Analyst in Credit Risk Modeling

Application period has expired.

Do you enjoy applying mathematics or are simply fascinated by the data itself? If you answered – yes, then we are looking for you!

Currently we are looking for an analyst in Credit Risk Modeling team. In this job, you will combine analytical power and theoretical knowledge to helpin the processes of building the new generation of risk models (PD, LGD, EaD, etc.) and maintain the existing model framework. You will also collaborate with key stakeholders in order to obtain the necessary understanding and acceptance of the final results as well as make the models appear transparent across the Group.

As an Analyst, you will be working as an integrated part of an international team located in Vilnius and Copenhagen. You will be working from Vilnius. If you think that your core values would align with ours, mainly agility and collaboration, then we are waiting for your application now!

You will:

  • Building and maintaining risk models
  • Data analysis, interpretation and usage in risk modelling
  • Presenting your findings to relevant stakeholders in easily understandable language and gathering clarification of business needs
  • Support improvements and simplification of the processes within modelling area

About you:

  • Higher education or last year student in quantitative sciences (i.e. mathematics, physics, economics, engineering, statistics or similar)
  • Interest in solving real world problems while using mathematical models
  • Experience with SQL, R and/or Python
  • Experience with the credit risk parameters PD, EAD and LGD will be considered as an advantage
  • Excellent English skills (spoken and written)
  • You must be a team player and be able to collaborate

Application period has expired.

If you are interested, please send your CV in English no later than 01.09.2020. Confidentiality guaranteed.

Your title in job contract will be Specialist – Risk.

Please contact if you have any questions.
Gabriele Mongirdaite
Phone number +37062691697