Senior Quantitative Risk Analyst

4 weeks ago


Copenhagen, Copenhagen, Denmark Nordea Full time

Unlock your potential as a Senior Quantitative Risk Analyst in Nordea's prestigious LGD models team, playing a pivotal role in developing advanced statistical models for credit risk. This dynamic position offers an exciting mix of challenges and opportunities to drive innovation and growth.

About the Opportunity

We are seeking a highly skilled and motivated individual to join our team of experts in Risk Models Methodology & IRB Models. As a Senior Quantitative Risk Analyst, you will be responsible for developing and maintaining LGD models, working closely with cross-functional teams to drive business outcomes. You will have the opportunity to work on high-profile projects, collaborating with senior management and stakeholders to ensure compliance and regulatory requirements.

Key Responsibilities:

  • Develop and maintain LGD models using advanced statistical techniques and machine learning algorithms
  • Design and implement data extraction tools for model development and analysis
  • Collaborate with colleagues across the bank to drive business outcomes and improve methodological choices for models
  • Provide input to senior management and business leaders on data-driven insights and recommendations

Requirements and Qualifications:

  • Advanced degree in a quantitative field (e.g., economics, statistics, mathematics, data science)
  • Experience with SQL, Python, SAS, or similar programming languages
  • Understanding of statistical and machine learning methods, including IRB models
  • Proven track record of delivering results-driven solutions in a fast-paced environment

What We Offer:

  • A competitive salary range of €80,000 - €110,000 per annum, depending on experience
  • A comprehensive benefits package, including health insurance, retirement savings plan, and generous paid time off
  • Ongoing professional development opportunities to enhance your skills and career prospects

Join Our Team:

Nordea is committed to fostering a diverse and inclusive workplace culture that values collaboration, innovation, and continuous learning. If you are passionate about quantitative risk analysis and eager to contribute to our mission, we encourage you to apply. Please note that only applications submitted through our website will be considered.



  • Copenhagen, Copenhagen, Denmark Nordea Full time

    About the RoleWe are seeking a highly skilled Senior Quantitative Risk Analyst to join our Counterparty Credit Risk Models team in Copenhagen, Helsinki, Oslo, Stockholm, Tallinn or Warsaw. As a Senior Quantitative Risk Analyst, you will play a crucial role in developing and maintaining our internal models that measure and predict credit risk.Key...


  • Copenhagen, Copenhagen, Denmark Nordea Full time

    About this opportunity Welcome to the Counterparty Credit Risk Models team at Nordea, where we develop internal models that measure and predict the credit risk of derivative transactions, ensuring the bank's safety and trustworthiness. As a Senior Quantitative Risk Analyst, you'll play a crucial role in refining our counterparty credit risk predictions and...


  • Copenhagen, Copenhagen, Denmark Nordea Full time

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


  • Copenhagen, Copenhagen, Denmark Alipes ApS Full time

    About Alipes ApSAlipes ApS, a pioneering company in the energy sector since 2022, utilizes cutting-edge machine learning technology to read and interpret fundamental and market data. We execute our trading strategies based on this data, driving continuous growth and diversification into new business areas.We aim to support liquid power markets and promote a...


  • Copenhagen, Copenhagen, Denmark Nordea Bank Full time

    We are looking for a highly skilled Quantitative Risk Model Developer to join our LGD/EAD models team at Nordea Bank.The ideal candidate will have a Master's degree in a quantitative field and experience in developing advanced statistical models. They should also be proficient in SQL, Python, SAS, or similar programming languages, as well as have a strong...


  • Copenhagen, Copenhagen, Denmark Danske Bank Full time

    Contribute to a critical component of Danske Bank's risk management frameworkDanske Bank seeks an experienced Quantitative Risk Expert to join its Credit Risk Model Validation team, providing independent oversight of credit risk models and ensuring adherence to regulatory requirements.This role offers the opportunity to work collaboratively with stakeholders...


  • Copenhagen, Copenhagen, Denmark UniUni ApS Full time

    We are looking for a part-time Senior Quantitative Analyst to strengthen our research capabilities in Credit and Equity.Key Responsibilities:Develop and maintain technical infrastructure, data maintenance, and analytics.Create and update tools for pricing, optimization, and monitoring of investments.Program in Python and SQL.Support the team with ad-hoc...


  • Copenhagen, Copenhagen, Denmark UniUni ApS Full time

    Unlock Your Potential in Quantitative FinanceWe are seeking a highly motivated Quantitative Research Analyst to join our team at UniUni ApS, a systematic macro fund specializing in leveraging quantitative models and data-driven strategies to navigate global markets.About the Role:Assist in developing and implementing statistically significant predictive...


  • Copenhagen, Copenhagen, Denmark Nordea Full time

    Develop Innovative Credit Risk Models with NordeaAt Nordea, we are seeking a skilled Quantitative Risk Analyst to join our LGD models team. As a key member of this team, you will play a crucial role in developing advanced statistical models, designing internal software libraries, working with big data, analysing economic behaviour, and understanding...


  • Copenhagen, Copenhagen, Denmark Ipsos Full time

    About Us">Ipsos is a global market research company dedicated to delivering actionable insights that drive business success.Our team of experts provides tailored solutions to help clients navigate complex markets and make informed decisions.Job Summary">We are seeking a quantitative analyst intern to join our team in Denmark.The successful candidate will...


  • Copenhagen, Copenhagen, Denmark Luxoft Full time

    We are seeking a skilled Senior F# Developer to join our team at Luxoft in a Commodities Trading Systems project.The ideal candidate will have a strong background in commodities trading and experience with F#-based applications for real-time trading systems.Responsibilities include developing and maintaining high-performance, scalable software solutions,...


  • Copenhagen, Copenhagen, Denmark Nordea Bank Norge ASA Full time

    We are seeking a talented Quantitative Analyst to join our Multi Asset, Asset Allocation Research team at Nordea Bank Norge ASA.About the RoleYou will develop and maintain quantitative models for asset allocation and risk management, conduct statistical analysis on financial data to identify trends and opportunities, and research and integrate Environmental,...


  • Copenhagen, Copenhagen, Denmark Centrica group Full time

    OverviewWe are a leading energy company revolutionising how we power the planet. Our mission is to create a sustainable energy future and make it #MoreThanACareer. We do energy differently, making it, storing it, moving it, selling it, and mending it.About the RoleThis is an exciting time to join our team as a Surveillance Analyst in Copenhagen. You will be...


  • Copenhagen, Copenhagen, Denmark Nordea Bank Norge ASA Full time

    Senior Financial Analyst in Nordic Leveraged FinanceAre you a seasoned financial analyst looking to take your career to the next level? We are seeking a highly skilled Senior Financial Analyst to join our team at Nordea's leading Leveraged Finance franchise in the Nordics.We work closely with local and international private equity funds on leveraged buyouts...


  • Copenhagen, Copenhagen, Denmark UniUni ApS Full time

    About Hafnium InvestmentHafnium Investment is a systematic macro fund that specializes in leveraging quantitative models and data-driven strategies to navigate global markets. Our innovative approach combines cutting-edge technology with deep market expertise to deliver superior performance for our clients.Job Type: InternshipAbout the RoleWe are seeking...


  • Copenhagen, Copenhagen, Denmark Danske Bank Full time

    Job OverviewWe are seeking an experienced Strategic Business Analyst to join our team at Danske Bank. As a key member of our IRB Framework, you will play a vital role in ensuring the integrity and effectiveness of our credit risk models.


  • Copenhagen, Copenhagen, Denmark Nordea Bank Norge ASA Full time

    At Nordea Pension, we are seeking a highly skilled Strategic Risk Management Expert to join our risk management team.We value robust risk management and want to strengthen and develop our risk management system in all aspects of our business. As a Senior Risk Analyst, you will play a crucial role in ensuring strong risk management within Nordea Pension in...


  • Copenhagen, Copenhagen, Denmark Belmont Lavan Ltd Full time

    About the RoleWe are seeking a highly skilled Lead Investigative Analyst to join our team at Belmont Lavan Ltd. This exciting opportunity will see you play a key role in identifying and mitigating potential risks for our clients.Job DescriptionKey Responsibilities:Conduct in-depth investigations into customer transactions, focusing on identifying potential...


  • Copenhagen, Copenhagen, Denmark Alipes ApS Full time

    We are seeking a talented Financial Market Analyst to join our dynamic Operations team at Alipes ApS in Copenhagen. This is an exciting opportunity for you to kickstart your career in equity markets and contribute to the growth of our innovative company.About AlipesAlipes ApS uses machine learning technology to read and interpret financial news, executing...


  • Copenhagen, Copenhagen, Denmark UniUni ApS Full time

    Job Description:We are seeking a highly skilled Quantitative Researcher to join our Structured Credit & Quantitative Research team in Copenhagen. As a key member of the team, you will play a crucial role in analyzing investment opportunities within structured credit instruments and supporting Capital Four's portfolio managers in the day-to-day management and...