Quantitative Risk Modeller

6 days ago


Copenhagen, Copenhagen, Denmark Nordea Full time

Nordea is seeking a highly skilled Quantitative Risk Modeller to develop and improve our internal models for estimating future financial risks.

About the Role

This is an exciting opportunity to join our Counterparty Credit Risk Models team, where you will play a vital role in making accurate predictions and ensuring our models are reliable and well understood.

Key Responsibilities
  • Develop new ideas to measure counterparty credit risk, including collateral agreements
  • Analyse and visualise the performance of existing and new models
  • Collaborate with other teams in the value chain, such as model validation, infrastructure, IT, and front office
Requirements

We are looking for someone with a strong background in quantitative finance and risk analysis. A Master's or Ph.D. in economics, finance, engineering, physics, mathematics, or econometrics is essential.

You will work closely with a highly skilled team of experts in Python development, EU capital legislation, mathematical statistics, quantitative finance, and derivative pricing.



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