Quantitative Risk Analysts, Credit Stress Testing and IFRS9

We are looking for a Quantitative Risk Analyst to join our dynamic team. The position is permanent and can be based in Stockholm, Helsinki, or Warsaw.

Responsibilities

• Design and implement large datasets to solve complex problems
• Develop quantitative models within the IFRS9 and stress testing suite of credit risk models
• Develop Python‑based tools to simulate portfolio impact for various scenario analysis, including stress testing and macro sensitivities
• Build relationships with stakeholders within and outside the bank to facilitate understanding of our models and framework
• Provide sharp data analytics to contribute to key decisions

Qualifications

Who you are

• Show quantitative analytical capability, proactivity and problem‑solving skills to find solutions to loosely defined problems
• Enjoy working hands‑on with large datasets using Python, Spark and SQL and are comfortable discuss...