Credit Risk Model Validators [Senior/Lead]

Credit Risk Model Validators (Senior/Lead) (permanent position)

Would you like to be part of a team with experienced and talented colleagues and make a difference for Nordea’s credit risk models? We are currently looking for skilled Analysts to strengthen Nordea's independent model validation function.

About Our Team

Welcome to the Model Risk & Validation unit. We add value by assessing risks related to models used in Nordea through independent model validation and other means. As a Credit Risk Model Validator, you will play a key role in ensuring that models satisfy internal and external standards for conceptual soundness, performance and use.

Main responsibilities in this role:

• Take an active role in the validation of existing, new and changed credit risk models, including IRB (PD/LGD/EAD), IFRS9 and credit risk stress testing models.
• Use quantitative and qualitative analyses to identify and assess model risk.
...