Senior quantitative analyst

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Are you interested in quantitative modelling, stress testing and ESG challenges?

In Swedbank you have the opportunity to:

  • Improve our quantitative economic capital model for credit risk
  • Enhance our stress testing methodology and participate in designing the framework for ESG stress testing
  • Integrate macroeconomic information in stress testing and the IFRS 9 model framework, with a particular focus on incorporation of ESG aspects
  • Participate in scenario generation, used for stress testing and sensitivity analysis
  • Communicate with internal and external stakeholders, explaining models, approaches, and outcomes

What is needed in this role:

  • You have a relevant academic background in Economics, Mathematics, Statistics, or some related quantitative field
  • You have at least three years of relevant experience, such as quantitative modelling, e.g. credit risk, market risk or other quantitative analytics, from a financial institution or similar
  • You thrive working in an environment with a high degree of autonomy and are comfortable taking own initiatives
  • You have excellent communication and presentation skills. Fluency in English, in speech as well as in writing, is required
  • You are comfortable with programming in various languages such as SAS, MatLab, R or equivalent
  • You need to be driven and innovative, result-oriented and have an ability to produce high quality results under pressure. You need to be flexible and enjoy working in an environment where new challenges arise continuously

"Join our team and ...

be a part of an international team currently consisting of 11 colleagues, working both in Sweden and Estonia. Stress testing and IFRS 9 are becoming increasingly important tools in understanding banks’ risks. Identifying, quantifying, and incorporating ESG risks into traditional credit risk and stress test frameworks is a key challenge for the entire banking industry. If you enjoy working in an area that attracts attention both from internal and external stakeholders, and want to feel that your work matters, this position should suit you. You will work in stimulating environment where you as an individual will be given loads of freedom, challenges, and responsibility.” -Max Loxbo, your future manager

We look forward to receiving your application by 31.07.2021. 

Location:  Stockholm  

Contacts

Recruiting manager: Max Loxbo, +46 (0)72 225 01 20

SACO: Henrik Joelsson

Finansförbundet: Åke Skoglund +46 8 58 59 02 88

We want to inform you that the selection process may begin after the summer holidays.

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.

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