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Description
Join our team as a Senior Macro Modeller!
Our culture is built based on our core belief that we are changing lives through banking – Luminor is here to empower people to make smart financial decisions. Whoever you are, and whatever your role is, with Luminor you will get a once-in-a-lifetime opportunity to literally build a local banking champion.
We are looking for a Senior Macro Modeller to be the key person engaged in Luminor’s regular update of macroeconomic scenarios, with a particular focus on stress scenarios and analyses for Baltic countries. The Senior Macro Modeller will be joining the Enterprise Risk department’s Stress Testing unit, which is responsible for internal and external stress testing activities primarily focused on credit risk.
Responsibilities:
- Develop and implement methodology for macroeconomic modelling, including forecasting models and long-term impact assessment models (e.g., for climate risk)
- Align the macroeconomic scenario development process within Luminor
- Ensure regularly updated macroeconomic scenarios for Baltic countries
- Perform ad hoc macroeconomic analyses on different risk realizations
- Represent Luminor’s view in relevant internal committees and regulatory activities
Skills and experience:
- Master’s degree or higher in Mathematics, Statistics, Econometrics, Economics or other similar fields within quantitative background
- Expertise in econometric modelling and input-output models
- Excellent English language skills (written and verbal)
- Strong understanding of and ability to explain macroeconomic processes and financial cycles to stakeholders
- Experience in statistical software such as R, MatLab or similar
- Full proficiency working with MS Office tools
- Experience in Python and its libraries, such as Pandas and NumPy, is considered as strong asset
Why Luminor? What we can offer you:
- Dynamic and international working environment that is filled with interesting challenges and unique opportunities, as we build a bank together
- Varied opportunities to support your professional and personal development and growth
- A competitive benefits package in addition to your salary
- An additional benefits package for employees after 1 year in the company, which includes additional days of vacation
- Pan-Baltic teams where people value challenging work together with good humor and having fun
Application deadline is 18th of February
In case of questions please feel free to contact: hiring manager Marek.Lambing@luminorgroup.com or our people partner Vikante.Rackauskaite@luminorgroup.com.
Asukoht
- Tallinn, Harjumaa, Eesti
Liivalaia 45, 10145, Tallinn
Tööaeg
- Täistööaeg
Vikantė Račkauskaitė
The Baltics are a special land, where people share common values, are connected by similar drive and vision. People like this deserve their own bank that is like the Baltics themselves – dynamic, agile, and forward-looking. Independent, but stronger for being together. It is our privilege to be that bank!
We want to make a difference and have a voice in society, to shape the economic environment with the future in mind, and to contribute to our home region. We know the local people and businesses and we want to be the preferred partner in financial matters for our customers. We will do that by being accessible, fast and predictable.
Being pan-Baltic gives us the size and the strength to make a real difference, while still being a local bank. Although we have Nordic roots, we were born here, and we make our decisions here. We combine global knowledge with local expertise.
Luminor is the third-largest provider of financial services in the Baltics, with some 870 000 clients and 2 300 employees. In the Baltic region, it has a market share of 14.9% in deposits and 16.9% in lending as at the end of March 2021. Luminor has total shareholders’ equity of 1.7 billion EUR and a CET1 ratio of 23.4%.
Luminor has a strong and capable team that is committed to achieving our strategic objectives. We are dedicated to supporting sustainable growth in the Baltic region by providing a long-term commitment to businesses and individuals.