Opis oferty:

Would you like to work closely with front office market trading? We are looking for a Senior Quantitative Analyst to join the middle-office Quantitative Valuation and Control (QVC) Team in Market and Treasury Financial Control, Group Finance.

Meet the QVC team. Our role is monitoring the performance of Nordea’s derivatives pricing and XVA models, and developing valuation adjustments in compliance with IFRS and the Prudent Valuation regulation. As a Senior Quantitative Analyst, you’ll play a valuable role in changing the operating model in a fast-paced, business driven environment, focused on optimized and practical solutions.

Collaboration. Ownership. Passion. Courage. These are the values that guide us in how we work and how we make decisions – and that we imagine you share with us.

Wymagania:

• PhD or Master in a STEM subject, e.g. Mathematics, Physics, Quantitative Finance.Financial Engineering.
• 3+ years of professional experience in investment banking.
• Strong knowledge of vanilla and exotics derivatives as well industry pricing models standards across several asset classes.
• Basic understanding of XVA (CVA DVA and FVA) calculations and regulatory context.
• Good knowledge of Python, Excel/VBA, SQL, Git, JIRA and IDEs (PyCharm, Jupyter Notebook and VS code).
• Familiarity with LaTeX would be an advantage.
• Excellent communicator in English, both spoken and written.

Dodatki i korzyści:

• A culture that fosters performance and growth in one of the largest Nordic banks, offering various opportunities to evolve, develop and learn from brilliant colleagues with diverse backgrounds in a vibrant working environment.
• Hybrid working model – we believe in the value of bringing people together and at the same time we embrace the freedom of flexibility.
• Diversity and inclusion are a natural part of our daily work. We know that an inclusive workplace is a sustainable one.