2023-08-23 14:48:55

Model Validation Specialist

CVKeskus.ee klient
2750 - 4150 €/m Gross

Job Description

Are you passionate about Credit Risk, Statistics and Data?

In Swedbank you have the opportunity to:

  • Validate (e.g. gather and analyse data, perform quantitative tests) IRB and IFRS 9 credit risk models and create high quality validation reports;
  • Perform various data and ad-hoc analysis;
  • Collaborate with model developers, model implementors and other counterparties to ensure speedy review and validation of the models;
  • Work in an international organisation together with experienced and supportive colleagues;
  • Develop professionally and personally.

Requirements

  • Higher degree in Economics, Finance, Mathematics, Statistics or a great reason for not having one;
  • Experience with modelling tools or programming e.g. SAS, SPSS Modeler, SQL, R, Python;
  • Experience in data analysis;
  • Good communication skills and ability to write clear reports in English;
  • Excellent analytical skills and result oriented mindset;
  • A team player with ability to plan your work and perform without supervision.

Company offers

At Swedbank we believe that people are our core strength. Our culture is built on respect, inclusion and openness. We support continuous development and enable you to take the lead in your career and find inspiring challenges. We take care of your wellbeing by providing a sustainable and flexible working environment. As an employee you will be part of the Group performance program, offered a company pension plan, optional health insurance, as well as other benefits. We are guided by our values: Open, Simple and Caring. It’s all about delivering a positive and unique experience for our customers through collaboration and team-work – together we make a difference.  

"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 bank’s understanding of a models’ limitations and weaknesses and contribute to the ongoing model improvement." Yvyan Merzin, your future leader

 

We look forward to your application at 26.03.2023 the latest.

 

We may begin the selection during the application period, so we welcome your application as soon as possible.

We have made our choice regarding recruitment media and therefore kindly decline contact with ad sellers or sellers of other recruitment services.

If you are to be employed in Estonia, please note that the salary offered for this position ranges from 2750-4150 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.