The team is responsible for the development of regulatory parameter models, scoring and rating models, parameter models for credit losses, and Stress Test Models
Job Summary
The team is responsible for the development of regulatory parameter models, scoring and rating models, parameter models for credit losses, and Stress Test Models.
Key responsibilities include delivering state-of-the-art models in a timely manner, improving model calibration and stability, and performing monitoring and back-testing of assigned models.
This is an excellent opportunity if you have the desire to apply analytics for ensuring profitable responsible lending.
Matching Summary
The team is responsible for the development of regulatory parameter models, scoring and rating models, parameter models for credit losses, and Stress Test Models.
Skills & Requirements
Must-have
Development of regulatory parameter models
Development of scoring and rating models
Development of parameter models for credit losses
Programming language skills (SAS, SQL, R, Python)
Theoretical and applied knowledge of modelling approaches
Nice-to-have
Curious, passionate, humble, analytical mindset
Ability to embrace change, improve and innovate
Strong communication and presentation skills
Motivated and assertive self-driver
Highly organized, efficient and proactive attitude
Key Requirements
University degree in a numerate subject
Work permit required in a Nordic country
Experience with Admission, Behaviour, Parameter Models is preferred