Quantitative Risk Analyst, Credit Portfolio Oversight

About the role

Nordea is looking for a Quantitative Risk Analyst to take its credit risk portfolio monitoring to the next level. The Credit Portfolio Oversight team develops quantitative portfolio monitoring to understand developments and behaviours that are central to sound credit risk management, and to improve credit risk processes. The team consists of five risk professionals who collaborate, own their work and support each other. The position can be based in Helsinki, Oslo, Stockholm or Tallinn.

Key responsibilities

• Develop and run the monitoring activities for rated and scored customer portfolios, including early warning systems
• Work with large data sets using SAS and MS SQL to produce analysis and monitoring material for presentations and Power BI reports
• Contribute to improving business processes that better manage credit risks

Required profile

• A relevant university degree or equivalent relevant experience, and fluent professional English
• Experience working with large data sets
• Ability to explain complex data analysis clearly to different stakeholder groups
• Self-driven and able to work well with others
• Ideal: experience with Nordea's credit risk data landscape and processes, and knowledge of credit risk regulation

Required skills

• SAS and MS SQL
• Power BI
• SQL or similar programming skills (ideal)

What we offer

• A culture of performance and growth in one of the largest Nordic banks
• Hybrid working model
• Diversity and inclusion as part of daily work

Applications close on 15 November 2026; interviews start on an ongoing basis and applications by email are not accepted. Candidates in Finland undergo a security clearance; candidates in Sweden are asked to contact the named union for union information.