responsible for maintaining and developing Nordea’s parameter models used in the assessment of capital adequacy. For the specific position we are searching for a person to drive development projects within this area.


You will be part of a dedicated team working quantitative analysis managing the FSA approved parameter models, ensuring compliance and developing IT and credit risk related capital adequacy models.


Focus on profitability and challenges from regulatory demands on capital


With the increasing focus on profitability, regulatory capital requirement comes into focus. As Nordea is approved to model its regulatory capital according to the IRB approach, crucial inputs into the capital assessment are the PD, LGD and CCF parameters. With regulators being concerned on banks’ capitalisation, they are increasing their demands on how the PD, LGD and CCF parameters are modelled. Within the IRB approach area, a number of development projects are underway and requires persons to drive development projects.

Drives a complex process requiring collaboration across Nordea
The PD, LGD and CCF parameters reflects of Nordea’s credit processes being built on vast amounts of credit risk data. However, to fully understand the models, an understanding of the processes generating the credit risk data is required. This is done through collaboration with stakeholders in Nordea. In addition, the parameter models are subject to regulation which requires an understanding of the regulatory landscape.

Building the need for an agile project driver with a quantitative back-ground and project management skills

As a candidate, you will need a related academic background, e.g. a background in engineering, mathematics, statistics, economics or similar with a proven track record of successful project management. Experience of working with capital adequacy compliance is meriting. Be a quick learner with good presentation skills and hold a drive to achieve. The position will primarily be to support IRB models staff and ALM Analytics management. You will become a driving member of a team of capital modelling experts and an important advisor to capital assessment within the bank.


What we offer


• Exiting working environment with strong team spirit

• Possibility to drive important capital management projects

• A steep learning curve adjusted to you

• Development of quantitative and presentation skills

• Early possibility to take on responsibility and get senior management exposure


Who you are
• Ambitious person with a drive to develop

• Proven project management skills in quantitative subjects

• A quick learner with strong communication skills

• Deep interest in managing projects

• High focus to details and experience of capital adequacy regulation


For more information about this job please contact:

Alexander Camp-Nehaul tel: +46 10 156 33 11

Apply here

Group Asset & Liability Management (GA&LM) is a unit under the CFO. Its activities range from the analysis, planning and reporting of capital, liquidity risk and buffer management as well as model development and maintenance whilst more broadly supporting the analysis of the balance sheet including funding with the aim of NIM optimisation. IRB Models is under Capital Models which is part of GA&LM’s subunit ALM Analytics and is responsible for Nordea FSA approved IRB Models.

Kontaktpersoner på detta företaget

Johan Harlén
016-16 48 01
Carl Ekelund

Lena Eriksson

Kjell Granlund

George Trantafillos

Magdalena Björkbäck
070-597 66 41
Heléne Wiberg
0101563790
Maria Eriksson
0101563790
Peter Tökke

Mustafa Naama
+46727301980

Sammanfattning

  • Arbetsplats: Nordea Bank AB STOCKHOLM
  • 1 plats
  • Tillsvidare
  • Heltid
  • Månadslön
  • Heltid tillsvidareanställning
  • Publicerat: 17 april 2015

Besöksadress

Smålandsgatan 17
Stockholm

Postadress

Smålandsgatan 17
STOCKHOLM, 10571

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