The Advanced Analytics and Risk Modelling 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 Modelling 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 AI and machine learning innovation initiatives in credit risk.
The team is responsible for developing regulatory parameter models, scoring and rating models, stress test models, and managing model governance.
Matching Summary
The Advanced Analytics and Risk Modelling team works with Risk teams across the Nordics to ensure model developments follow the highest standards and governance.
Skills & Requirements
Must-have
Development of regulatory parameter models
Programming skills in SAS, SQL, R, Python
Model monitoring and back-testing
Machine Learning and AI initiatives
Collaboration across risk teams
Nice-to-have
Curious and analytical mindset
Strong communication and presentation skills
Motivated and assertive self-driver
Highly organized and proactive attitude
Team player
Key Requirements
University degree in a numerate subject
Work permit required in Nordic countries
Experience with logistic regression and decision tree models
Background checks including police certificate and credit check