Senior Risk Model Analyst role at Luminor, focused on developing and implementing risk modelling methodologies and collaborating with stakeholders.
Responsibilities
Ownership of specific pre-agreed modelling tasks within the the Risk Quantification & Automation Unit (RQ&A) on further developing and implementing methodologies for stress testing (ST);
Development and modelling of stress test solutions within the Python-based environments;
Assist in the development of Risk Modelling Platform (RMP) and implementing ST solutions into RMP cloud environment, including ETL solutions between environments;
Development and maintenance of ST reporting solutions in PowerBI;
Data analysis to support Stress Testing calculations, modelling and reporting;
Preparation of documentation and overview material covering ST models and methodologies in line with internal and external requirements;
Collaborate with stakeholders and contribute to ST related topics (ICLAAP, RAF, Recovery and Resolution Planning, Risk Reporting, IFRS9 modelling, Supervisory ST, Climate ST);
Contribute to team and company performance through effective collaboration and acting with energy, enthusiasm and commitment.
Requirements
At least 3 years of experience in risk modelling
Higher education within Economics, engineering, mathematics, statistics or similar field
Knowledge of Python and SQL is a must have
Ability to understand and develop scripts in Python
Good knowledge of credit risk models (IFRS9, rating systems, VaR)
Good knowledge of the Bank products, processes, data and IT systems
Fluent English is required in spoken and written communication due to working on the Pan-Baltic level.
Benefits
Flexibility. Flexible working hours, Hybrid work, and the possibility to work from anywhere in the EU, Iceland, Switzerland, and the UK (in total 90 days per year)
International teams. Teams that go outside Pan-Baltic borders, where people value challenging work together with good humor and having fun
Culture. You’ll be joining a team where things move fast, ideas flow freely, and change is part of the everyday. It’s a dynamic environment that keeps you learning, growing, and never bored
More vacation. Additional weeks of vacation are available to all employees who have been in the company for 1 year or more
Volunteer time off. We care about giving back to society, therefore, you will get additional days off for volunteering purposes
Paid leave. We are proud of our employees who are participating in military training. Therefore, Luminor offers 30 fully paid calendar days for military training every year
Health benefits. A competitive benefits package in addition to your salary that includes health insurance after the first 3 months pass in all three Baltic states, as well as Health days in case of your absence due to sickness without a doctor's note needed
Wellbeing. Access to tools and resources that help you feel good and be productive at work and in life
Professional growth. Internal and external training programs, LinkedIn learning, workshops, conferences, online training, etc
Special Offer for Luminor products & services. Enjoy special offers & pricing for products and services provided by Luminor
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