Quantitative Risk Expert

3 weeks ago


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 maintaining reliable and well-understood models.

Key responsibilities

  • Conceive innovative methods to assess counterparty credit risk, particularly in relation to collateral agreements.
  • Analyse and visualize the performance of existing and new risk models.
  • Collaborate with cross-functional teams in the counterparty credit risk value chain, including model validation, infrastructure, IT, and front office.

About you

At Nordea, we value collaboration, ownership, passion, and courage. If you share these values and possess a strong background in a quantitative field, such as economics, finance, engineering, or mathematics, we encourage you to apply.

Your qualifications

  • M.Sc. or Ph.D. in a quantitative field.
  • Experience in risk or quantitative finance.

You'll join a highly skilled team with experts in counterparty credit risk modelling, including Python development, EU capital legislation, mathematical statistics, and quantitative finance. The role offers opportunities for growth and impact in an agile environment committed to harnessing technology for better customer service.



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