Superfly Quantitative Analyst to Market Quants CoE
Danske Bank
The Quant Centre of Excellence in Danske Bank is a highly motivated team working with applied mathematics in the financial industry. The team is at the forefront in our field and has an international vibe with approximately 40 employees from 10 nationalities working out of Copenhagen, Stockholm and Vilnius.
To further strengthen the team, we are looking for candidates at any seniority level.
Quant Centre of Excellence
The Quant Centre of Excellence in Danske Bank is part of the Markets Cluster development organisation. We are located on the trading floor and responsible for the full stack of development, ranging from problem formulation and pen and paper equation solving to numerical implementation of solutions for pricing, quoting and risk management applications.
Quants at Danske provide top quality industry level analytics, unified across asset classes. As such, while rooted in the Markets area to support efficient Fixed Income, Foreign Exchange and Equity Derivatives trading, today the Quant analytics and solutions are being employed end-to-end and used in a wide range of businesses and purposes, such as XVA, Loans, Treasury, Market Risk, Regulatory and even settlements.
Successful candidates will be welcomed to an extremely ambitious team and at a time where the bank is heavily scaling its platform ambitions to go both wider and deeper. We truly believe the coming few years will be exciting and rewarding and provide a wealth of possibilities and experience.
What are we looking for?
We are looking for easy-going and determined candidates with a collaborative spirit and can-do attitude. Furthermore, you ace in combining the three pillars of Mathematics, Finance and Programming and are comfortable with:
- probability theory, stochastic analysis, and partial differential equations and have a general intuitive approach to mathematical analysis and modelling.
- financial markets modelling, ideally with experience in derivatives pricing.
- programming in C++ or C#.
Furthermore, you thrive in problem solving, numerical implementation and making things work in practise. Typically, the above is demonstrated via a MSc or PhD in a relevant subject and a few years practical and relevant work experience.
Please apply as soon as possible as we conduct interviews on an ongoing basis. For further information, please reach out to Head of Quant Linus Kajsajuntti: [email protected]
Adresse:
Bernstorffsgade 40
1577 København V
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