Quantitative Analyst to Market Quants

Stockholm
Permanent
Heltid

1 dag sedan

Job Category: Business EffectivenessJob Description:We are seeking a passionate Front Office Quantitative Analyst to join our Stockholm office. Join our Markets Quant Centre of Excellence and shape the future of quantitative analytics at Danske Bank!The Markets Quant Centre of Excellence at Danske Bank is a highly motivated team working with applied mathematics in the financial industry. Our team is at the forefront of our field and has an international vibe with approximately 40 employees from various nationalities working out of Copenhagen, Stockholm, and Vilnius.About UsThe Quant Centre of Excellence is part of the Markets Cluster development organization. Located on the trading floor, we are responsible for the full stack of development, from problem formulation and equation solving to numerical implementation of solutions for pricing, quoting, and risk management applications.Quants at Danske provide top-quality industry-level analytics, unified across asset classes using our award-winning pricing and risk management library, SuperFly. Our analytics and solutions support efficient Fixed-income, Foreign Exchange, and Equity Derivatives trading and are used in various businesses and purposes, such as XVA, Loans, Treasury, Market Risk, Regulatory, and settlements.Qualified candidates will join a motivated team at a time when the bank is scaling its platform and expanding our market-leading trading franchise and quantitative setup. We believe the coming years will be exciting and rewarding, offering a wealth of possibilities and experience.About The RoleThis position offers a rare opportunity to join our Stockholm office. You will sit on the trading floor and engage daily with Sweden's leading Fixed Income and/or Equity Derivatives trading division office. You will be one of two to three Quants on site and will work closely with the rest of the Quant and IT teams, mainly located in Copenhagen. Supported by leading industry analytics, you will develop solutions and workflows for pricing and risk management.What Are We Looking For?We seek open-minded and committed candidates with a collaborative spirit and strong work ethic. You possess strong skills in combining Mathematics, Finance, and Programming and are comfortable with:

Probability theory, stochastic analysis, and partial differential equations, with an intuitive approach to mathematical analysis and modelling
Financial markets modelling, ideally with experience in derivatives pricing
Programming in Python and C++ or C#

You enjoy practical problem-solving, numerical implementation, and application building. Typically, this is demonstrated through an MSc or PhD in a relevant subject.Interested?For further information, please reach out to Johan Hydén hyd@danskebank.dk, Head of FIC Quant Applications.We are going through applications on an ongoing basis, so do not hesitate - apply for the position right away!
Last day to apply is 23rd of September. We look forward to your application!About Us:Danske Bank is a Nordic bank with bridges to the world around us. For 150 years, we have supported people and businesses in releasing their potential. A career with us is an opportunity to join a community of 22,000 colleagues in a culture where we are committed to Teaming Up, Owning It and Being Open. Together, we are on a journey to transform Danske Bank into a better bank. For our customers, our employees and the societies around us.

Danske Bank

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