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Quantitative Risk Modeler


Location:
Stockholm
Language(s):
Only English Required
Job Ref:
VAC-52492SI
Company:
Harnham
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Job Description

QUANTITATIVE RISK MODELER
STOCKHOLM
BANK

Want to use your analytical programming skills to develop models to the next level? This opportunity offers you the chance to use your experience and creativity to build models from scratch and take ownership of your own projects!

THE COMPANY

The company is a very recognizable bank with focus on banking services to both private and corporate customers. This business has a good reputation with lots of exciting projects and visions for the future. In this company, you will join a diverse environment, with plenty of talented and skilled co-workers that takes everything to the next level! The role sits in the Group Risk Function - with focus on model development. The team is full of specialist model developers - where you will work alongside some of the industry's very best.

THE ROLE

You will join the group risk function, in the modeling team. Here you will join a team of specialist modelers with various experiences and different seniorities. The focus of the team is the development of Credit Risk Models, such as IFRS9 model development, IRB development (PD, LGD, CCF). We do not expect you to have exposure and experience in all the above, but you will ideally be highly skilled and experienced in the development of one or more of these models using SAS or similar.

  • Your work tasks will be (but not limited to)
  • Program and develop Credit Risk Models in SAS (PD, LGD, CCF, IFRS9)
  • Take project lead on model development
  • Partake in projects
  • Monitor and maintain credit risk models
  • Regular reporting
  • Communicate various Credit Risk Modelling subjects to different stakeholders and management
  • Participate in creating a healthy and productive credit risk environment.

YOUR SKILLS AND EXPERIENCES

For this role we expect you to have previous hands-on experience with Risk Modelling. A certain level of quantitative skills is required, and we expect you to have skills in programming such as SAS, R, Python, Matlab, SQL and similar.
In order to be a successful applicant, you have

  • A relevant education
  • Hands on experience with Financial Risk Modelling
  • Skills in SAS and SQL and similar (Python, R, Matlab)
  • Excellent communication skills
  • Fluent proficiency in English, both written and oral
  • Preferably Swedish speaking, but this is not required
  • Good understanding of Credit Risk Management
  • Motivation and drive to create models with focus on high standard


BENEFITS

This company has received excellent reviews online and received several rewards for their efforts. This company offers a unique chance for self-development and career progression, as you will be enabled to grow your skills in the area you currently work in or develop in other areas of the business. In addition to joining such an inspiring environment, you will have a competitive salary as well as:

  • Mortgages discount
  • Pension Scheme
  • Discounted gym membership
  • Excellent opportunity for career progression

HOW TO APPLY

Apply to Stian Iversen by using the "Apply" button on this page

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Salary Indication
660000kr - 760000kr per annum + BENEFITS
Requirements
Credit risk, quantitative, modelling, modeler, python, sas, r, IRB, pd, lgd, CCF, IFRS9, Financial modelling, Credit Risk, Risk Management


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