Erfaren Kvantitativ Riskanalytiker - Kreditriskanalys & Validering

We are looking for an experienced risk analyst with deep expertise in validation and credit risk to validate PD-, LGD- and other credit risk models in accordance with CRR and IFRS 9, and act as a senior expert in validation methodology, model risk, and regulatory issues.

Requirements

• Validating PD-, LGD- and other credit risk models in accordance with CRR and IFRS 9
• Acting as a senior expert in validation methodology, model risk, and regulatory issues
• Performing quantitative analyses of credit risk at portfolio and inflow levels
• Participating in and driving dialogues with regulatory authorities regarding credit risk models, validation, and ongoing development areas
• Applying and further developing validation methods and processes
• Supporting and guiding junior colleagues and contributing with specialist expertise in a wide range of model types

Benefits

• Autonomy to drive and develop the bank's work with IRK-validation
• Direct impact on the model framework
• Close collaboration with the bank's leadership
• Ongoing dialogues with the Financial Supervisory Authority