Senior Quantitative Risk Analyst

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København S

Job ID: 25561

Model Development, Quantitative Finance

Are you good at pricing derivatives and would you like to develop the state of the art models for estimating future financial risks? We are now looking for a Senior Quantitative Risk Analyst to improve our assessment of the credit risk in [xxxxx]'s derivative transaction business.

At [xxxxx], we know our customers’ needs are changing – and we’re deeply committed to meeting them with the financial solutions of tomorrow. We’re creating an agile environment where we’re harnessing the power of technology – one where you can make an impact. So bring your skills, ideas and unique background. With us, you’ll find plenty of opportunities to grow and make your mark on something bigger.

About this opportunity

Welcome to the Counterparty Credit Risk Models team. We add value by developing internal models that measure and predict the credit risk of derivative transactions, thereby keeping the bank safe and trusted. As the Senior Quantitative Risk Analyst, you’ll play a valuable role in making sure that we make the most accurate counterparty credit risk predictions, and that our models are reliable and well understood.

What you’ll be doing:
Who you are

Collaboration. Ownership. Passion. Courage. These are the values that guide us in being at our best – and that we imagine you share with us.

Most likely you are experienced in derivative pricing models, preferably in the interest rate, FX, or inflation market. Apart from experience in quantitative finance you might also have experience from working in a risk area in a bank. You have a strong analytical background from a M.Sc. or Ph.D. in a quantitative field, such as economics, finance, engineering, physics, mathematics, econometrics or similar.

If this sounds like you, get in touch!
Next steps

Submit your application no later than 30/11/2024. If this sounds like you, get in touch! If you have questions, please contact the hiring manager at Johan.Sandberg@[xxxxx].com.

At [xxxxx], we know that an inclusive workplace is a sustainable workplace. We deeply believe that our diverse backgrounds, experiences, characteristics and traits make us better at serving customers and communities. So please come as you are.
Please be aware that any applications or CVs coming through email or direct messages will not be accepted or considered.
Only for candidates in Sweden: For union information, please contact Finansförbundet at finansforbundet@[xxxxx].se or SACO at Saco[xxxxx]@[xxxxx].com.
Only for candidates in Poland: Please include permit for processing personal data in CV as following:
In accordance with art. 6 (1) a and b. Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (General Data Protection Regulation) hereinafter ‘GDPR’. I agree to have: my personal data, education and employment history proceeded for the purposes of current and future recruitment processes in [xxxxx] Bank Abp.
The administrator of your personal data is: [xxxxx] Bank Abp operating in Poland through its Branch, address: Aleja Edwarda Rydza Śmiglego 20, 93-281 Łodź. Your personal data will be processed for the recruitment processes in [xxxxx] Bank Abp. You have a right to access your personal data, right to rectify and right to delete. Disclosing the personal data in the scope specified by the provisions of Polish Labour Code from 26 June 1974 and executive acts are mandatory. Providing personal data is necessary to conduct the recruitment processes. The request for the deletion of your personal data means resignation from further participation in recruitment processes and causes the immediate removal of your application. Detailed information concerning processing of your personal data can be found at: https://www.[xxxxx].com/en/doc/[xxxxx]-privacy-policy-for-applicants.pdf
We reserve the right to reply only to selected applications.


Information og data

Denne ledige stilling har jobtypen "Finansmedarbejder", og befinder sig i kategorien "Økonomi og jura".

Arbejdsstedet er beliggende i København S.

Jobbet er oprettet på vores service den 9.8.2024, men kan have været deaktiveret og genaktiveret igen.

Dagligt opdateret: Dette job opdateres dagligt ud fra jobudbyderens hjemmeside via vores søgemaskineteknologi og er aktivt lige nu.
  • Finansmedarbejder
  • København S

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