Lead and develop a high performing team responsible for risk quantification, stress testing, and automation
Own and further develop the Bank’s Stress Testing Framework, including regulatory exercises such as EBA Stress Tests
Design and deliver macroeconomic risk scenarios for ICAAP and IFRS9 on a quarterly basis
Oversee development and maintenance of forward looking risk quantification and stress testing models across key risk types
Ensure robust assessment of solvency, credit, operational, and business model risks under normative and economic perspectives
Drive development of self-service analytical tools and automated dashboards supporting risk management and reporting for the Risk Division
Lead automation and enhancement of the bank’s risk reporting processes using Power Automate and Power BI
Contribute to the bank’s transformation agenda, including migration of data and models to a cloud based infrastructure
Advance stress testing and risk quantification approaches for climate and environmental risks
Support further embedding of ICAAP and stress testing outputs into business steering and capital allocation
Act as a subject‑matter expert, educating and advising stakeholders across the organization.

Requirements

Masters’ Degree in Business, Statistics, Econometrics, Economics or similar field
Good understanding of Bank’s products, processes, data and IT systems and the risks they might pose for the bank
Previous managerial experience 1-3 years; 5-10 years in a similar role
Ability to understand and develop scripts in Python; experience in econometric modelling
Experience with Power BI and Power Automate to design and maintain automated workflows and data visualization
Ability to present and explain complex models in understandable way for different audiences
Coaching and people development skills
Cross functional and cross border cooperation skills
Analytical thinking and ability to make decisions quickly
Process and project management focused thinking
Business acumen and ability to get buy-in from key stakeholders
Fluent English is required in spoken and written communication.

Benefits

Flexible working hours, remote work and possibility to work from anywhere in EU, Iceland, Switzerland and UK (in total 90 days per year)
Additional week of vacation available to all employees who have been in the company for 1 year or more
Additional days off for volunteering purposes
30 fully paid calendar days for military trainings every year
Health insurance after first 3 months pass in all three Baltic states as well as Health days in case of absence due to sickness without doctor note needed
Access to tools and resources that help to feel good and be productive at work and in life
Internal and external training programs, workshops, conferences, online training etc.

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools

Pythoneconometric modellingrisk quantificationstress testingmacroeconomic risk scenariossolvency assessmentcredit risk assessmentoperational risk assessmentbusiness model risk assessmentdata migration

Soft Skills

managerial experiencecoachingpeople developmentanalytical thinkingdecision makingcross functional cooperationcross border cooperationbusiness acumencommunicationpresentation skills

Certifications

Masters’ Degree in BusinessMasters’ Degree in StatisticsMasters’ Degree in EconometricsMasters’ Degree in Economics