Are you passionate about coding, connecting the dots and turning insights into improvements?

We are looking for Data Scientists/Risk Model Analysts to join the Nordic Advanced Analytics and Risk Modeling Team in any of our Nordic offices (Oslo, Stockholm, Copenhagen and Helsinki). 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 Modeling 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 (IRB PD, LGD, EAD)
• Development of scoring and rating models for underwriting, customer behavior and other purposes (e.g., Fraud, Collections, etc.)
• Development of parameter models used for the calculation of expected credit losses (PD, LGD, EAD)
• Model management, planning and governance
• Machine Learning and related innovation initiatives with key focus on the area of credit risk

Key Responsibilities

• Timely delivery of the models assigned and included in the model plan
• 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 modeling approaches (Logistic Regression, CHAID/CART, etc.)
• Ability to embrace change, improvement and innovation
• 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

• Demonstrable work experience (1-3 years), preferably in the area of credit risk or in related roles that involved processing and analyzing large datasets
• Having work experience in the Nordics and knowledge of the Nordic market is an advantage

If this sounds like you, we look forward to receiving your application. We offer equal opportunities to all, regardless of gender identity, age, culture and disability. Our mission is to contribute to help more people and businesses prosper. If you have questions regarding the position, please get in touch with recruiting manager: Lopamudra.Ganguli@santanderconsumer.no