Senior Quantitative Risk Analyst
3 months ago
Job ID: 25561
Model Development, Quantitative Finance
Are you good at pricing derivatives and would you like to develop the state of the art models for estimating future financial risks? We are now looking for a Senior Quantitative Risk Analyst to improve our assessment of the credit risk in Nordea's derivative transaction business.
At Nordea, we know our customers’ needs are changing – and we’re deeply committed to meeting them with the financial solutions of tomorrow. We’re creating an agile environment where we’re harnessing the power of technology – one where you can make an impact. So bring your skills, ideas and unique background. With us, you’ll find plenty of opportunities to grow and make your mark on something bigger.
About this opportunity
Welcome to the Counterparty Credit Risk Models team. We add value by developing internal models that measure and predict the credit risk of derivative transactions, thereby keeping the bank safe and trusted. As Senior Quantitative Risk Analyst you’ll play a valuable role in making sure that we make the most accurate counterparty credit risk predictions, and that our models are reliable and well understood.
What you’ll be doing:
Who you are
Collaboration. Ownership. Passion. Courage. These are the values that guide us in being at our best – and that we imagine you share with us.
Most likely you are experienced in derivative pricing models, preferably in the interest rate, FX, or inflation market. Apart from experience in quantitative finance you might also have experience from working in a risk area in a bank. You have a strong analytical background from a M.Sc. or Ph.D. in a quantitative field, such as economics, finance, engineering, physics, mathematics, econometrics or similar.
If this sounds like you, get in touch
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