Senior Econometrician

Swedbank

Sundbyberg, Sweden

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We are looking for a Senior econometrician/quantitative economist to strengthen Swedbank’s IFRS 9 and Stress test methodology team.

IFRS 9 and Stress test methodology is unit within Group Risk with responsibility for developing, implementing and maintaining the framework and models used for IFRS 9 Impairment and credit risk stress testing. The team currently consists of 10 colleagues, working both in Sweden and Estonia, and is expanding. We are now looking for a quantitative economist/econometrician to strengthen our macroeconomic quantitative modelling and forecasting capabilities. Your main tasks will be:

  • Developing macroeconomic time series models integral to stress testing and IFRS 9 Impairment
  • Promote further integration of macroeconomic forward-looking information in IFRS 9 risk models and stress testing framework
  • Participate in macroeconomic data driven analysis and scenario generation, for IFRS 9 and stress testing purposes, including assessments of scenario severity and scenario simulation and model calibration
  • Providing econometric and macroeconomic expertise to management and other stakeholders
  • Communication with both internal and external stakeholders, explaining models and outcomes

What you need to succeed

  • You have strong academic record equivalent to a PhD or MSc in Economics, Mathematics, Statistics, or some related quantitative field.
  • You have a genuine interest in macroeconomics and financial markets.
  • You have at least 5 years of relevant experience of forecasting or stress testing using macroeconomic quantitative techniques, from a financial institution or equivalent.
  • Understanding of credit risk dynamics is crucial, and experience from credit risk or economic capital modelling is valuable.
  • You thrive working in an environment with a high degree of autonomy and initiative
  • You have excellent communication and presentation skills. Fluency in English, in speech as well as in writing, is essential to be eligible for the position.
  • You are comfortable with programming in various languages such as SAS, MatLab, R or equivalent.

In order to succeed in your role, you need to be driven and innovative, result oriented and have an ability to produce high quality results under pressure. You need to be flexible and enjoy working in an environment where new challenges arise continuously.

What you may have worked with previously

  • Risk management or stress testing
  • Academic research

Why work with us?

Stress testing and IFRS 9 is becoming an increasingly important tool to understand the bank's risks. If you enjoy working in an area that attracts attention both from internal and external stakeholders, and want to feel that your work matters, this position should suit you. You will work in stimulating environment where you as an individual will be given loads of freedom, challenges and responsibility.

We may begin the selection under the application period, so we welcome your application as soon as possible.

Application deadline: 15/11/2019


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