Banking and Risk Optimization Expert

2 days ago


Copenhagen, Copenhagen, Denmark Saxo Bank Full time
About the Responsibilities

The ideal candidate will drive internal bank earnings and risk initiatives, including:

  1. Development, implementation, and maintenance of the internal funds-transfer-pricing model.
  2. Providing expert input into commercial pricing models and initiatives.
  3. Development of investment and hedging strategies with the ALM team.
  4. Management of risks and development of risk measures.
  5. Support implementation of FRTB.
  6. Risk management and analysis of IRRBB, FX risk, and liquidity risk.
  7. Development of risk measures and tools.
  8. Enhancement of risk frameworks.
  9. Provide support to internal and external stakeholders across products, initiatives, and compliance.
  10. Provide strategic analysis to executive management.
  11. Support Risk and Compliance risk reporting and assessments (ICAAP, ILAAP).
  12. Provide input to commercial stakeholders on pricing.


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