Superfly Quantitative Analyst to Market Model Quants

The Model Quant team in the Market Quants Centre of Excellence in Danske Bank is a highly motivated team working with applied mathematics in the financial industry. The team of around 10 people is known for its expertise in our field and is working out of Copenhagen. To further enhance the team’s capabilities, we are looking for candidates at any level of seniority.

Market Model Quants
The Market Model Quants team is part of the Market Quants Centre of Excellence in Danske Bank. We are located on the trading floor and responsible for the development of pricing and risk analytics in SuperFly, our financial derivatives library. We provide top industry level analytics, unified across asset classes. Our work ranges from problem formulation, and mathematical problem solving to numerical implementation of solutions in C++.

The Market Quants team is rooted in the Markets area to support efficient fixed income, foreign exchange and equity derivatives trading. In addition, Quant analytics and solutions are being employed in a wide range of businesses and purposes, such as XVA, Loans, Treasury, Market Risk, Regulatory and settlements. You are joining a highly committed team and at a time where the bank is heavily scaling its analytical platform ambitions. We truly believe the coming few years will be exciting and rewarding and provide a wealth of experience.

What are we looking for?
We are looking for candidates with a collaborative spirit, a fascination for analytical problem solving, and a strong will to enhance their expertise. Furthermore, you have a foundation in the three pillars of quantitative finance: mathematics, finance and programming. Commensurate with your level of seniority you are familiar with

• probability theory, stochastic analysis, and partial differential equations,
• financial markets modelling and derivatives pricing,
• and programming in C++.

This job will give you ample opportunity to further develop those skills. Typically, you possess a degree at the level of MSc or PhD in a relevant subject. Prior experience in a quantitative finance role is not required, but candidates at any level of seniority are considered.

Interested?

Please apply as soon as possible as we conduct interviews on an ongoing basis. For further information, please reach out to Head of Model Quants Maximilian Seifert: msei@danskebank.dk

Placering
Copenhagen K, Denmark

Arbejdsadresser
Bernstorffsgade 40 1577 København V