Quantitative Analyst - Stockholm, Sverige - Danske Bank

    Danske Bank
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    Join the Quant Centre of Excellence in Danske Bank. We are now looking for a Quantitative Analyst with a few years of experience to join our Stockholm office.

    The Quant Centre of Excellence in Danske Bank is a highly motivated team working with applied mathematics in the financial industry. The team is at the forefront in our field and has an international vibe with approximately 40 employees from 10 nationalities working out of Copenhagen and Stockholm.

    We are looking for a Front Office quant with a few years' experience to join our Stockholm office. At the Stockholm office you will be working closely with Fixed Income trading and sales to continue to expand our market leading trading franchise and quantitative set up.

    Quant Centre of Excellence
    The Quant Centre of Excellence in Danske Bank is part of the Markets Cluster development organisation. We are located on the trading floor and responsible for the full stack of development, ranging from problem formulation and pen and paper equation solving to numerical implementation of solutions for pricing, quoting and risk management applications.

    Quants at Danske provide highest quality industry level analytics, unified across asset classes. As such, while rooted in the Markets area to support efficient Fixed-income, Foreign Exchange and Equity Derivatives trading, the Quant analytics and solutions are being employed end-to-end and used in a wide range of businesses and purposes, such as XVA, Loans, Treasury, Market Risk, Regulatory and even settlements.

    Qualified candidates will be welcomed to an extremely ambitious team and at a time where the bank is heavily scaling its platform. We truly believe the coming few years will be both exciting and rewarding and provide a wealth of possibilities and experience.

    The role
    This position offers a rare opportunity join our Stockholm office. At the Stockholm office you will be sitting on the trading floor and engage daily with Sweden's leading Fixed Income trading division. You will be one out of two Quants on site and will hence also work closely but remotely with the rest of Quant and IT, mainly located in Copenhagen. Supported by top industry analytics you will develop solutions and workflows for pricing and risk management.

    What are we looking for?
    We are looking for open-minded and determined candidates with a collaborative spirit and good work ethic. Furthermore, you ace in combining the three pillars of Mathematics, Finance and Programming and are comfortable with:

  • probability theory, stochastic analysis, and partial differential equations and have a general intuitive approach to mathematical analysis and modelling
  • financial markets modelling, ideally with experience in derivatives pricing
  • programming in C++ or C#
  • Furthermore, you enjoy practical problem solving, numerical implementation and application building. Typically, the above is demonstrated via a MSc or PhD in a relevant subject and, ideally, at least 3 years' practical and applicable work experience.

    Interested?