As Chief Data Scientist at a major Nordic bank you will shape the IRB model landscape by owning complex modelling topics and mentoring colleagues within the Risk Modelling and Analytics department. You will be responsible for end-to-end development of IRB LGD and CF models and will take on significant methodological challenges while building robust regulatory-compliant models with statistical and machine learning techniques. Collaborating closely with teams across Risk Management IT and data units you will foster a culture of technical excellence and clear communication while contributing to regulatory dialogue to enhance IRB modelling practices. With a collaborative spirit and five or more years of experience in data science specifically in credit risk or IRB development you will play a key role in developing and supporting high-quality model solutions.
