It’s an exciting time for you to join us. We’re a changing company with big ambitions and together we’ll create the future of banking.
Working with us, you will play a part in building a better bank that fulfils a meaningful role in society. We aim to help our 11 million customers around the world improve their lives and reach their goals. To do that, we are embedding compliance across the organisation to ensure people can trust Nordea. Interested in coming on the journey with us?
As Quantitative Analyst in Model Risk, you’ll be ensuring sufficient performance of Nordea’s pricing models and you’ll take part in developing methods for quantifying model risk. You will be contributing to changing the way we work in an environment with possibilities to introduce new and innovative ideas.
In Model Risk, we are responsible for ongoing monitoring of valuation model performances, assessment of model sufficiency when introducing new products and calculation of model uncertainty measures under the prudent valuation framework.
What you’ll be doing:
- Develop model risk measures for valuation models.
- Build tools for monitoring model performance measures and analyse findings.
- Monitor and control performance of valuation models in production.
- Contribute with ad hoc model risk analysis as input for decision making.
The role is based in Warsaw. Welcome to an international team comprising of people from different nationalities where tasks are performed in a helpful atmosphere with a feeling of joint responsibility.
Collaboration. Ownership. Passion. Courage. The four key values that guide us in being at our best and that we expect all our colleagues to be committed to.
To build a successful career with us, you’ll work well with others and always act with the customer’s needs in mind. You love learning and trying new things, and you’re excited about bringing your ideas to the table. You’re honest and dependable, willing to speak up even when it’s difficult, and committed to empowering others. You’re passionate about doing a great job.
- Professional knowledge of quantitative finance and derivatives pricing models.
- Solid coding skills, and preferably experience with Python.
- Initiative and take responsibility to deliver value adding results.
- The ability and desire to share knowledge and build competencies.
- You have a degree in Mathematics/Physics/Finance or equivalent quantitative background (Masters or PhD).
- Have good communication skills, including English as working language (both spoken and written).
If this sounds like you, we look forward to welcoming you to the team!
You have until the 12 November 2020 to send us your application.
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 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: http://www.nordea.com/Images/33-355365/nordea-com-careers-job-pl-en.pdf
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