Quantitative Analyst, Quantitative Research to Nordea Market
It’s an exciting time for you to join us. We’re a changing company with big ambitions and together we’ll create the future of banking.
Working with us, you will play a part in building a better bank that fulfils a meaningful role in society. We aim to help our 11 million customers around the world improve their lives and reach their goals. To do that, we are shaping the digital transformation of banking to improve the services we deliver. Interested in coming on the journey with us?
Quantitative Research is the team behind the advanced models that Nordea Markets use to price financial derivatives and risk manage these instruments and the department is thus one of the main drivers behind the business. The team is responsible for the core quant library, the risk system, and the trading tools/quant support.
What you’ll be doing will depend on your qualifications. It will be in one of the following three areas:
- Propose, develop, and implement mathematical financial models (in C++) facilitating the business of Nordea Markets. This includes models for trading and hedging as well as models for calculation of capital requirements
- Design, build, and maintain the Python based risk infrastructure. Integrate the models in the risk system. Create risk reports and automate workflows
- Deliver high quality tools (primarily Python based) for sales and trading. Provide general quant support
The role is based in Copenhagen.
Who are you
Collaboration. Ownership. Passion. Courage. The four key values that guide us in being at our best and that we expect all our colleagues to be committed to.
To build a successful career with us, you’ll work well with others and always act with the customer’s needs in mind. You love learning and trying new things, and you’re excited about bringing your ideas to the table. You’re honest and dependable, willing to speak up even when it’s difficult, and committed to empowering others. You’re passionate about doing a great job.
- An advanced degree (PhD or MSc) in a quantitative field such as mathematics, natural science, engineering or mathematical finance
- Strong problem-solving skills
- Extensive experience with C++ (or another object-oriented programming language) or Python
- Knowledge of financial markets and derivatives instruments is an advantage
- Knowledge of some of the following technologies is a plus: RabbitMQ, MongoDB, OLAP cubes, Docker, Thrift, Coherence
You also have the ability to focus and work in a hectic and challenging environment where priorities may change quickly, and you have a strong focus on results and deliveries and excellent communication skills.
If this sounds like you, we look forward to welcoming you to the team!
You have until 31 May 2018 to send us your application.
For more information about the position, you are welcome to contact Jimi Truelsen, Tel: +45 55 47 44 04, E-mail: firstname.lastname@example.org
We believe that diversity improves team performance. Therefore, we strive to form teams with a mix of people of different genders and ages, and with different backgrounds and experiences.