Quantitative Risk Analyst, Realized Loss Data and Estimation
Core
Develop LGD (loss given default) data and models for Nordea's internal credit risk models, focusing on target variable development and methodological improvements.
Role type
Quantitative Risk Analyst (Credit Risk Modeling)
Builds
LGD models and statistical frameworks for credit risk assessment
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
SQL, Python, SAS, statistical modeling, machine learning, data analysis, regulatory constraint understanding
Preferred skills
IRB model knowledge, credit risk process expertise, data processing technology understanding
Responsibilities
Develop, test, and maintain realized loss data for LGD models; build tools for data extraction; collaborate with business unit users; improve methodological choices and communicate rationale to stakeholders; provide data-driven input to senior management
Seniority
Mid-level, hands-on IC