Quantitative Risk Analytics at Danske Markets

Reference: Job1089
Location: Zürich, Switzerland
Contact: SKRE@danskebank.dk and rmp@danskebank.dk

Danske Markets is hiring quantitative professionals to work with its Quantitative Risk Analytics (head: Stefan Kretzer) team. The unit is part of the SuperFly Analytics department (head: Ove Scavenius) and works closely with its Quantitative Research branch to serve Danske Bank's investment banking division with a high-end proprietary trading risk platform. The team comprises individuals with both quantitative and IT backgrounds working across all aspects of markets in diverse lines of work.

Ideally, you understand the principles underlying derivatives pricing and risk management, and you have exposure to modern software technologies including C++, .NET. You are an effective communicator and learner and relish the challenge of working in a fast-paced, changing environment. We would like to hear from both experienced candidates and exceptional junior candidates wanting to take the next step in their career.

Our ambitious agenda is driven by front office demands and regulatory requirements. To deliver on our targets we seek to hire at least two additional full time employees to join a team of 18. The roles will include project work on FRTB, Counterparty Credit Risk, and the cross asset quantitative risk and pricing layer of our new integrated analytics platform (MILAN project). In a flat hierarchy, your role will also include business intelligence aspects of first hand interactions with business stakeholders in sales, trading, as well as regulatory and other middle and back office functions.

The team is internationally staffed and fluency in Danish is not a requirement for the positions.

Expressions of interest and enquiries should be directed to Stefan Kretzer together with a brief CV.+45 24 98 48 14 mail SKRE [at] danskebank [dot] dk