Senior Quantitative Risk Analyst

København S, DK, 2300 Gdańsk, PL, 80-309 Warszawa, PL, 02-460

Job ID: 23534

Senior Quantitative Risk Analyst, Gdansk/Warsaw/Copenhagen

Are you a motivated, collaborative, proven market risk professional? We are looking for an experienced market risk professional with a strong analytical mind and excellent stakeholder management skills to join Nordea’s Group Risk function. At Nordea, we’re committed to being a partner our customers and society can count on. Compliance and integrity go hand in hand. Joining us means you’ll have a significant impact on how we manage risks within the Nordea Group. So, bring your ideas, skills and unique background. With us, you’ll be in good company with plenty of opportunities to collaborate, grow and make your mark on something bigger.

About this opportunity
We are looking for a Senior Quantitative Risk Analyst to join the Market Risk Data Analytics team within Group Financial Risk Management and Control (GFRMC).

Market Risk Data Analytics team, part of Nordea’s second line of defence, plays a key role in producing meaningful risk analytics. The team is responsible for building analytical tools, managing change initiatives and leading major projects in Market Risk domain. We work closely with different risk areas across the bank to ensure regulatory compliance and establish compliant risk metrics for analysis, reporting and control. As a Senior Quantitative Risk Analyst, you will ensure that the risk perspective is well integrated into Nordea’s risk management practice. This role offers opportunities for professional growth, allowing you to develop your risk management expertise while working with seasoned analysts and experts in areas such trading book risk, balance sheet risk controls, credit risk, risk models and risk infrastructure.

What you’ll be doing:

• Driving business analysis of ongoing and new projects designed to ensure compliance to current and future financial regulations impacting Nordea (e.g. FRTB, Basel IV, EGIM compliance)
• Contributing to the development of new state of the art risk solutions for analysis, control (including limits and risk appetite), and reporting
• Supporting the development of tools for risk control and reporting, risk analysis and new risk metrics for regulatory compliance and impact testing
• Building subject matter expertise while staying informed of the latest industry developments and regulatory reforms
• Supporting market risk managers in their day-to-day activities by providing expertise on risk metrics and processes
• Establishing and maintaining processes and controls for various risk areas

The role is based in either Gdansk, Warsaw or Copenhagen.

Who you are Collaboration. Ownership. Passion. Courage. These are the values that guide us in being at our best – and that we imagine you share with us. To succeed in this role, we believe that you:

• Hold a strong interest in risk management, controls and reporting, with the willingness to engage in peripheral areas when needed
• Be familiar with a range of financial instruments, and have an understanding of the valuation of financial derivatives
• Have a solid knowledge of data architecture, database management and IT systems
• Embrace technology and be adaptable to change within your area of work
• Be proactive, pragmatic, and solution oriented
• Demonstrate maturity and professionalism in your approach to responsibilities
• Be knowledgeable about current market risk regulations and upcoming regulatory changes, such as FRTB
• Be an effective communicator, capable of building good relationships with colleagues with diverse competences, nationalities and roles
• Hold integrity and trust as your core values

Your experience and background:

• A solid economics, finance or equivalent academic degree
• Minimum of 2 years’ experience (full time or part time) in financial markets, banking, or similar
• Programming knowledge (e.g. SQL, Python) is highly beneficial
• Strong stakeholder management and communication skills, and a proactive approach
• Experience in driving change and coordinating, for instance as a project leader or a process owner
• Strong written and verbal skills in English

If this sounds like you, get in touch!

Next steps Submit your application no later than 04/11/2024. For more information, you’re welcome to contact Sumesh Lund. At Nordea, we know that an inclusive workplace is a sustainable workplace. We deeply believe that our diverse backgrounds, experiences, characteristics and traits make us better at serving customers and communities. So please come as you are.

Please be aware that any applications or CVs coming through email or direct messages will not be accepted or considered.

Only for candidates in Poland: Please include permit for processing personal data in CV as following:

In accordance with art. 6 (1) a and b. Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (General Data Protection Regulation) hereinafter ‘GDPR’. I agree to have: my personal data, education and employment history proceeded for the purposes of current and future recruitment processes in Nordea Bank Abp.

The administrator of your personal data is: Nordea Bank Abp operating in Poland through its Branch, address: Aleja Edwarda Rydza Śmiglego 20, 93-281 Łodź. Your personal data will be processed for the recruitment processes in Nordea Bank Abp. You have a right to access your personal data, right to rectify and right to delete. Disclosing the personal data in the scope specified by the provisions of Polish Labour Code from 26 June 1974 and executive acts are mandatory. Providing personal data is necessary to conduct the recruitment processes. The request for the deletion of your personal data means resignation from further participation in recruitment processes and causes the immediate removal of your application. Detailed information concerning processing of your personal data can be found at: https://www.nordea.com/en/doc/nordea-privacy-policy-for-applicants.pdf.

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