Market Risk Quant to join Nordea Group Market Risk Management in Copenhagen recruitment
We seek experienced quantitative market risk specialist to join our market risk modelling team, responsible for development, review and maintenance of all official market risk models in Nordea including VaR models, other internal models used for estimation of regulatory market risk capital and alternative models to measure various risk on a cross portfolio scale.
As part of our team, depending on experience and preferences you will work within a wide range of quantitative assignments such as risk factor identification, price data analysis, development of new models for risk factor dynamics, and review of risk model performance. Nordea has diverse trading activities in all major asset classes and you will in this position get possibility to work on risk quantification on a very broad range of financial products.
As experts in market risk models, members of the modelling team play an important part of projects related to all aspects of our trading activities in collaboration with experts from many different parts of the bank, spanning from capital planning units to individual trading desks.
It is all about people
We deal with complex issues and therefore seek applicants that already has proven to be among the best of equals and who shows great potential for further personal and professional development. We offer a unique opportunity in the Nordic region to work with advanced market risk modelling of complex financial instruments, where you can use your experience to play a key role in the continued development of Nordea’s risk management framework. Relocation support can be expected for experienced international profiles.
You can deliver
Our ideal candidate has at least 4 years’ experience with market risk modelling from a large international trading organisation. You must at least have a first class University master’s degree in financial engineering, mathematical finance or similar. In-depth knowledge about quantitative finance, market risk regulation, and market risk modelling of financial markets is essential. You must be able to work independently and at the same time be able to create results in a team. Strong programming skills are required for this position (Excel/VBA, Mathlab, SQL and alternatively either: Java, C# or C++).
We set high standards for quality, innovation and precision in what we do so it is crucial that you are committed to quality and strive always to deliver you best. You must able to deliver result, even when under pressure and having integrity and courage to defend your views.
You communicate effectively and are able to build good relations to colleagues that are placed in different countries. You master English both written and oral, and knowledge about a Scandinavian language in addition will be an added benefit in many situations. For experienced international profiles, language training will be provided.
For additional information about, please contact Uwe Heissner, Head Market Risk Modelling on phone +45 33 33 42 47.
Send your application with updated CV and exam transcripts no later than 22 September 2012, by using our electronic application form on Nordea.com/career. Use job id 119917.
Group Market Risk Management is a division within Group Risk Management. Currently we employ approx. 45 professionals from several countries, all situated in Copenhagen, working in different fields of market risk management. Nordea is the leading bank in the Nordic region and one of the best performing banks in Europe with a strong capital base, a large diversified client portfolio and AA rating.