Data ScientistRisk Model Analyst
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Job Location:
Copenhagen - Denmark
Monthly Salary:
Not Disclosed
Posted on:
Yesterday
Vacancies:
1 Vacancy
Job Summary
We are looking for a Data Scientist/Risk Model Analyst to join the Nordic Advanced Analytics and Risk Modeling Team. Location for this role can be any of the Nordic countries where we have presence. Given the value-generation of analytics-based decision making the team has been growing fast and is engaged in taking analytics-based decision making to the next level. This is an excellent opportunity if you have the desire to apply analytics for ensuring profitable responsible lending.
About the team:
The Advanced Analytics and Risk Modelling team is working together with Risk teams across the Nordics ensuring that the model developments and related controls are following the highest of standards and implemented and monitored for all the products in each country under the same governance. The team is responsible for the following areas:
Development of regulatory parameter models for calculation of capital (IRB PD LGD EAD)
Development of scoring and rating models for underwriting customer behaviour and other purposes (e.g. Fraud Collections etc.)
Development of parameter models used for the calculation of expected credit losses (PD LGD EAD)
Development of Stress Test Models
Model management planning and governance
Artificial Intelligence Machine Learning and related innovation initiatives with key focus on the area of credit risk
Key Responsibilities:
Delivering state of the art Models in a timely manner
Improved calibration stability and separation/predictive power of models through model re-calibrations adjustments and re-developments
Challenger modelling deliveries on projects
Monitoring and back-testing of assigned models
Collaborating with colleagues across the organisation to better understand business and data and ensure proper communication around deliveries
Ad-hoc reporting and analytical tasks
Your Profile
University degree in a numerate subject
Curious passionate humble analytical mindset
Programming language skills (SAS SQL R Python etc.)
Theoretical and applied knowledge of modelling approaches (Logistic Regression CHAID/CART Random Forest etc.)
Ability to embrace change improve and innovate
Strong communication and presentation skills
Motivated and assertive self-driver willing to go the extra mile
Highly organized efficient and proactive attitude
Team player
Extra Advantages
Experience from working on Admission Behaviour Parameter Models is a preferred quality
This is a full-time position and a work permit is required in either of these Nordic countries.
Interested
Submit your application for the position as soon as possible and no later than April 19 2026.
If you have any questions or want more information about this position feel free to contact Lopamudra Ganguli Risk Advanced Analytics Leader e-mail:
We perform background checks on all relevant candidates. For positions that require authorization and/or confirmation of suitability a police certificate of good conduct and credit check must be presented. A background check is carried out with prior consent from the candidate.
Required Experience:
IC
Key Skills
About Company
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