Senior Risk Quant -- validation of financial market risk models
Swedbank AB / Administratörsjobb / Sundbyberg
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hela Sverige Do you see yourself attaining an unparalleledly wide knowledge of global banking and financial market risk?
In Swedbank you have the opportunity to:
•
Use your expertise and expand your knowledge by encountering and testing a wide range of financial market risk models such as IRRBB, Market Risk VaR-models, valuation/pricing models for traded instruments FX/IR/EQ/Hybrids, Counterparty Credit Risk, CVA models, Liquidity Risk
•
Expand your skill in a range of global top-tier financial market risk systems
• Perform deeply independent validation investigative work -- test and validate financial market risk models, including replicating financial market risk systems
• No repetitive tasks in the same area - challenge yourself with new knowledge in new areas for every project
• Enjoy and profit from an exceptionally high learning curve, leading to an unparalleledly wide knowledge in global banking, by virtue of the wide area covered
•
Author model validation reports and present results to bank management
•
Interact with, challenge, and set up model requirements towards model owners
•
Develop a codebase for numerical market risk model validation
What is needed in this role:
• Strong educational background with a MSc or PhD within finance
and/or mathematics/engineering
• Deep knowledge of financial markets & financial engineering/mathematics, asset pricing theory, programming (e g Python, Matlab, Java), simulation, bootstrapping, replication
• Several years of experience from the banking or asset management
industry, ideally from roles within Risk Management, Product Control, Risk/FO Quant
• Knowledge and experience from financial market risk area
•
Crucial: knowledge and experience regarding relevant national & EU banking regulation; e g CRR, ECB/EBA guidelines
• High degree of fluency in English in both writing and speech is required
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...
if you have deep wish to learn about a vast amount of market risk systems where our work is governed by the best global practices; if you find it encouraging to work deeply independent with responsibility and freedom but also offered support whenever needed; if you are encouraged by working in an international team of financial engineering experts where learning and development never stops. In our team you will be welcomed by a warm and friendly atmosphere, open for new ideas, where we encourage and help each other, while at the same time having a laugh together and enjoying our time while reaching our goals." Carl Wilkens, your future leader
We look forward to receiving your application by 05.02.2024.
Location: Stockholm
HQ, Riga, Tallinn, Vilnius
Contacts
Recruiting manager: Carl Wilkens
SACO: Henrik Joelsson
Finansförbundet: Åke Skoglund, +46 8 58 59 02 88
If you are employed in Estonia, please note that the salary offered for this position ranges from 38500-5750 EURgross i.e. before taxes. Read more here.
If you are to be employed in Latvia, please note that the salary offered for this position ranges from 3700-5600 EUR gross i.e. before taxes. Read more here (
https://jobs.swedbank.com/pages/employment-in-latvia-and-lithuania?preview=true).If you are to be employed in Lithuania, please note that the salary offered for this position ranges from 4300-6500 EUR gross i.e. before taxes. Read more here (
https://jobs.swedbank.com/pages/employment-in-latvia-and-lithuania?preview=true).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 2024-02-05
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 Carl Wilkens
carl.wilkens@swedbank.se Jobbnummer 8391735
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