Front Office Quantitative Analyst for Trading Models recruitment

As part of a small team of front office quants, you will be solving some of the many mathematical challenges posed by the financial markets. You will be addressing questions on pricing and hedging of derivatives. Your main focus will be FX derivatives, though you will have exposure to other asset classes. You will be working with many different people in Nordea - including trading, sales, IT, risk management and product approval.

Here is a rare opportunity to be part of a quant team with a remit to create the new pricing and risk management library. Your models will address questions on pricing and hedging of derivatives and will be used by many stakeholders.

In this role you will maintain a close relationship with Trading, Structuring and Sales to address their business, modelling and mathematical needs. You will work with Nordea Analytics and IT to ensure successful implementation of your models and methods. You will collaborate with product control and risk management to aid successful model approval.

We work in a busy and focused environment with a dedication to delivery. A friendly team set up where we can enjoy lighter moments and discuss the latest hot topics is important to us. We also make an effort to keep learning new things, sharing ideas and broadening our horizons, placing high value on developing talent.

A rare opportunity to be part of creating a new quantitative library

Trading Models provides quantitative expertise, support and acts as a knowledge hub for FX, commodities and Danish mortgage bonds. Nordea has big ambitions for future growth in our supported areas, investing in people, infrastructure and a new quantitative library.

Motivated quantitative professionals with a strong academic background

You have a Master’s degree or a Ph.D. in mathematics, natural sciences or mathematical finance. You have a very strong mathematical focus. You have an attention to detail and possess strong logical and problem solving skills. Programming is an integral part of our job, so you need good programming skills; C# is desirable as .Net is our strategic choice. You should have a strong track record of delivering successful quantitative models.

As you will be working with people from many areas of Nordea Markets, we are looking for someone who is extrovert and who is able to communicate with many different types of people. Understanding our business and thinking creatively to solve the changing demands that it gives rise to are important success parameters in our team. Being proactive is key to our success - and yours.

This is an extraordinary opening for a motivated candidate to make their mark in establishing our business. The ideal candidate will be an experienced professional with FX knowledge; however, quantitative professionals from other asset classes are encouraged to apply.

Send your application no later than 8 April 2012 by using our electronic application form on nordea.com/career. Use job id 109265.

Trading Models is part of Nordea e-markets in the Capital Markets Products division. The team is based on Nordea's trading floor in Copenhagen.