Quantitative Valuation Specialist i Sundbyberg

With total assets exceeding SEK 2 trillion, throughout its nearly 200-year history, Swedbank has successfully built strong relationships with private and corporate customers in our home markets. Today we are the largest bank measured by number of customers in Sweden and the Baltic countries. The bank works systematically to integrate economic, environmental, ethical and social responsibility in business decisions and business development to build long-term financial value.

The function has a central role in implementing valuations that are appropriate for financial reporting purposes across all assets, ensuring that valuations are consistent with regulatory and internal requirements as well as market practice. This is a technical role which supports Swedbank group wide, mainly focusing on Trading and Treasury activities. The function is responsible for development and change initiatives concerning fair value valuation within CFO Office where we drive and/or participate as subject matter experts.

• Specialist role in change initiatives including:
• Review and analyze valuation models (linear/non-linear instruments, interest/bond/credit yield curves, volatility surfaces etc.)
• Fair value adjustment (XVA) methodology
• Prudent valuation methodology

• Comfortable at communicating effectively with stakeholders across Trading, Market Risk, Valuation Policy, Model Validation & Quant Teams
• Highly numerate with knowledge in financial instruments, financial modelling, risk and valuation techniques
• Ability to exercise sound judgment and solve problems based on accurate and timely analysis.
  
  

• Master degree in Mathematical Finance or quantitative topic with a strong finance profile
• At least 2 years' experience within Valuation Control, Risk, XVA or similar function
• Programming experience e.g. Python, Java or MATLAB
  
  

We can offer a challenging role in a great team of valuation professionals, where you will grow as a specialist and as a professional. We expect proficiency and drive from our team; equally we support a good work/life balance.

Swedbank is the bank for the many. We're on a mission encouraging people to save for a better future to help people, businesses and society to grow through a healthy and sustainable economy. Working with us is about creating value for our customers, colleagues and society. We believe in a diverse and inclusive work place, and we want all our employees to feel valuable and have the prerequisites to perform at their very best. Inspiring and learning from each other is what move us forward. By working together, we make a difference! Join us in our journey and find out more about us at: swedbank.com/work-with-us

We may begin the selection under the application period, so we welcome your application as soon as possible.

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