Senior Risk Model Analyst

Are you looking to broaden and deepen your knowledge within credit risk?

In Swedbank you have the opportunity to:Deepen your knowledge and understanding within the credit risk area;
Develop and implement model validation principles and methodology;
Validate and review credit risk models for capital adequacy (IRB) and loan loss provisioning (IFRS 9) as well as portfolio credit risk models (Economic Capital and macro-based stress testing);
Present and communicate validation results and other relevant analysis/reports to business units, risk units, management and other stakeholders;
Interact with model developers, model owners, business and other counterparties to ensure speedy validation of models and methodologies.


What isneeded in this role:Higher education in a quantitative field such as statistics, mathematics, engineering;
Being able to connect on a personal level while keeping a strong personal integrity is key to succeed in this role;
Previous experience of quantitative credit risk analysis and modelling is a plus;
Solid experience of working with large amounts of data;
Experience in programming e.g. Matlab, Python, SAS, SPSS; SQL, R;
Ability to effectively communicate validation results orally and in writing;
Excellent analytical and writing skills and result oriented mindset
Fluency in English is required.


What we offer when you join us: An open, simple and caring culture
Opportunity to create the best experience for our customers
An international, sustainable and inclusive work environment
Development opportunities and advancement in your career
Flexible working options
Access to Group performance program, company pension plan, optional health insurance, and other benefits
"Join our team and...
be part of an international team of dedicated professionals, who are delivering challenging tasks to add value and increase Swedbank’s competitive advantage. We believe in diversity and that an open and caring work environment is truly important. You will be given responsibility and possibilities to develop and grow. Much is up you, but we will be there to support you." Carl Lönnbark, your future leader

We look forward to receiving your application by 21.05.2024.Location: Sundbyberg
Contacts
Recruiting manager:Carl Lönnbark, +46 73- 064 13 57
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.Swedbank does not discriminate anybody based on gender, age, sexual orientation or sexual identity, ethnicity, religion or disability – everybody is welcome.
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