Quantitative Risk Consultant

Location: Stockholm, Sweden; hybrid work.

Company

Independent Nordic consulting firm specializing in governance, risk, and compliance advisory, services, technology, and fund solutions for financial, public, industrial, and other clients.

What you will do

• Support Swedish and Nordic clients with quantitative credit and market risk projects.
• Develop credit risk models under CRD IV/CRR and Basel IV.
• Perform credit risk capital adequacy assessments for ICAAP and analyze credit portfolios.
• Interpret and implement IFRS 9 loan loss provisioning requirements.
• Define credit risk appetite frameworks, measures, limits, and follow-up processes.
• Implement senior management credit risk reporting and contribute to stress testing and market risk management.

Requirements

• Master’s degree in Economics, Finance, Mathematics, Statistics, Engineering, or a similar field.
• At least 1–7 years of experience in Credit Risk or Market Risk Management within the financial sector, audit, or consulting.
• Fluent spoken and written Swedish and English.
• Strong communication skills and the ability to build professional networks.
• Attention to detail and an entrepreneurial mindset.
• Ability to work independently and collaboratively.

Nice to have

• German language proficiency.
• Programming skills in SAS, R, and Python.
• Experience with COREP/FINREP and CRD/CRR reporting and implementation.
• An extensive and established network relevant to the role.

Culture & Benefits

• Work with large financial institutions and other major Nordic clients across varied projects.
• Access to experienced colleagues, knowledge sharing, and collaborative learning.
• Trust-based culture with substantial employee flexibility.
• Core values include passion, expertise, agility, and kindness.

Hiring process

• Applications must be submitted through the designated application process; applications by email are not accepted due to GDPR.
• The competence-based process includes work psychological tests, interviews, and reference checks.
• Interviews begin as soon as possible.