Own and execute external and internal counterparty credit risk stress testing
Perform in-depth analysis on the counterparty credit portfolio and stress test results, prepare and explain the risk analysis to senior stakeholders, committees and regulators
Develop, maintain. review and control processes for the stress testing results, engaging with stakeholders to test the adequacy of the outcomes
Understand key drivers and risks in order to ensure that the stress test analysis can support business decisions
Understand the counterparty credit risk stress testing models, and assess the compliance of the stress testing framework with respect to the regulatory capital and stress testing requirements
Work in various projects that are highly prioritised within the bank such as EBA or ICAAP stress test exercises
Supporting other financial risk management tasks including change projects, live-deal assessments & approvals, CCR portfolio management and reporting
Continuously developing your own understanding of prevailing and emerging industry risks relevant for CCR
Description of knowledge and experienceQualification:
4 years+ experience operating within a financial markets role. Experience in Counterparty Credit Risk or Market Risk is seen as an advantage
Knowledge of financial products with prior professional experience analysing/modelling derivatives
Candidate is likely to have an excellent academic background, including a degree in a quantitative discipline, such as economics, finance, statistics/mathematics, sciences or engineering
Excellent written and spoken English – Nordea’s official language is English
Programming experience is seen as an advantage
RequirementsProgramming experienceStress TestingPerform in-depth analysis on the counterparty credit portfolio and stress test resultsKnowledge of financial products with prior professional experience analysing/modelling derivativesPreferred skillsCounterparty Credit Risk or Market RiskLanguagesEnglish
Expected salary:
Location: København
Job date: Sun, 08 Jun 2025 22:33:54 GMT
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