Senior Quantitative Risk Analyst

3 months 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 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...


  • København, Denmark Danske Bank Full time

    MRM plays an integrated and central part in Danske Banks' risk management by providing an independent view of how new and existing models are performing. Currently, the 16 people in CRMV are responsible for credit risk models (LGD, PD, CF), IFRS9 and all credit decision models, but MRM covers all model areas in Danske Bank. This one-year contract offers...


  • 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...

  • Compliance Analyst

    3 months 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...

  • Market Risk Analyst

    3 months ago


    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...

  • AI Risk Analyst

    3 weeks ago


    København, Denmark Nordea Bank Norge ASA Full time

    Job ID: 27373 Are you ready to help shape the future of AI & Generative AI at Scandinavia's largest bank, working alongside a dynamic, fast-paced team? The Group AI Center of Excellence is an established unit within Group Data Management focusing on delivering and enabling generative AI use cases across the organisation in a secure and compliant way. The...


  • København, Denmark AGC Inc Full time

    Senior IT Business Analyst Our purpose is to bring hope to life by enabling life-changing therapies for patients around the globe, creating a healthier and happier tomorrow. Our mission is to work side by side with our customers in order to improve patients’ lives by bringing new biopharmaceuticals to market. JOB SUMMARY As a member of the Global IT...


  • 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...


  • 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...


  • København, Denmark Danske Bank Full time

    Would you like to be a significant contributor to the implementation and execution of an effective 1st LoD controls management framework in Danske Bank? And would you like to work closely with the business in testing their key controls to ensure robust business processes - and keep Danske Bank and its customers out of harm? We are looking for a Senior Risk...

  • Credit Risk Manager

    7 days 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...


  • København, Denmark Danske Bank Full time

    Would you like to combine your own expertise with coordinating other experts across your own team and sister teams, while working with a broad range of stakeholders across countries? And are you interested in joining a specialised team within one of the group’s key focus areas – 1st Line Financial Crime? Then keep on reading! Senior Financial Crime Risk...

  • Business Analyst

    1 month ago


    København, Denmark Airbus Full time

    Join our team as a Business Analyst and contribute to shaping the future of our innovative e-commerce platform! We're seeking a highly skilled Business Analyst to bridge the gap between business needs and technical solutions. If you excel at gathering and translating business requirements into actionable solutions, collaborating with diverse teams, and...


  • København, Denmark Ramboll Group Full time

    Job Description Do you want to be part of the energy transition industry, helping to guide the public and private sector in the delivery of technologies and systems to meet global and national net zero targets? Are you looking to bring your expertise and enthusiasm into play in a high performing operations team delivering a range of innovative plant...


  • København, Denmark Danske Bank Full time

    Are you a trusted advisor skilled in providing professional support and advice through effective engagement in identifying, assessing, and communicating financial crime risks? Are you a trusted advisor skilled in providing professional support and advice through effective engagement in identifying, assessing, and communicating financial crime risks? The...


  • København, Denmark Nordea Full time

    Job ID: 23295 Are you a highly independent, top performer with strong integrity? Would you like to help in securing the bank’s business in a technology-driven world? We are now looking for a Senior Risk Expert to support and challenge Nordea’s business in building well-controlled and resilient operations responding to our fast-changing operating...


  • København, Denmark Danske Bank Full time

    Ready to Shape the Future of Banking? Join Danske Bank's innovative Digital Transformation and Data Management Team as a Senior Business Analyst! Be at the forefront of technological innovation, harnessing the power of emerging technologies like Generative AI, Automation, and more to revolutionize internal processes within our Risk and Compliance...


  • København, Denmark Scalepoint Technologies Ltd. Full time

    Permanent employee, Full-time · Copenhagen Aiming for new heights At Scalepoint, we aim for the stars. We support insurers in their digital journey to automate and provide better customer experience. Our solutions are unique, and Scalepoint CORE was recently appointed the world`s best claims management solution! Now, we’re looking for a skilled and...


  • København Huse, Denmark Flying Tiger Copenhagen Full time

    The position: As a Senior Business Analyst, you will provide a common thread between the business and IT, always ensuring that solutions meet business requirements. You will work closely with tech, digital and business teams, to implement process and systems change throughout the Company. You will be a key member of a diverse, international and highly...