Risk Officer at Risk Department (Quantitative Risk Modelling) | SEB, Tallinn

Tasks

• Analyze model deviations
• Challenge model performance and assumptions
• Collaborate with business and IT validation internal audit regulators
• Conduct back testing
• Develop IRB credit risk models
• Enhance IRB modelling methodology
• Improve credit risk data quality
• Maintain IRB credit risk models
• Perform model monitoring
• Prepare material for risk governance forums and supervisory reviews
• Support IT implementation of models

Perks/Benefits

• Flexible work environment
• Health insurance
• Long-term career development
• Remote work opportunities
• Training and learning opportunities

Skills/Tech-stack

Backtesting | Credit Risk | Credit Risk Modelling | Data Analysis | EAD | IFRS 9 | IRB | LGD | Model Monitoring | Model Validation | PD | Pillar 2) | Python | R | Risk Modelling | SQL | Version control