Luminor Group

Unit Manager, Risk Quantification – Automation

Luminor Group

full-time

Posted on:

Location Type: Hybrid

Location: Tallinn • Estonia

Visit company website

Explore more

✨ AI Apply
Apply

Salary

💰 €4,200 - €6,400 per month

Tech Stack

Python

About the role

  • Lead and develop a high performing team responsible for risk quantification, stress testing, and automation
  • Own and develop the Bank’s Stress Testing Framework
  • Design and deliver macroeconomic risk scenarios for ICAAP and IFRS9
  • Oversee development and maintenance of risk quantification and stress testing models
  • Ensure robust assessment of various risks
  • Drive development of self-service analytical tools and dashboards
  • Act as a subject-matter expert for 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 risks
  • 1-3 years of managerial experience; 5-10 years in a similar role
  • Ability to understand and develop scripts in Python
  • Experience in econometric modelling
  • Proficiency in Power BI and Power Automate
  • Ability to present complex models understandably for various audiences
  • Strong analytical and decision-making skills
  • Fluent English, both spoken and written
Benefits
  • Flexibility in working hours and remote work options
  • Additional week of vacation after one year of employment
  • Volunteer time off for societal contributions
  • 30 fully paid calendar days for military trainings per year
  • Health insurance after three months
  • Access to wellbeing tools and resources
  • Internal and external training programs and workshops
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 scenariosanalytical toolsdashboards
Soft Skills
managerial experienceanalytical skillsdecision-making skillscommunication skills
Certifications
Masters’ Degree in BusinessMasters’ Degree in StatisticsMasters’ Degree in EconometricsMasters’ Degree in Economics