Leading Quantitative Risk Strategist

4 weeks ago


Copenhagen, Copenhagen, Denmark Nordea Full time

About the Role

We 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 Responsibilities

  • Design and implement new ideas to measure counterparty credit risk, including those related to collateral agreements.
  • Analyse and visualize the performance of existing and new models to ensure their reliability and accuracy.
  • Collaborate with other teams within the value chain, such as model validation, infrastructure, IT and front office.

Requirements

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

The ideal candidate will have a strong background in quantitative finance, excellent analytical and problem-solving skills, and the ability to work collaboratively in a fast-paced environment. You will be responsible for ensuring that our models are accurate and reliable, and that our credit risk predictions are sound.

What We Offer

Nordea offers a dynamic and challenging work environment, with opportunities for growth and development. Our team is highly skilled and collaborative, with experts in Python development, EU capital legislation, mathematical statistics, quantitative finance and derivative pricing. We also offer a competitive salary package, which includes an estimated annual salary of €120,000 - €150,000 based on location and experience.



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