Quantitative Banking Book Market Risk Analyst
Swedbank AB / Bankjobb / Sundbyberg
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hela Sverige Are you passionate about IRRBB
modelling and risk analysis?
In Swedbank you have the opportunity to:
• As a Quantitative Risk Analyst take active part in developing risk methods and models with focus on interest rate risk (IRRBB) in the banking book, ranging from embedded options to behaviour modelling.
• Analyse, identify, and quantify banking book market risks.
• Analyse how the bank's profitability and capital requirements is affected by changes in the financial markets and the economy.
• Monitor and analyse external regulatory requirements.
• Work closely with other member of the Banking Book Market Risk quant team, the Banking Book Market Risk analysis team as well as our colleagues from the Treasury department.
What is needed in this role:
• At least 3 years' experience from IRRBB, market risk or asset and liability modelling within the financial industry
• A strong academic background within finance/engineering/mathematics/statistics
• Knowledge about valuation of financial instruments
• Programming experience including Python and SQL
• Understanding of the regulatory environment in the banking book market risk area.
• Have a communicative and flexible personality.
• Excellent communication skills in English, oral and written with the ability to present complex matters in a simple and understandable way.
• Be creative and comfortable with taking own initiative.
What we offer when you join us:
• An open, simple and caring culture
• Opportunity to create the best experience for our customers
• An international, sustainable and inclusive work environment
• Development opportunities and advancement in your career
• Flexible working options
• Access to Group performance program, company pension plan, optional health insurance, and other benefits (
https://www.swedbank.com/work-with-us/compensation-and-benefits.html)Join our team and...
embark on an exciting journey to improve the analysis, identification, modelling, and measurement of banking book and ALM risks. You will be part of an experienced team with a large capacity to deliver on various topics within our area. We will offer you an intellectually challenging job opportunity in a dynamic environment with good opportunities for personal development and growth. My expectations on the team members are that they are creative and open for new challenges, have a strong self-motivation and take responsibility for their assignments and deliveries. I also believe that a diverse team is important for fulfilling our goals." Fredrik Eklund, your future manager
We look forward to receiving your application by 21.12.2023.
Location: Sundbyberg
Contacts
Recruiting manager: Fredrik Eklund, +46 725 21 20 15
SACO: Henrik
Joelsson
Finansförbundet: Åke
Skoglund +46 8 58 59 02 88
We may begin the selection during the application period, so we welcome your application as soon as possible.
We have made our choice regarding recruitment media and therefore kindly decline contact with ad sellers or sellers of other recruitment services.
Swedbank does not discriminate anybody based on gender, age, sexual orientation or sexual identity, ethnicity, religion or disability - everybody is welcome.
LI-Hybrid
LI-SW1
Ersättning Lön enligt överenskommelse
Så ansöker du Sista dag att ansöka är 2023-12-21
Klicka på denna länk för att göra din ansökan Omfattning Detta är ett heltidsjobb.
Arbetsgivare Swedbank AB (org.nr 502017-7753)
Arbetsplats Swedbank Group
Kontakt Fredrik Eklund
fredrik.eklund@swedbank.com Jobbnummer 8308498
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