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Model and Python Developer [Senior/Lead Quantitative Risk Analyst]

NORDEA BANK ABP, FILIAL I SVERIGE · Stockholm · Heltid

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Job ID: 5167 Model & Python Developer – Counterparty Credit Risk (permanent position) Are you a professional Python developer with a strong quantitative background? Nordea’s Counterparty Credit Risk Models team is looking for individuals who combine solid mathematical understanding with hands-on software engineering skills to help build the next generation of risk models and analytics. About our team Meet the Counterparty Credit Risk Models team. Our role is to develop and maintain models for counterparty credit risk, ensuring compliance with EU CRR regulation and internal governance. Our work spans the full value chain—from interpreting regulatory requirements and analysing market data to modelling, implementation, and aggregation of risk measures. In addition, we design and maintain a central Python-based risk platform, including reusable libraries, model frameworks, and analytical tools. As part of the team, you will contribute to both:Quantitative model development,Robust software engineering, ensuring scalable, maintainable, and high-quality code. Collaboration. Ownership. Passion. Courage. These are the values that guide us in how we work and how we make decisions – and that we imagine you share with us. What you’ll be doing:You will work at the intersection of quantitative modelling and software engineering, with responsibilities including:Designing and maintaining production-quality Python code and libraries (not just scripts).Developing and implementing counterparty credit risk models, including both methodology and code.Translating quantitative models into robust, scalable software solutions.Performing model validation, performance testing, and data analysis.Building tools for impact analysis, reconciliation, and reporting.Contributing to the evolution of…
Riskingenjör, risk managementSäkerhetsinspektörer m.fl.