Senior Data Scientist/ Senior Risk Model Analyst

Jessander

Unknown, , Denmark
Regulatory parameter model development
Credit risk modelling expertise
Programming skills in sas, sql, r, python
The Advanced Analytics and Risk Modeling team collaborates with Risk teams across the Nordics to ensure high standards in model development, governance, and monitoring

Job Summary

  • The Advanced Analytics and Risk Modeling team collaborates with Risk teams across the Nordics to ensure high standards in model development, governance, and monitoring.
  • 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 calibration and predictive power, and performing challenger modelling and back-testing.

Matching Summary

The Advanced Analytics and Risk Modeling team collaborates with Risk teams across the Nordics to ensure high standards in model development, governance, and monitoring.

Skills & Requirements

Must-have

  • Regulatory parameter model development
  • Credit risk modelling expertise
  • Programming skills in SAS, SQL, R, Python
  • Model monitoring and back-testing
  • Advanced analytics and machine learning
  • Model governance and planning

Nice-to-have

  • Experience with Nordic market
  • Strong communication and presentation skills
  • Ability to provide technical guidance
  • Curious and analytical mindset
  • Team player with proactive attitude
  • Experience in fraud and collections modelling

Key Requirements

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

Work Rights

Work permit required in Nordic countries

Tailored Resume

Cover Letter