Senior Risk Quant within validation of traded instruments & financial market risk models
Senior Risk Quant within validation of traded instruments & financial market risk models
Senior Risk Quant within validation of traded instruments & financial market risk models
"Swedbank", AB
Senior Risk Quant within validation of traded instruments & financial market risk models
Senior Risk Quant within validation of traded instruments & financial market risk models

Senior Risk Quant within validation of traded instruments & financial market risk models"Swedbank", AB

Are you passionate about financial markets, trading, and financial risk & valuation models?

In Swedbank you have the opportunity to:

  • Encounter and learn about the valuation and risk models for a wide range of traded financial instruments on all asset markets including FI/FX/EQ/CR/Hybrids, as well as a wide range of financial risk models such as IRRBB, Counterparty Credit Risk, Survival Horizon, Liquidity, etc;
  • Perform deeply independent validation investigation work – test and validate valuation and risk models, including performing replication of Front Office trading systems and Financial Risk systems, authoring model validation reports and communicating the results;
  • Interact with, challenge, and set up model requirements towards model owners;
  • Develop and maintain methodologies and tools for market risk model validation and valuation model validation;
  • Develop alternative models and methodologies in order to assess model risk;
  • Enjoy the flexibility of having remote work possibilities – enhancing your private life/work life balance.

What is needed in this role:

  • Strong educational background with a MSc or PhD within finance and/or mathematics/engineering;
  • Deep knowledge in asset pricing theory & financial engineering, programming (e g Python, Matlab, Java), simulation, and bootstrapping;
  • Several years of experience from the banking or asset management industry, ideally from roles within functions such as Product Control, FO Quant or Risk Quant;
  • Vast knowledge and experience from market risk and/or valuation area;
  • Experience from working with front office valuation and/or risk systems;
  • Experience from FO trading systems (Calypso, Murex, Bloomberg) will help;
  • Fluency in English is required.

"Join our team ...
if you have deep wish to learn about a vast amount of trading & market risk systems where our work is governed by the best global practices, if you find it encouraging to work deeply independently with responsibility and freedom but also offered support whenever needed, if you are encouraged by working in an international team of financial engineering experts where learning and development never stops. " Carl Wilkens, your future leader

We look forward to receiving your application by 07.11.2021.

Contacts

Recruiting manager: Carl Wilkens, +46 72 561 22 75

SACO: Henrik Joelsson

Finansförbundet: Åke Skoglund, +46 8 58 59 02 88

We may begin the selection during the application period, so we welcome your application as soon as possible.

We have made our choice regarding recruitment media and therefore kindly decline contact with ad sellers or sellers of other recruitment services.

If you are to be employed in Latvia, please note that the salary offered for this position ranges from 2450-4900 EUR gross i.e. before taxes. Read more here.

If you are to be employed in Lithuania, please note that the salary offered for this position ranges from 2700-5300 EUR gross i.e. before taxes. Read more here.

If you are employed in Estonia, please note that salary offered for this position ranges from 2600-5150 EUR gross i.e. before taxes. Read more here!

Swedbank does not discriminate anybody based on gender, age, sexual orientation or sexual identity, ethnicity, religion or disability – everybody is welcome.

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