Model Validation Specialist
Model Validation Specialist
Model Validation Specialist
Swedbank AS
Model Validation Specialist
Model Validation Specialist

Model Validation SpecialistSwedbank AS

Are you passionate about Credit Risk, Statistics and Data?

In Swedbank you have the opportunity to:

  • Validate and review IRB and IFRS 9 credit risk models, document and present validation results to different counterparties;
  • Create high quality validation reports that are introduced to e.g. model owners, senior management, CRO, audit, SFSA and ECB;
  • Participate in the development of the IRB and IFRS 9 validation methodology;
  • Perform various data and ad-hoc analysis;
  • Collaborate with model developers, model implementors and other counterparties to ensure speedy review and validation of the models and methodologies;
  • Work in an international organisation together with experienced and supportive colleagues;
  • Develop professionally and personally.

What is needed in this role:

  • Higher degree in economics, finance, mathematics, statistics or a great reason for not having one;
  • Knowledge and/or experience in banking or credit risk management or credit risk modelling/validation; knowledge in IRB or IFRS 9 areas in particular is a plus;
  • Experience with modelling tools or programming e.g. SAS, SPSS Modeler, SQL, R;
  • Experience in data analysis;
  • Good communication skills and ability to write clear reports in English;
  • Excellent analytical skills and result oriented mindset;
  • A team player with ability to plan your work and perform without supervision;
  • An independent, creative and pro-active way of working;
  • Critical but positive constructive mind-set;
  • Curiosity and creativity to learn, grow and use newly acquired knowledge.

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 qualified professionals responsible for validating the credit risk models used by Swedbank. We assure that models are appropriate for the intended use and compliant with internal policies and external regulations. Our goal is to increase the bank’s understanding of a models’ limitations and weaknesses and contribute to the ongoing model improvement." Yvyan Merzin, your future leader

We look forward to your application at 05.02.2023 the latest.

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 2400-4450 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.

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