Model Validation Specialist (Credit Risk)

Are you passionate about Credit Risk, Statistics and Programming?
With us you have the opportunity to:
- Validate credit risk models by performing quantitative and qualitative analysis;

- Assess the severity of model weaknesses and evaluate mitigating actions;

- Document and communicate validation results to stakeholders;

- Develop validation methodology of credit risk models;

- Collaborate with credit risk model developers, model owners, implementors, credit risk, business and other counterparties to ensure robust validation of models and methodologies.

What you need in this role:
- Master's degree in mathematics, engineering or finance or a great reason for not having one;

- Knowledge and/or experience in credit risk management or credit risk modelling; experience in the IFRS 9 area in particular is a plus;

- Experience in data analysis;

- Experience in programming e.g., SQL, SAS, Python;

- Excellent organizational skills;

- Ability to effectively communicate validation results orally and in writing; fluency in English is required.

At Swedbank we believe that people are our core strength. Our culture is built on respect, inclusion and openness. We support continuous development and enable you to take the lead in your career and find inspiring challenges. We take care of your wellbeing by providing a sustainable and flexible working environment. As an employee you will be part of the share delivery program, offered a company pension plan, optional health insurance, as well as other benefits. We are guided by our values: Open, Simple and Caring. It’s all about delivering a positive and unique experience for our customers through collaboration and team-work - together we make a difference.

Join our team and ...
be a part of an international team of high professionals, who are jointly delivering challenging projects with a culture based on inclusion and accountability. " Gustav Åhs, your future leader

We look forward to your application at the latest 10.03.2022.
Contacts

Recruiting manager: (Gustav Åhs, +4673-068 34 03)

SACO: (Henrik Joelsson)

Finansförbundet: (Åke Skoglund +46 8 58 59 02 88)

We may begin the selection during the application period, so we welcome your application as soon as possible.

We have made our choice regarding recruitment media and therefore kindly decline contact with ad sellers or sellers of other recruitment services.

If you are to be employed in Estonia, please note that the salary offered for this position ranges from 2250-3350 EUR gross i.e. before taxes. Read more here! (https://jobs.swedbank.com/pages/employment-in-estonia)

Swedbank does not discriminate anybody based on gender, age, sexual orientation or sexual identity, ethnicity, religion or disability - everybody is welcome.