Model Validation Specialist

Are you passionate about Credit Risk, Statistics and Programming?

With us you have the opportunity to:

• Validate and review IRB and IFRS 9 credit risk models, document and communicate validation results;
• Present validation results and other relevant analysis/reports to business units, risk units, management and other relevant stakeholders;
• Develop and implement model validation principles and methodology, securing that validation methods are compliant with regulatory requirements;
• Collaborate with model developers, model owners, implementors, credit risk, business and other counterparties to ensure speedy validation of models and methodologies.

What you need in this role:

• Higher education in a quantitative field such as statistics, mathematics, engineering or a good reason of not having one;
• Knowledge and/or experience in credit risk management or credit risk modelling; experience in the IRB/IFRS9 area in particular is a plus;
• Experience in data analysis;
• Experience in programming e.g. SAS, SPSS; SQL, R;
• Ability to effectively communicate validation results orally and in writing;
• Excellent analytical and writing skills and result oriented mindset;
• Fluency in English is required.

At Swedbank we believe that people are our core strength. Our culture is built on respect, inclusion and openness. We support continuous development and enable you to take the lead in your career and find inspiring challenges. We take care of your wellbeing by providing a sustainable and flexible working environment. As an employee you will be part of the Group performance program, offered a company pension plan, optional health insurance, as well as other benefits. We are guided by our values: Open, Simple and Caring. It’s all about delivering a positive and unique experience for our customers through collaboration and team-work – together we make a difference.

"Join our team and...

be a part of an international team of high professionals, who are jointly delivering challenging projects, maximizing customer value and increasing Swedbank’s competitive advantage." Nadežda Bolšakova, your future leader

Please note that this position is a fixed-term position! (1 year)

We look forward to your application at 28.11.2022 the latest.

Contacts

Recruiting manager: (Nadežda Bolšakova, nadezda.bolsakova@swedbank.ee)

We may begin the selection during the application period, so we welcome your application as soon as possible.

We have made our choice regarding recruitment media and therefore kindly decline contact with ad sellers or sellers of other recruitment services.

If you are to be employed in Estonia, please note that the salary offered for this position ranges from 1800-3350 EUR gross i.e. before taxes.

Swedbank does not discriminate anybody based on gender, age, sexual orientation or sexual identity, ethnicity, religion or disability – everybody is welcome.