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Are you passionate about Credit Risk, Statistics and Data?
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 is needed in this role:
- Higher education in a quantitative field such as statistics, mathematics, economics, 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., Python, SAS, SPSS; SQL, R;
- Ability to effectively communicate validation results orally and in writing;
- Excellent analytical and writing skills and result oriented mindset
- A team player with ability to plan your work and perform without supervision
- 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 a part of an international team of qualified professionals responsible for validating the credit risk models used by Swedbank. We assure that models are appropriate for the intended use and compliant with internal policies and external regulations. Our goal is to increase the banks understanding of a models limitations and weaknesses and contribute to the ongoing model improvement." Nadežda Bolšakova, your future leader
We look forward to your application at 25.09.2023 the latest.
We may begin the selection during the application period, so we welcome your application as soon as possible.
If you are to be employed in Estonia, please note that the salary offered for this position ranges from 2200-4150 EUR gross i.e. before taxes
Swedbank does not discriminate anybody based on gender, age, sexual orientation or sexual identity, ethnicity, religion or disability everybody is welcome.
€
2200 - 4150
Location
- Tartu, Tartumaa, Estonia
- Remote work opportunity
Time of work
- Full-time
Contact person
Elina Uusen
Elina Uusen
We serve local communities and are proud to play an important role there as well as being a key part of the financial system.
We are dedicated to developing close relationships with about 7.3 million private and 600,000 corporate customers.
Our passion is to help people to save for a better future. We work every day to support people, businesses and society to grow by promoting a healthy and sustainable economy.
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