Credit Risk Model Developer

Scroll to content

Do you want to help build and enhance credit risk models for one of Sweden’s largest banks? If you are analytically inclined and have experience of modelling this position is for you.

In Swedbank you have the opportunity to:

  • Develop and maintain credit risk models used in the area of credit risk
  • Participate in and/or drive IRB modelling projects, aiming at adapting models and methods to upcoming regulatory requirements
  • Perform regular model maintenance of existing models
  • Participate in further developing of modelling techniques
  • Provide analysis of changes affecting the IRB area and to propose ways forward to said changes
  • Communicate with stakeholders across the bank

What is needed in this role:

  • Some years of working experience in IRB modelling or IRB validation from an institution, consultancy or similar
  • Academic degree (MSc) in relevant quantitative field
  • Proficiency in programming and model development/validation in SAS/SQL
  • Experience and knowledge related to IRB models
  • Proficiency in statistical/mathematical modelling techniques
  • Credit risk related experience and understanding
  • To be driven, methodical and have an ability to multitask whilst producing high quality results under short deadlines
  • Work with transparency in mind and be good communicator with you colleagues
  • Fluency in English and Swedish, both in writing and spoken, is imperative to be eligible for the position
  • All staff is expected to deliver on time with good quality and to live by Swedbank's core values; open, simple and caring

"Join our team and...

Credit Risk Modelling offers a challenging work environment where you as an individual will be given both freedom and responsibility. As a model developer you will contribute with your knowledge and you will be given the opportunity to continuously develop in order to have up to date knowledge within the field.

Our current team consist of a diverse group of dedicated and highly competent colleagues. We strive to have a tight collaboration to draw from each other’s strengths, and to challenge our self to gain knowledge to produce the best possible result.

As the modelling area is crucial part of the bank, it attracts attention from internal and external stakeholders. The work you produce will make an evident difference for the bank." Modi Lovenvall Crafoord, your future leader

We look forward to receiving your application by 30.04.2021. 

Location: Stockholm

Contacts

Recruiting manager: Modi Lovenvall Crafoord +46 72 85 58 414

SACO: Henrik Joelsson

Finansförbundet: Åke Skoglund +46 8 58 59 02 8

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.

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


Or, know someone who would be a perfect fit? Let them know!

Workplace and culture

We are about 15 000 colleagues working mainly in Sweden, Estonia, Latvia and Lithuania.

Working together is important to us. We achieve the best results when we learn from each other and use our values Open, Simple, Caring to guide us every day.

We believe in diversity and inclusion and show this by treating customers and colleagues in the same respectful way.

Get to know us better

Teamtailor

Career site by Teamtailor