(Senior) Risk Expert - Risk Models

Overview

Join Nordea’s Risk Models department, a high-performing team recognized for its expertise and professionalism. As a Risk Expert or Senior Risk Expert, you will collaborate with skilled professionals on regulatory, governance, and strategic projects related to internal models and data management at the largest bank in the Nordics.

What you’ll be doing

Key responsibilities:

• Serve as a subject matter expert on IRB credit risk models and regulatory models for counterparty and market risk (including VaR, EEPE, CVA, FRTB).
• Monitor EU and Nordic regulatory developments and assess their impact on Nordea’s models.
• Coordinate supervisory interactions related to IRB models.
• Support the development of projects and engage with internal stakeholders.
• Maintain and enhance governance frameworks, including policies, controls, and documentation.
• Advise on regulatory expectations and support...