Senior Market Risk Quant

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Are you passionate about market risk models and driving change?

In Swedbank you have the opportunity to:

  • Take a leading role in the development and maintenance of Swedbank’s Market Risk models
  • Be part of an experienced and diverse team with focus on market risk and counterparty credit risk.
  • Collaborate closely with our agile value stream for market risk and with other units within Group Risk
  • Have a close dialog and cooperation with the trading unit, the front office quant team and group finance

What is needed in this role:

  • Strong academic background with a Master’s degree or PhD in finance/engineering/mathematics
  • Extensive experience from quantitative Market Risk modelling (VaR, ES etc.)
  • In depth knowledge of valuation of financial instruments
  • Programming experience, ideally Python and SQL
  • Excellent communication skills in Swedish and English, both in written and spoken form

"Join our team and ...

embark on an exciting journey to develop the modelling and measurement of market risk. You will be part of an experienced international and diverse team with members in both Riga and in Stockholm.” Mattias Bergfäldt, your future manager.

We look forward to receiving your application by 16.05.2021. 

Location: Sundbyberg & City, Stockholm

Contacts

Recruiting manager: Gustaf Jarder +46705092562

SACO: Henrik Joelsson 

Finansförbundet: Åke Skoglund +468 5859 0288 

 

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.

Or, know someone who would be a perfect fit? Let them know!

Workplace and culture

We are about 15 000 colleagues working mainly in Sweden, Estonia, Latvia and Lithuania.

Working together is important to us. We achieve the best results when we learn from each other and use our values Open, Simple, Caring to guide us every day.

We believe in diversity and inclusion and show this by treating customers and colleagues in the same respectful way.

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