Senior Risk Quant - validation of financial market risk models
Swedbank AB / Datajobb / Stockholm
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hela Sverige Do you see yourself attaining an unparalleled wide knowledge of global banking and financial market risk?
With this role in Swedbank you will have the opportunity to:
• Encounter, use your expertise and expand your knowledge on a wide range of financial market risk models such as IRRBB, Counterparty Credit Risk, Survival Horizon, Liquidity Risk; as well as valuation models for traded instruments
• Expand your skill in a range of global top-tier financial market risk systems
• Forget 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
• Perform deeply independent validation investigative work -- test and validate financial market risk models, including performing replication of financial market risk systems
• Author model validation reports and communicate results to bank management
• Interact with, challenge, and set up model requirements towards model owners
• Develop and maintain methodologies and tools for market risk model validation
• Develop alternative models and methodologies in order to assess model risk
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, programming (e g Python, Matlab, Java), simulation, and bootstrapping
• 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
• Knowledge and experience regarding relevant national & EU banking regulation
• Fluency in English in both writing and speech is required
At Swedbank we believe that people are our core strength. Our culture is built on respect, inclusion and openness. We support the continuous development and enable you to take the lead in your career and find inspiring challenges. We take care of your well-being by providing a sustainable and flexible working environment. As an employee, you will be part of the Group performance program, offered a company pension plan, optional health insurance, as well as other benefits. We are guided by our values: Open, Simple and Caring. It's all about delivering a positive and unique experience for our customers through collaboration and teamwork - together we make a difference.
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 25.09.2022.
Location: Stockholm
Contacts
Recruiting manager: Carl Wilkens, +46 725 61 22 75
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
Varaktighet, arbetstid
Heltid Anställningstid enligt överenskommelse
Publiceringsdatum2022-09-06ErsättningLön enligt överenskommelse
Så ansöker duSista dag att ansöka är 2022-09-25
Klicka på denna länk för att göra din ansökanFöretagSwedbank AB
Omfattning Detta är ett heltidsjobb.
Arbetsgivare Swedbank AB (org.nr 502017-7753)
Arbetsplats Swedbank Group
Kontakt Carl Wilkens
carl.wilkens@swedbank.se Jobbnummer 6953048
Observera att sista ansökningsdag har passerat.