The Financial Risk department (FR) has several exciting challenges going forward, partly due to expanding business and regulatory demands. We are about to develop and implement new risk frameworks for market risk, including ALM, and counterparty credit risk. This gives rise to interesting theoretical, technical as well as practical challenges. It also creates a unique opportunity to create an improved environment for risk analysis, steering and control of counterparty credit risk. As a Quant Risk Analyst, you will take active part in maintaining and developing our risk models and you will be involved in our development projects. This position is within the Financial Risk Department and located in Stockholm.
You have a strong background within engineering/mathematics. You are either newly graduated with excellent grades or you have a few years' experience from the financial industry in similar positions.
In order to succeed in your role, we believe that you are a structured team player with strong analytical skills. We find it important that you can combine your theoretical skills with a strong ability to get things into practical implementation. We also see that you have a good ability to take initiative, the ability to deliver and have a strong sense of responsibility and accountability. Further you have a strong command of written and spoken English. We also see the following experience as important and meriting:
You have previous experience from working in any of these roles:
For the right applicant we offer the possibility to take part of an exciting journey. An intellectually challenging job opportunity in a dynamic environment with good opportunities for personal development and growth.
We may begin the selection under the application period, so we welcome your application as soon as possible.
Nothing of interest for you – recommend the job to a friend!
We have made our choice regarding recruitment media and therefore kindly decline contact with ad sellers or sellers of other recruitment services.
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