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Senior Macro Modeller
Senior Macro Modeller
Luminor Bank, AB
Senior Macro Modeller

Senior Macro ModellerLuminor Bank, AB

Description

Join our team as a Senior Macro Modeller!

Our culture is built based on our core belief that we are changing lives through banking – Luminor is here to empower people to make smart financial decisions. Whoever you are, and whatever your role is, with Luminor you will get a once-in-a-lifetime opportunity to literally build a local banking champion.

We are looking for a Senior Macro Modeller to be the key person engaged in Luminor’s regular update of macroeconomic scenarios, with a particular focus on stress scenarios and analyses for Baltic countries. The Senior Macro Modeller will be joining the Enterprise Risk department’s Stress Testing unit, which is responsible for internal and external stress testing activities primarily focused on credit risk.


Responsibilities:

  • Develop and implement methodology for macroeconomic modelling, including forecasting models and long-term impact assessment models (e.g., for climate risk)
  • Align the macroeconomic scenario development process within Luminor
  • Ensure regularly updated macroeconomic scenarios for Baltic countries
  • Perform ad hoc macroeconomic analyses on different risk realizations
  • Represent Luminor’s view in relevant internal committees and regulatory activities 


Skills and experience:

  • Master’s degree or higher in Mathematics, Statistics, Econometrics, Economics or other similar fields within quantitative background
  • Expertise in econometric modelling and input-output models
  • Excellent English language skills (written and verbal)
  • Strong understanding of and ability to explain macroeconomic processes and financial cycles to stakeholders
  • Experience in statistical software such as R, MatLab or similar
  • Full proficiency working with MS Office tools
  • Experience in Python and its libraries, such as Pandas and NumPy, is considered as strong asset


Why Luminor? What we can offer you:

  • Dynamic and international working environment that is filled with interesting challenges and unique opportunities, as we build a bank together
  • Varied opportunities to support your professional and personal development and growth
  • A competitive benefits package in addition to your salary
  • An additional benefits package for employees after 1 year in the company, which includes additional days of vacation
  • Pan-Baltic teams where people value challenging work together with good humor and having fun
  • A salary range for this position starting from 3000 EUR (Gross), which is to be determined depending on the level of experience and competencies of the selected candidate

 

Application deadline is 18th of February

In case of questions please feel free to contact: hiring manager Marek.Lambing@luminorgroup.com or our people partner Vikante.Rackauskaite@luminorgroup.com.

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