Senior Risk Model Developer

København S

Job ID: 24133
Are you an economist, engineer, statistician or mathematician with a strong interest in finance and quantitative models? This is an opportunity to join a leading model development team working with advanced models in an international environment.

We are looking for a Senior Quantitative Risk Modeller with a technical profile to join the Traded Credit & CVA team at [xxxxx]. The team is based in Copenhagen.

At [xxxxx], we’re committed to being a partner our customers and society can count on. Compliance and integrity go hand in hand. Joining us means you’ll have an impact on how we do banking – today and tomorrow. So bring your ideas, skills and unique background. With us, you’ll be in good company with plenty of opportunities to collaborate, grow and make your mark on something bigger.

About this opportunity

We are a team of highly skilled and motivated individuals which plays a key role in supporting the risk management in [xxxxx] by developing and maintaining models for market risks related to CVA and traded credit instruments such as bonds and CDS’s. The responsibilities of the team cover all steps of the model development process, including interpretation of regulation, model design, model documentation, implementation and communication to internal and external stakeholders. This role will put skills in math, statistics and programming as well as communication and collaboration to good use.

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.

Naturally, you take ownership of your work, and you are dedicated to deliver with quality and on time. You are self-organized and able to work independently if required while being able to integrate well with the team. Moreover, you strive to develop professionally and stay curious on that journey.

Your professional profile:
If this sounds like you, get in touch!
Next steps

Submit your application no later than 17/06/2024. For more information, you’re welcome to contact Ola Larsson, Head of Traded Credit & CVA, ola.larsson@[xxxxx].com.

At [xxxxx], 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.
Please be aware that any applications or CVs coming through email or direct messages will not be accepted or considered.


Information og data

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  • Øvrige
  • København S