Senior Quantitative Risk Analyst

1 day ago


København, 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

  • København, Denmark Nordea Bank Norge ASA Full time

    Job ID: 25561 Model Development, Quantitative Finance Are you good at pricing derivatives and would you like to develop 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...


  • København, Denmark Nordea Full time

    Do you want to play an important role in one of the largest model development programmes in Nordics? We are now looking for a Quantitative Risk Analyst to develop LGD models in Nordea. The job provides an exciting mix of challenges such as developing advanced statistical models, designing internal software libraries, working with big data, analysing economic...

  • Quantitative Analyst

    24 hours ago


    København, Denmark Nordea Bank Norge ASA Full time

    Would you like to analyze the links between investment decisions, risk and performance? We are now looking for a quantitative analyst to support our investment teams in delivering risk-optimized outperformance. Nordea Asset Management (NAM) is the centre of investment management in the Nordea Group and in the Asset & Wealth Management division. NAM is the...


  • København, Denmark Nordea Bank Norge ASA Full time

    Would you like to be part of our risk management team working in Nordea Pension? We are now looking for a (Senior) Risk Analyst to strengthen and develop our risk management system. At Nordea, we see that the world is changing fast – and we want to be one step ahead of the curve. That’s why we’re deeply committed to providing the financial solutions of...


  • København, 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...


  • København, Denmark Danske Bank Full time

    Are you fascinated by working in the tension between credit risk, statistical models and regulation? Connect with us at Danske Bank and join IRB Framework that has an integral role in ensuring our credit risk models support decision making across Danske Bank and adhere to requirements! Become a part of IRB Framework Combine your communication and analytical...

  • Credit Risk Analyst

    24 hours ago


    København, Denmark Hs Mittweida Full time

    Are you in the initial stage of your career aspiring to take the next exciting step in the direction of your growth? A step that allows you to use your interest in risk management in a real-life setting while expanding your already great analytical skills. All of this in an international and social environment with an advanced data-driven approach. Then join...

  • Credit Risk Analyst

    24 hours ago


    København, Denmark Dampskibsselskabet Norden AS Full time

    Are you in the initial stage of your career aspiring to take the next exciting step in the direction of your growth? A step that allows you to use your interest in risk management in a real-life setting while expanding your already great analytical skills. All of this in an international and social environment with an advanced data-driven approach. Then join...

  • Compliance Analyst

    1 day ago


    København, 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...


  • København, Denmark Dampskibsselskabet NORDEN AS Full time

    Do you see yourself making even more use of your great analytical skills while developing them further? And do you want to kick-start your career and advance your toolbox within risk management, in a practical setting contributing to making a real impact measuring risk? All of this in an informal and social environment? Then keep on reading and become our...


  • København, Denmark Milestone Systems Full time

    Are you a Senior Business Analyst who thrives when working close to business stakeholders? We are looking for a Senior Business Analyst who knows their way around an international (IT) company and can operate within a multicultural environment. You will be combining your hands-on experience, persistence, and passion for commission to drive business insights...


  • København, Denmark Alipes ApS Full time

    Are you ready to join the future of Energy trading and lead expansion into new strategies and business areas? At Alipes Capital, we offer the unique opportunity to use your skills in a fully automated trading environment, where data is at the core of every trading decision. You will have cutting edge technologies at your disposal and work with highly...

  • Analyst

    24 hours ago


    København, Denmark Alipes ApS Full time

    Are you ready to kickstart your career in equity markets? Do you thrive in a fast-paced environment where you have impact from day one? At Alipes, we offer the unique opportunity to get insights into the financial markets. As a member of our team, you will work with highly skilled, innovative, and fun colleagues while utilizing cutting-edge technology. We...


  • København, Denmark Alipes ApS Full time

    Are you ready to kickstart your career in equity markets? Do you thrive in a fast-paced environment where you have impact from day one? At Alipes, we offer the unique opportunity to get insights into the financial markets. As a member of our team, you will work with highly skilled, innovative and fun colleagues while utilizing cutting edge technology. We are...

  • Analyst | Copenhagen

    24 hours ago


    København, Denmark Compass Lexecon Full time

    We are one of the world’s leading economic consulting firms. We strive to recruit and develop talented people to work together to produce meaningful economic analysis of exceptional quality, and to create a positive impact on our clients and society. Our European Competition Practice provides expert economic advice on competition policy, economic and...

  • Senior Risk Expert

    3 days ago


    København, Denmark Nordea Bank Norge ASA Full time

    Job ID:28068 Senior Risk Expert in Stockholm, Helsinki, Copenhagen or Warsaw As Senior Risk Expert in Group Operational Risk – Monitoring, you will play a key role to ensure proper management of operational risks across the Nordea Group. You’ll join a team responsible for performing operational risk monitoring and testing (assurance/audit) projects...


  • København, Denmark Danske Bank Group Full time

    Senior Business Analyst in 1st Line Fraud Strategy Did you know that our Fraud Department has prevented fraud activities for our bank, clients, and society valued at over 71 million euros since 2014? Do you want to be part of the growing team that is proactively working towards strengthening the fraud prevention setup globally? Then join us and become part...


  • København, Denmark Danske Bank Full time

    Senior Business Analyst in 1st Line Fraud Strategy Vilnius, Lithuania (Hybrid) Job Description Did you know that our Fraud Department has prevented fraud activities for our bank, clients, and society valued at over 71 million euros since 2014? Do you want to be part of the growing team that is proactively working towards strengthening the fraud prevention...

  • Credit Risk Manager

    24 hours ago


    København, Denmark Saxo Group Full time

    Do you thrive in an international environment where credit analysis is the focal point of your work? If this attracts your attention, please keep reading as Group Credit may be just the place for you. Saxo's credit-related clients are represented in many different countries, making the challenges unique compared to other Danish banks. These financial...

  • Credit Risk Manager

    5 hours ago


    København, Denmark Saxo Bank Full time

    Do you thrive in an international environment where credit analysis is the focal point of your work? If this attracts your attention, please keep reading as Group Credit may be just the place for you. Saxo's credit-related clients are represented in many different countries, making the challenges unique compared to other Danish banks. These financial...