Job Description
Job ID: 1480
We are looking for a Senior / Quantitative Risk Analyst to our dynamic team. In this recruitment we put great value in you as a person and therefore encourage all levels to apply. The role is permanent and can be based in Stockholm, Helsinki and Warsaw.
About our team
Meet the Credit Stress Testing & IFRS9 Models team in Risk Models, Group Risk. Our role is to upscale Nordea's models and frameworks for internal expected loss. You will cooperate closely with your colleagues across the bank and you will have great possibilities to develop your skills within credit risk area – a field which is in high focus in Nordea. Our team have an open and inspiring atmosphere where we value being good colleagues. The team has a broad range of seniority levels which is why we welcome different seniorities to join since we have capacity to both train and onboard you, but also to learn more from you. You will report to Head of ECL Models who is based in Stockholm.
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