Risk Model Developer

Join us in this role where you’ll advance our risk metrics calculation engine by strengthening its resilience and performance and expanding its coverage and functionality. You will play a key role in running the monthly production cycles, ensuring data and result quality, collaborating across stakeholders and producing clear documentation. You will contribute with keeping our risk models accurate, explainable, and compliant.

Welcome to Group Risk

You’ll be part of join the Risk Models team within Group Risk where you, together with your colleagues, will develop and maintain models that calculate key risk metrics and support our second line risk organisation.

You will join a team, that enjoys an informal tone in the workplace with room for fun and laughter. It is also a team that will help you grow your talent through collaboration and knowledge sharing and our ambition to understand our stakeholder’s business to a degree where our risk capabilities are value-adding to the business.

You’ll play an important role in:

• contributing to model development including stress testing and scenario analysis
• enhancing existing models for accuracy, explainability, efficiency, and performance, aligned with regulatory standards and industry best practices
• maintaining comprehensive, accessible documentation and ensuring models comply with internal standards and regulatory requirements
• collaborating across Group Risk and with stakeholders to translate requirements into fit-for-purpose solutions
• executing monthly production cycles of the risk metric engine: prepare inputs, monitor runs, troubleshoot issues, and deliver output on time to support second line reporting for management.
  
  

To succeed in the role, you:

• have strong Python skills and working knowledge of SQL and data handling
• have been exposed to stress testing and scenario analysis
• bring 1–3 years’ experience in a financial institution or energy/commodities company, ideally with some second line or risk analytics exposure
• communicate clearly and collaborate effectively across diverse business and technical stakeholders
• enjoy writing high-quality code and thrive in a role where coding is central to your impact.
  
  

Maybe you’ve read the above and can see you have some transferable skills, even though they don’t quite match all the points. If you think you can bring something to the team, we still encourage you to apply.

Shape the future with us

Send your application to us as soon as possible. We’ll be conducting interviews on a continuous basis and reserve the right to take down the advert when we’ve found the right candidate.

As an applicant or employee, you may request reasonable work and position accommodation or adjustments via [email protected].

Please note that for your application to be taken into consideration, you must submit your application via our online career pages and answer the screening questions relevant for your country. We don't take applications or inquiries from external recruiters or agencies into account for this position.