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 Read more […]