Quantitative Risk Analyst - Nasdaq Stockholm AB - Bankjobb i Stockholm
Quantitative Risk Analyst
Nasdaq Stockholm AB / Bankjobb / Stockholm
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Nasdaq's world-leading market technology powers more than 100+ of the world's market infrastructure organizations, including exchanges, clearinghouses, central securities depositories and regulators, in over 50 countries with end-to-end, mission-critical technology solutions.

Nasdaq Clearing is now looking for a Quantitative Risk Analyst to join the dynamic, technology-driven and highly productive Risk Modelling team at Nasdaq's Stockholm office. Nasdaq Clearing is a multi-asset derivatives clearinghouse covering commodity, equity, and fixed income products. You will be a part of the Risk Modelling team consisting of quantitative analysts, software developers and data scientists.

The Risk Modelling team is responsible for developing and monitoring the risk models used by the clearinghouse to manage the various risks associated with the derivatives clearing business, such as counterparty, market and liquidity risk. You will play a prominent role in the development, implementation and management of these models, with a particular focus on derivatives on equities, indices and fixed income products.

The Risk Management department aims for intra-team knowledge sharing across markets and tasks. Therefore, you will work closely across various teams within the organization, including Operations, Business Development, and Technology, ultimately acting as a subject matter expert against both internal and external stakeholders during the development of both our existing markets as well as new initiatives.

In this position, you will have the opportunity to work in a fast-paced environment and to gain a thorough understanding of the global derivatives clearing business.

Position Responsibilities:

* Management and development of Nasdaq Clearing's risk models.
* Taking part in cross-functional projects in connection to the development of new products and/or markets, and responsible for developing the appropriate models and risk frameworks for covering the risks involved.
* Acting as subject matter expert on various derivatives on equities, indices and fixed income, representing risk management towards customers, regulators and internal decision makers.
* Development of .NET applications used by the risk management team.

Education, Professional accomplishments, and Certifications:

* Master's Degree in Finance/Mathematics/Engineering or equivalent.
* 5 years of experience in the financial services industry.
* Strong quantitative skills.
* Experience from derivatives markets is preferable.

Qualifications:

* The candidate should have a solid interest in financial markets, and the ability and will to reach a deep understanding of the risks inherent to derivatives.
* Positive attitude and an ability to adapt to an ever-changing environment.
* Excellent language skills in written and spoken English.
* Analytical and self-motivated.

Preferred Qualifications:

* Experience of programming in C# and SQL Server databases.

This is a permanent full time position, located in Stockholm, Sweden. Desired start date is as soon as possible.

As the selection and interview process is ongoing, please submit your application as soon as possible. If you have any questions please contact We look forward to hearing from you!

Varaktighet, arbetstid
Heltid Permanent

Publiceringsdatum
2019-01-02

Ersättning
Not Specified

Så ansöker du
Sista dag att ansöka är 2019-01-17
Ange följande referens när du ansöker: R0003208
Klicka på denna länk för att göra din ansökan

Kontakt
Xing Tran Xing.Tran@nasdaq.com

Företag
Nasdaq Stockholm AB

Adress
Nasdaq Stockholm AB
11556
11556 0180

Kontorsadress
Tullvaktsvägen 15

Jobbnummer
4533403

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