About The Job
The Senior Quantitative Risk Analyst will take a lead in maintaining, improving and developing of new risk models across all asset classes and geographies for both market and counterparty risk within the Bank.
Your work is always in close interaction with key stakeholders within all business areas in the Bank and the Group Risk organization. Your competence within quantitative risk modelling is key when developing advanced and robust models following best risk management practice.
As a central function, Group Risk interacts with most parts of the Group. This gives the right person plenty of opportunities for personal development and growth. You will be part of a team of dedicated professionals with a strong focus on developing risk models and methodologies throughout the Bank.
Who are you?
*A Master's or PhD degree in Mathematics, Physics, Computer Science or similar
*5-10 years' experience of quantitative modelling
*Extensive knowledge of financial products and markets
*Good programming skills in e.g. Python, C#, Java (or similar) and advanced level in SQL
*Experience in one or more of analysis tools like R, MatLab, SciLab, Stata, SAS or similar.
*Fluent in English (both written and spoken).
Experience with front office systems (MUREX, Prime Front Arena or similar) or risk management systems (Adaptive Analytics, Quant Lab or similar) is not a requirement, but can be an advantage.
To succeed in this role you are an independent, structured, and driven person with attention to detail and commitment to deadlines. You are a team player who is used to work across units and divisions to build relationships with key stakeholders.
