Counterparty Credit Risk Model Developer [Senior/Lead Quantitative Risk Analyst]

The Counterparty Credit Risk Model Developer role involves developing and maintaining Nordea's counterparty credit risk exposure models, including the Internal Model Method (IMM), while interpreting regulatory requirements and translating them into practical modelling and implementation choices. The position requires combining mathematical finance, Python development, and an understanding of trading and regulatory requirements to support validation and approval processes. Collaboration with trading, technology, model validation, and risk management teams is essential to drive model lifecycle activities from requirements to production implementation.