Quantitative Risk Analyst, Credit Risk Data Management [Assistant/Regular/Senior]

Position Overview

We are seeking a Quantitative Risk Analyst for our Risk Models Data and Strategy teams. The role includes data analysis, modelling and governance.

Key Responsibilities

• Root‑cause analysis and reconciliation of data quality issues.
• Optimise data flows and algorithms to improve efficiency.
• Own and manage all data used in credit risk models across the end‑to‑end lifecycle.
• Identify and govern critical data elements using credit risk knowledge and regulatory expectations.
• Maintain the data governance framework, ensuring data quality controls and documenting data lineage.
• Prepare reports and documentation for senior management and external reporting.

Qualifications

• Experience with Credit Risk modelling, capital reporting, and knowledge of BCBS239 and TRIM.
• Proficient in SQL, SAS, Snowflake, Python or equivalent.
• Master’s degree in finance, economics, engineering, physics, mathematics or similar.
• Strong analytical skills, attention to detail and ability to analyse complex data.
• Excellent communication and presentation skills; able to translate business requirements to IT.
• Self‑driven, structured and able to coordinate multiple deliveries.
• Experience with big data is an asset.

Location and Requirements

• Only for candidates in Finland: security clearance required.
• Only for candidates in Sweden: consult union information.
• Only for candidates in Poland: include GDPR statement in CV.

Application Deadline

Submit application no later than 09/08/2026.