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Chief Quantitative Analyst for Model Development, Large Corporates & Institutions, Copenhagen

Nordea

København, Storkøbenhavn

Indrykket
13-01-2021
Kontakt
Nordea
Strandgade 3
1401
København K
Danmark
Tlf
+45 7033 3333
Praktisk information
Oprettet
13-01-2021
Udløber
21-02-2021
Kviknummer
330478853
Jobtype
Fuldtid
Arbejdsområde
Forskning og undervisning, Salg og marketing, Jura, IT og web, Kommunikation og medier, Finans, forsikring og økonomi, Ingeniør og teknik, Jordbrug og miljø, Organisation, udvikling og rådgivning
Stillingsbetegnelse
Investeringschef
Sprog
Dansk Læse/ tale



Chief Quantitative Analyst for Model Development, Large Corporates & Institutions, Copenhagen
Experienced rate derivatives quant.
Would you like to develop interest rate derivatives models and build swap trading software solutions? We are now looking for a chief quantitative analyst to help build cutting edge pricing and risk management infrastructure in Nordea Markets.
At Nordea, we see that the world is changing fast - and we want to be one step ahead of the curve. That's why we're deeply committed to providing the financial solutions of tomorrow to our customers. We're creating an agile environment where we experiment and grow together - and we need your ideas and unique background. With us, you'll be in good company with a chance to make your mark on something bigger.

About this opportunity
Welcome to the Model Development team. We add value by providing the advanced models used by Nordea Markets to price financial derivatives and risk manage these instruments. The team is thus one of the main drivers behind the business. As chief quantitative analyst, you will play a valuable role in developing the technology that supports our interest rate swap business.
What you will be doing:

  • Propose, develop, and implement mathematical financial models (mainly in C++).
  • Collaborate with IT to ensure that the infrastructure around the model library is robust.
  • Deliver high quality tools (e.g. EXCEL or Python based) for sales and trading.
You will join a team of dedicated and experienced model developers. The role is based in Copenhagen.

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.
To succeed in this role, we believe that you:
  • Have a passion for both software technology and mathematical modelling.
  • Have a strong drive and is solution-oriented.
  • Take strong ownership of tasks.
Your experience and background:
  • A minimum of 5 years of experience as a front office model quant.
  • Experience with linear interest rate modelling.
  • An advanced degree (PhD or MSc) in a quantitative field such as mathematics, natural science, engineering, or mathematical finance.
  • Extensive experience with C++ and Python.
If this sounds like you, get in touch!

Next steps
Submit your application no later than 29 January 2021. For more information, you're welcome to contact Jimi Truelsen email; jimi.truelsen@nordea.com
At Nordea, we know that an inclusive workplace is a sustainable workplace. We deeply believe that our diverse backgrounds, experiences, characteristics and traits make us better at serving customers and communities. So please come as you are.

About Nordea
We are the largest financial services group in the Nordic region and one of the biggest banks in Europe. Our employees add value to our customers and society by sharing a wide range of competencies within finance, tech, business, risk and compliance. Read more about us at nordea.com

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Virksomhedsinformation
Nordea
Strandgade 3
1401
København K
Danmark
Tlf
+45 7033 3333
Praktisk information
Oprettet
13-01-2021
Udløber
21-02-2021
Kviknummer
330478853
Jobtype
Fuldtid
Arbejdsområde
Forskning og undervisning, Salg og marketing, Jura, IT og web, Kommunikation og medier, Finans, forsikring og økonomi, Ingeniør og teknik, Jordbrug og miljø, Organisation, udvikling og rådgivning
Stillingsbetegnelse
Investeringschef
Sprog
Dansk Læse/ tale
Beliggenhed
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