(Senior) Risk Expert (Climate Risk), Risk Models

Publiceringsdatum: 2026-07-22

Skulle du vilja jobba inom säkerhet och bevakning? Nu har du chansen att börja jobba som riskingenjör, risk management hos NORDEA BANK ABP, FILIAL I SVERIGE. Detta är ett jobb på heltid där NORDEA BANK ABP, FILIAL I SVERIGE letar efter någon under tills vidare.

Om du redan bor i närheten av Uppsala, är det här din chans att söka ett spännande jobb Om du letar efter en spännande karriär inom riskingenjör, risk management-branschen, har NORDEA BANK ABP, FILIAL I SVERIGE just nu ett ledigt jobb som kan vara av intresse. Har du vad som krävs för att arbeta som riskingenjör, risk management hos NORDEA BANK ABP, FILIAL I SVERIGE? Ansök innan fredag den tjugoförsta augusti 2026 och ta reda på det!

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Jobbannons

Job ID: 5841

(Senior) Risk Expert (Climate Risk), Risk Models (permanent position)

We are looking for a (Senior) Risk Expert to develop quantitative methodologies that integrate climate and environmental (C&E) risks into our internal models and risk framework

About our team

Meet the Risk Models team. Our team is part of Nordea's Risk division, where we work at the intersection of credit risk modeling, econometrics, and ESG scenario analysis, contributing to the design, implementation, and validation of ESG-driven modelling approaches.

Collaboration. Ownership. Passion. Courage. These are the values that guide us in how we work and how we make decisions – and that we imagine you share with us.

What you’ll be doing

Main responsibilities in this role

• Contribute to the development and implementation of quantitative models integrating climate and ESG risk drivers into IRB and other credit risk models (PD, LGD). Emerging risks may be added to the scope of risks.
• Perform statistical and econometric analyses, including scenario-based approaches, to assess the impact of ESG factors on credit risk parameters.
• Conduct quantitative data analysis, including assessing the financial impact of model and data changes.
• Develop and maintain Python-based modelling tools and analytical code, including prototyping and validation workflows.
• Support the identification of ESG transmission mechanisms and translate them into modelling assumptions and inputs.
• Contribute to defining ESG data requirements and integrating external datasets into modelling frameworks.
• Stay informed on developments in ESG risk modelling and regulatory expectations (ECB, EBA, NGFS) and support their implementation.
• Contribute to model documentation and validation deliverables required for internal and supervisory review.

Who you are

Your background and skills include

• Experience in quantitative modelling (junior to senior level; ~2–10 years depending on role level).
• Strong background in statistics and econometrics, including model estimation and data analysis.
• Programming experience (Python required), ideally with experience in building modelling tools or libraries.
• Understanding of credit risk modelling concepts (PD, LGD); IRB experience is an advantage.
• Exposure to or interest in:
• ESG / climate risk modelling.
• Scenario analysis or stress testing.
• Macroeconomic modelling or transmission channels.
• Degree (Master’s or PhD) in econometrics, mathematics, statistics, physics, finance, computer science, or similar quantitative field.

It would be ideal if you also

• Experience with IRB models or regulatory frameworks.
• Experience working with large datasets and data pipelines.
• Prior exposure to climate or ESG-related modelling topics.

What differentiates this role

• Direct involvement in hands-on quantitative modelling, not limited to governance or coordination activities.
• Opportunity to contribute to emerging ESG risk quantification methodologies, including scenario design and risk transmission modelling.
• Work in a high-impact area under active regulatory scrutiny, with exposure to both modelling and regulatory perspectives.

What we offer

People come here when they want to get somewhere. For some, it’s to take their career to the next level. For others, it’s to break new ground within their area of expertise – in other words, with us, you will always move forward.

A culture that fosters performance and growth in one of the largest Nordic banks, offering various opportunities to evolve, develop and learn from brilliant colleagues with diverse backgrounds in a vibrant working environment.

Hybrid working model – we believe in the value of bringing people together and at the same time we embrace the freedom of flexibility.

Diversity and inclusion are a natural part of our daily work. We know that an inclusive workplace is a sustainable one. We genuinely believe that our diverse backgrounds, experiences, characteristics and traits make us stronger together. Every day we strive to find new ways to improve diversity and inclusion within our community e.g. we have signed the European Diversity Charters in the countries where we operate to show our commitment and engage with others to continue learning and improving.

If this sounds like you, get in touch!

Next steps

Submit your application no later than 06/08/2026.

We enable dreams and aspirations for a greater good.

We build relationships. We add a personal touch to everything we do – when advising our customers, collaborating with colleagues, and meeting our potential candidates.

We learn and develop. We take pride in being experts and thinking ahead. We use our expertise to meet our customers’ needs, from the simplest to the most complex. We bring a growth mindset to our work that enables us to focus on a broader perspective in our daily challenges.

We lead change. We are responsible and aware of the impact of our decisions, both for our customers and for our local and global communities. Mindful of our responsibility towards current and future generations, we have made sustainability an integrated part of our business strategy.

We are Nordea. We have a 200-year history of supporting and growing the Nordic economies and our values are deeply rooted in these open, progressive and collaborative societies. As one of the biggest employers in the Nordics, Poland and Estonia, you have excellent opportunities to evolve, develop and move forward with us.

For union information, please contact Finansförbundet at finansforbundet@nordea.se or SACO at SacoNordea@nordea.com.