Senior Data Scientist/ Senior Risk Model Analyst

Santander Arena

Unknown, , Denmark
Regulatory parameter model development
Credit risk model calibration and validation
Programming skills in sas, sql, r, python
The Advanced Analytics and Risk Modeling team works with Risk teams across the Nordics to ensure model developments follow the highest standards and governance

Job Summary

  • The Advanced Analytics and Risk Modeling team works with Risk teams across the Nordics to ensure model developments follow the highest standards and governance.
  • This role offers an excellent opportunity to apply analytics for ensuring profitable responsible lending and to contribute to innovation initiatives in credit risk.
  • The team is engaged in delivering state-of-the-art models, improving model calibration and stability, and collaborating across the organization for better business understanding.

Matching Summary

The Advanced Analytics and Risk Modeling team works with Risk teams across the Nordics to ensure model developments follow the highest standards and governance.

Skills & Requirements

Must-have

  • Regulatory parameter model development
  • Credit risk model calibration and validation
  • Programming skills in SAS, SQL, R, Python
  • Model monitoring and back-testing
  • Advanced analytics and machine learning
  • Collaboration with risk teams across Nordics

Nice-to-have

  • Experience with Nordic market
  • Strong communication and presentation skills
  • Ability to provide technical guidance
  • Motivated and assertive self-driver
  • Curious and analytical mindset

Key Requirements

  • University degree in a numerate subject
  • 2-4 years experience in credit risk or related data analysis
  • Work permit required in Nordic countries
  • Experience with Admission, Behaviour, Parameter Models preferred

Work Rights

Work permit required in Nordic countries

Tailored Resume

Cover Letter