2023-04-13 14:47:21

Senior Credit Risk Modeller

Swedbank, AS
3450 - 6300 €/m Gross

Job Description

Are you passionate about credit risk modelling and data science?

In Swedbank you have the opportunity to:

  • Develop, test and maintain credit risk models according to banking regulations.
  • Support other units within the bank in understanding and implementing the models for risk management and business steering purposes.
  • Communicate to internal and external stakeholders the methodological choices for the models and their impact.
  • Work in an international organisation collaborating with experienced and supportive colleagues in cross-border projects.
  • Provide model insights to senior management and other stakeholders through ad hoc analysis and reporting.

Requirements

  • Higher education (MSc or PhD) in a quantitative field including but not limited to statistics, physics, mathematics, engineering or econometrics.
  • Previous experience with Python, Git, SQL, and working with large datasets.
  • Experience with statistical and machine learning methods
  • Excellent analytical skills and results-oriented mindset.
  • A positive and self-driven attitude.
  • Fluency in English and ability to communicate clearly and effectively both verbally and in writing.
  • Previous work experience in financial sector in credit risk modelling, ideally in an IRB compliant bank under the supervision of the ECB.

Company offers

  • Personal and professional growth through self-leadership and continuous development.
  • Meaningful work that positively impacts our workplace, our customers, and society.
  • An open and collaborative culture that encourages cross-functional teamwork and provides networking opportunities.
  • A supportive and inclusive environment that promotes a balanced and sustainable work-life, with flexible working conditions when suitable for the role.
  • Enjoy country-specific benefits, including banking offers, a pension plan, our share-based reward program, health insurance in the Baltics and a health allowance in Sweden.