Senior Quantitative Risk Analyst

1 day ago


Copenhagen, Copenhagen, Denmark Nordea Full time

København S, DK, 2300 Tallinn, EE, 11415 Helsinki, FI, 500 Warszawa, PL, 02-460 Oslo, NO, 0368 Stockholm, SE, 111 46

Job ID: 25561 Model Development, Quantitative Finance 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 Nordea's derivative transaction business.

At Nordea, 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:

  • Come up with new ideas to measure counterparty credit risk, for example in relation to collateral agreements
  • Analyse and visualize the performance of existing and new models
  • Collaborate with the other teams in the counterparty credit risk value chain: for example model validation, infrastructure, IT, front office

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.

Your experience and background:

  • M.Sc. or Ph.D. in a quantitative field, such as economics, finance, engineering, physics, mathematics, econometrics or similar
  • Experience in risk or quantitative finance

You'll join a highly skilled team with experts in all the fields relevant to counterparty credit risk modelling: Python development, EU capital legislation, mathematical statistics, quantitative finance and derivative pricing. The role is based in Copenhagen; Helsinki; Oslo; Stockholm; Tallinn; Warszawa.

If this sounds like you, get in touch

Next steps

Submit your application no later than 23/08/2024. 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.

#J-18808-Ljbffr

  • Copenhagen, Copenhagen, Denmark Nordea Full time

    At Nordea, we are committed to meeting the changing needs of our customers with innovative financial solutions. We're creating an agile environment where technology and expertise come together to make a lasting impact.About this OpportunityWe welcome applications from skilled professionals who can contribute to the development of cutting-edge models for...


  • Copenhagen, Copenhagen, Denmark Danske Bank Full time

    Do you have the motivation and skills to play an important role in the Credit Risk Model Validation team, a part of the Model Risk Management department in Danske Bank? And would you like to get a solid overview of risk management? MRM plays an integrated and central part in Danske Banks' risk management by providing an independent view of how new and...


  • Copenhagen, Copenhagen, Denmark Danske Bank Full time

    About Credit Risk Model ValidationCredit Risk Model Validation plays a crucial role in Danske Bank's risk management, providing an independent view of model performance. As part of the Model Risk Management department, we are responsible for validating credit risk models, IFRS9, and credit decision models.Our team consists of 16 highly skilled professionals...


  • Copenhagen, Copenhagen, Denmark Danske Bank Full time

    Compliance and Risk AnalystWe are seeking a highly motivated Compliance and Risk Analyst to join our team. Your primary responsibility will be to analyze and report on financial crime risks to Danske Bank's country branches.You will work closely with the Financial Crime unit to develop and implement risk-based policies and procedures. Your key...

  • Risk Analyst

    2 days ago


    Copenhagen, Copenhagen, Denmark Nordea Bank Norge ASA Full time

    Job DescriptionWe are currently seeking a skilled Risk Analyst to join our team at Nordea Pension. As a Risk Analyst, you will play a crucial role in ensuring the effective management of risks within our pension fund. Your primary responsibility will be to identify, assess, and mitigate potential risks that could impact our business operations.


  • Copenhagen, Copenhagen, Denmark Danske Bank Full time

    Senior Analyst for Regulatory Risk Testing (Dodd-Frank, MIFID and EMIR) Job Description Are you eager to play a key role in implementing and executing an effective 1st Line of Defence controls management framework at Danske Bank? Are you interested in collaborating closely with the business to test their key controls, ensuring robust processes that safeguard...


  • Copenhagen, Copenhagen, Denmark Pandora AS Full time

    The Intelligence and Risk Analyst position at Pandora plays a pivotal role in safeguarding the company's global operations by proactively identifying, assessing, and mitigating risks that could impact its people, customers, and assets. This position is responsible for monitoring emerging threats, analysing intelligence data from various sources, and...


  • Copenhagen, Copenhagen, Denmark Maersk Tankers Full time

    Your Role in Finance & RiskYou will join a team of talented and welcoming colleagues, working together to drive business forward and achieve strategic and financial targets.As Head of FP&A and Risk Management, you will lead a broad task portfolio, taking charge of forecast processes and reporting towards executive management.You will provide quantitative and...


  • Copenhagen, Copenhagen, Denmark Pandora AS Full time

    Pandora A/S is seeking a highly skilled Intelligence and Risk Analyst to join its team. As a key member of the organization, this role plays a pivotal part in safeguarding Pandora's global operations by proactively identifying, assessing, and mitigating risks that could impact its people, customers, and assets.The Intelligence and Risk Analyst position...


  • Copenhagen, Copenhagen, Denmark PARETO SECURITIES AS Full time

    We are a truly international and vibrant company with more than 600 skilled and dedicated employees worldwide. Our Treasury Analytics team is part of the broader Treasury department and we are looking to hire a skilled professional to join us as a Treasury Quantitative Analyst. This role is an exciting opportunity to work at the intersection of IT,...


  • Copenhagen, Copenhagen, Denmark Pandora AS Full time

    Pandora A/S seeks an experienced Intelligence and Risk Analyst to ensure the company's continued success. As a key member of the organization, this role plays a pivotal part in safeguarding Pandora's global operations by proactively identifying, assessing, and mitigating risks that could impact its people, customers, and assets.The Intelligence and Risk...

  • Risk Oversight Analyst

    14 hours ago


    Copenhagen, Copenhagen, Denmark Pleo Full time

    Pleo is a dynamic and forward-thinking organization dedicated to excellence in handling risks across everything we do. We are looking for a skilled and knowledgeable individual to join our Second Line Risk and Compliance team as a Risk Analyst (covering both Credit and Enterprise). This is a unique opportunity to play a pivotal role in shaping and enhancing...


  • Copenhagen, Copenhagen, Denmark Maersk Tankers Full time

    Calling on Head of FP&A and Risk Management At Maersk Tankers, our purpose is to pioneer shipping solutions for our partners and the planet. We believe in the power of diversity and inclusion to make this happen, including providing equal opportunities for all. We offer a global and flexible workplace where passion and engagement are met with opportunities...

  • Compliance Analyst

    2 hours ago


    Copenhagen, Copenhagen, Denmark Moneff Full time

    Job Overview: We're a fast moving, DFSA regulated fintech company offering business accounts and payment processing services. We are seeking a highly motivated Compliance Analyst to join Moneff ApS's FinCrime Compliance team in our Gammel Kongevej office. The Compliance Analyst will provide support to the Fin Crime Compliance Department on a variety of tasks...


  • Copenhagen, Copenhagen, Denmark Danske Bank Full time

    About UsDanske Bank is a Nordic bank with bridges to the world around us. For 150 years, we have supported people and businesses in releasing their potential. A career with us is an opportunity to join a community of 22,000 colleagues in a culture where we are committed to Teaming Up, Owning It and Being Open.We are looking for a candidate who has a...

  • Market Risk Analyst

    6 days ago


    Copenhagen, Copenhagen, Denmark Dampskibsselskabet NORDEN AS Full time

    About the RoleWe are currently seeking an experienced Market Risk Analyst to join our team in Copenhagen. As a key member of our Risk Management department, you will be responsible for analyzing and reporting on market-related risks associated with our freight trading activities.In this role, you will work closely with our Freight Traders to identify,...


  • Copenhagen, Copenhagen, Denmark Danske Bank Full time

    Our Regulatory Risk Testing team is dedicated to developing, executing, and managing testing for regulatory risk, conduct, and sustainability across all Business Units. You will work closely with colleagues within BCPM and key stakeholders from the 1st, 2nd, and 3rd Lines of Defence.We are seeking a Senior Analyst who will be instrumental in delivering a...


  • Copenhagen, Copenhagen, Denmark PARETO SECURITIES AS Full time

    We are looking for a Risk Analyst and Developer to join our Life Product team. In this position, you will play a key role in the development of our pension solution, combining your actuarial and development skills to help us solve complex problems within the administration of life and pension products.You will work closely with our team to analyze and model...


  • Copenhagen, Copenhagen, Denmark Nordea Full time

    Nordea is at the forefront of innovation in banking, driving progress through strategic partnerships, investments, and digitalization.About this OpportunityWe seek talented individuals to join our Counterparty Credit Risk Models team and contribute to the development of advanced models for measuring and predicting credit risk in derivative transactions.Your...


  • Copenhagen, Copenhagen, Denmark Veo Technologies Full time

    Veo is a global leader in AI-based sports camera technology. Our innovative, fully automatic camera solution enables sports teams to record matches and training sessions without a camera operator. We're democratizing the world of sports by granting video analysis for teams on all levels—a privilege that used to be only for the few. More than 40,000 clubs...