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Senior IRB Model Developer


Location:
Stockholm
Language(s):
Only English Required
Job Ref:
VAC-52491SI
Company:
Harnham
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Job Description

SENIOR MODEL DEVELOPER
STOCKHOLM
BANK

One of the largest players in financial Nordics is looking for senior and experienced IRB model developers. If you have worked closely with IRB models, and feel like you could use a new challenge with all resources at hand with a talented new team, then this might be the perfect opportunity for you.

THE COMPANY

It is one of the biggest banks in Scandinavia and has a proud history of delivering banking services to customers for over 200 years! This bank has millions of customers on consumer and corporate level, and they represent a significant part of the financial systems in the local communities they represent. They have been able to adapt and change as banking has changed over the course of history, and now they want to stay ahead of the curve and are therefore looking for highly competent modellers to develop and contribute to creating the best IRB model environment in the Nordics

THE ROLE

As a senior model developer, you will be responsible for the development and maintenance of IRB Models used in the area of Credit Risk. The unit you'll be joining is responsible for all IRB modelling and is a part of the larger group function responsible for IFRS9 modelling and capital models. In this role, we expect that you have a high level of seniority with the knowledge and ability to lead and mentor your colleagues. The work tasks are (but not limited to):

  • Partake and lead IRB projects
  • Develop and build IRB models
  • Use your skills to help develop strategic plans and modelling techniques
  • Adapt models for upcoming regulatory requirements

YOUR SKILLS AND EXPERIENCES

To be a successful applicant you have

  • Relevant education (Economics, Science, Finance, Business, Mathematics and similar)
  • Hands-on experience working with IRB model development (PD, LGD, CCF)
  • Understanding of IRB regulations
  • Wide knowledge of statistical and mathematical modelling techniques
  • Broad understanding of Credit Risk Management
  • Excellent skills in SAS, it is a plus to have skills in Python and/or R, SQL and similar tools

BENEFITS

In addition to competitive compensation, you will receive:

  • Great work environment with a structured organization
  • Possibility of further career advancement internally
  • Generous salary package
  • Mortgage discount

HOW TO APPLY

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

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Salary Indication
650000kr - 750000kr per annum + BENEFITS
Requirements
Analyst, Developer, Risk, Credit Risk, IRB, PD, EAD, LGD, CCF, Modelling, Credit Risk Modelling, SAS, SQL, R, Python, Stockholm, Banking, Bank, IFRS9, Regulations, BASEL III


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