full-time
Senior Quantitative Analyst
Marginalen Bank
- Employer
- Marginalen Bank
- Location
- Stockholm Municipality, Sweden
- Working pattern
- hybrid
About the role
Drive the development and management of credit risk models, including A-score, B-score, and IFRS 9 calculations. Collaborate with stakeholders across Credit, Finance, and Risk Control to ensure models support profitability and sustainable growth. Requires 4-5 years of experience in credit risk modeling with proficiency in Python, R, and SQL. An academic degree in statistics, mathematics, economics, or engineering is required.