Vi bidrar till Sveriges utveckling med en lika fantastisk som enkel idé: Fler kommuner får bättre lånevillkor tillsammans än var och en för sig. Sedan 1986 har idén bidragit till att sänka svenska kommuners lånekostnader med miljardbelopp. Vi är drygt 100 personer som tror på det vi gör, har en balansomslutning på 430 miljarder, har Sveriges kommuner ,landsting och regioner som uppdragsgivare och världen som arbetsplats.

Senior Quantitative Analyst - Model Validation

This position will suit you if you are person with a passion for quantitative analysis of financial and macroeconomics data. At Kommuninvest, you will be able to use and deepen your quantitative expertise to contribute to the company’s and your own growth. 

Together with other experienced analysts, you will be using your expertise in statistics, financial mathematics and programming to perform key analysis to one of the world’s most creditworthy companies.  

 
You will be joining the Risk division together with other eleven analysts. In this role, you will be the internal reference responsible for reporting to authorities, auditors, ratings agencies, board and management, on issues related model outputs and performances. 

Main duties:
 

  • Analysis, development, validation and documentation of the company’s internal models for stress testing and capital requirements.  
  • Management of IFRS9 - Expected Credit Loss models. 
  • Developing reports for the monthly/quarterly asset quality review and other regular risk reporting.
     

What you need in this role: 

  • Master’s degree or PhD in a quantitative field such as mathematics, statistics or similar.  
  • Great skills in quantitative analysis and models. 
  • Good knowledge of financial risk management. 
  • Advance programming in C++ and at least one between SAS and Python. 
  • Ability to handle various ad-hoc analysis and requests from Management, Board, regulators or rating agencies etc. 
  • Proactivity, structured and delivery-focused attitude. 
  • Excellent ability to communicate conclusions both in writing and in presentations and both technical and pedagogical terms.
     

Keywords: 

Quantitative analysis, financial risk, programming, statistical analysis, mathematics, statistics, business minded, analytical, large data, meaningful. 

The position is a permanent with full-time contract. We interview on an ongoing basis and apply personality assessment. 

We welcome you to contact us to find out more! 

 

Type of employment Permanent position
Contract type Full time
Number of positions 1
Working hours 100
City Örebro or within 200 km
Country Sweden
Reference number 2021/10
Contact

Britt Kerkenberg, 070-258 07 26

Published 15.Feb.2021
Last application date 14.Mar.2021 11:59 PM CET
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