Model Developer

Job ID: 12416
We are looking for an engineer, fresh from university or with a few years of working experience, with excellent coding skills and analytical mindset. Knowledge in finance and derivative pricing is a great advantage.
We are a cross-disciplinary team of highly skilled individuals responsible for development, refinement and maintenance of nordea’s internal risk models for counterparty credit risk. Many of us have a background in engineering, physics, quantitative research, computer science or related fields. Our everyday work also spans disciplines like macroeconomics, data analysis, applied mathematics, IT and software development. Moreover, assessment and interpretation of financial regulations feed into the model development process. The team is playing the key role in supporting adequate risk-management and analysis through regulatory compliant models while enabling prudent business. To perform this role, team members have close ties to both front office traders and modellers, risk controllers, business analysts and IT developers.

What you’ll be doing:

Who you are

You have a keen interest in learning mathematical finance related to counterparty credit risk. Naturally, you take ownership of your work and the team’s mission and you are dedicated to deliver with quality, and on time. You are eager to dig into our IT infrastructure systems, databases and tools. You are self-organized and able to work independently, if required, while being able to integrate well with the team. Moreover, you strive to develop professionally and stay curious on that journey.

Your professional profile:
The team is mainly located in Copenhagen (Denmark), but this position is open in:

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

Submit your application no later than 18/10/2022. Interviews will be held continuously. For more information, you’re welcome to contact Head of Counterparty Credit Risk Models, Johan Sandberg.

At nordea, 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.

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