Summary from listing
Nordea is hiring a Quantitative Risk Analyst to develop and maintain realised loss data and statistical models for Loss Given Default (LGD) models within its IRB credit risk programme. The role involves data analysis, model development, software libraries, big data, economic behaviour, regulatory compliance, stakeholder communication, and methodological improvements. Candidates should have an advanced degree in a quantitative field, experience with SQL, Python, SAS, or similar tools, and knowledge of statistical and machine learning methods; IRB model knowledge is advantageous. The position uses a hybrid working model and requires a security clearance for candidates in Finland.
