Senior Quantitative Analyst
NR REF.: 1139469
Your new company
International, Scandinavian financial organisation.
Your new role
- Be involved in a wide range of tasks connected to credit risk modelling including, how business decisions are generating credit risk data, how data is integrated between various systems, developing quantitative and qualitative models, implementing the model both in systems and processes,
- Work in various interesting projects - redevelopment of existing Expected Credit Loss models and setting up a new ECL framework. As contributor, and with possibilities to act as driver,
- Join an open and inspiring atmosphere, where you will cooperate closely with your colleagues across the bank (~15 professionals from Stockholm, Helsinki and Warsaw),
- Provide proactive advice, analysis and reports to internal and external stakeholders to ensure that Treasury & ALM meets stakeholder's requirements,
- Be part of a unit which sees the importance of investing in its employee
What you'll need to succeed
- Show analytical capability, proactivity and problem-solving skills
- Have the big picture and value chain in mind but you are also able to dig into the details
- Take own initiatives, actively and independently address prioritisation, respond to changes with an open mind-set and demonstrate a positive can-do attitude to drive and contribute to Treasury & ALMs performance and successful implementation culture
- Love learning and trying new things and you're excited about bringing your ideas to the table
- Are passionate about doing a great job
What you'll get in return
- Possibility to work with interesting projects
- Contract of employment
- Benefits package: sport & medical package, group insurance, "holiday" bonus, relocation bonus
What you need to do now
If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now.
If this job isn't quite right for you but you are looking for a new position, please contact us for a confidential discussion on your career.