IRB Model Owner

Swedbank AS

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Основная информация
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Are you passionate about credit risk modelling and ready to take ownership of key IRB models?

In Swedbank you have the opportunity to:

Own and lead the endtoend lifecycle of assigned IRB credit risk models (PD, LGD, EAD).
Ensure models remain fit for purpose, well-documented and stable
Oversee and support model changes, including enhancements and redevelopment efforts.
Collaborate with Business, Model Development, Model Validation and IT teams to secure robust model performance
Support regulatory and internal audit processes, including inspections, TRIM/data reviews, and responses to supervisory findings
Identify and escalate issues impacting model performance or use
Contribute to continuous improvements within the IRB framework

What is needed in this role:

University degree in Mathematics, Statistics, Finance, Economics, or a related field
At least few years’ experience in the area of Credit Risk Modelling (preferably IRB Modelling with understanding in PD, LGD and EAD models)
Good understanding of banking regulation and IRB framework requirements (EBA/ECB)
Good understanding of credit process, experience within the first line of defence will be considered an asset
Strong analytical capabilities and familiarity with modelling techniques and performance metrics
Ability to communicate complex topics clearly to both technical and non-technical audiences
Experience working with credit risk data; skills in SAS, Python, R, or SQL are an asset
Proactive mindset, strong sense of ownership, and attention to detail
Excellent verbal and written communication skills in English for cooperation with Baltic and Group colleagues

With us, you can experience:

Personal and professional growth through self-leadership and continuous development
Meaningful work that positively impacts our workplace, our customers, and society
An open and collaborative culture that encourages cross-functional teamwork and provides networking opportunities
A supportive and inclusive environment that promotes a balanced and sustainable work-life, with flexible working conditions when suitable for the role
Benefits such as our share based reward program Eken, company pension plan, employee offer for banking products, health insurance

" Join our team and...

be part of an international team of professionals, who are jointly delivering challenging projects and strengthening Swedbank credit risk management - promoting a sound credit risk culture. We are looking for a Model Owner to join our IRB Credit Risk area and play a central role in ensuring our models are accurate, compliant, and continuously evolving. The team is highly skilled and responsible for the improving data quality and efficiency, upholding an adequate credit framework and governance in the credit process, regular reporting to internals stakeholders, as well as various control activities. The team is also competence hub for the Baltic entities for IRB and IFRS 9 models. The role holder will be able to develop his or her knowledge within a broad and exciting field” Linda Plavinska, your future leader.

We look forward to your application at 23.03.2026. the latest.

If you are to be employed in Latvia, please note that the salary offered for this position ranges from 4100-6200€ gross i.e. before taxes. Read more here.

If you are to be employed in Lithuania, please note that the salary offered for this position ranges from 5100-7700€ gross i.e. before taxes. Read more here.

If you are to be employed in Estonia, please note that the salary offered for this position ranges from 4650-6950€ gross i.e. before taxes. Read more here!

Swedbank does not discriminate anybody based on gender, age, sexual orientation or sexual identity, ethnicity, religion or disability – everybody is welcome.

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Брутто-зарплата в месяцБрутто/мес. € 4100 - 6200

Место работы

Rīga, Латвия
Liivalaia 8, 10118 Tallinn, Estonia

Тип работы

Полный рабочий день

Контактное лицо
Māra Kukule

We serve local communities, where we are proud to play an important role as being a key part of the financial system.

We are dedicated to developing close relationships with about 7.3 million private and 553 000 corporate customers.

Our passion is to help people to save for a better future. We work every day to support people, businesses and society to grow by promoting a healthy and sustainable economy.

Регистрационный номер: 40003074764

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