Analyst to Quantitative Research i Stockholm

The roles will mostly deal with pricing in the fixed income and currency area, but as well pricing like XVA pricing. The tasks involve modelling; implementing or use simulation based engines, as well as connecting the solution to front end trading systems or other systems. The position is suited for a person with quantitative background with strong programming skills and mathematical understanding. We would like at least 5 years of working experience, in relevant areas, which include many different aspects of CSA pricing and XVA.

Your tasks will vary and consist of, among other:

• Design pricing in the area of FX and fix income
• Develop, implement or govern simulation pricing functionality
• Be a part of the implementation
• Be a part of the ongoing projects in the area
• Support the traders and sales in their daily work
  
  

The team is a development team that is challenged continuously by new tasks. Therefore are we looking for team members that encourage by new challenges and can deliver even if not all deliverables are specified beforehand or if the task is in a new area.

As a member of the team you will have the experience of working with a broad spectrum of tasks over time and get a lot of experience. I expect my team members to contribute to the team spirit, by sharing experiences, helping out and take responsibility (and they all do).

The position is a 12 months temporary position.

A temporary position within Swedbank is a perfect opportunity for you who want to extend your professional skills or get experience from another role or business unit internally.  This means that there will be no changes in your form of employment within the bank, since you take a leave of absence from your permanent position and return to it after the period of the temporary position, unless you agree otherwise.

• Interest in programming and good implementation capacity
• Understanding of derivative products
• Methodical and accurate approach
• Personal initiative and energy
  
  

Formal requirements:

• At least a Master of Science in Mathematical Finance or Computer science with a strong finance profile
• Excellent skills in English and Swedish
• Programming experience, in C/C++, Java, Python and Matlab
• Merits: A PhD and/or in experience in the area of Fixed income and FX
  
  

Our team consist currently of 13 senior members, out of which half are PhD in Mathematical Finance or similar. Therefore, each member have big degree of own responsibility and freedom in their area of expertise, but still with a high degree collaboration and learning from each other.

As a manager I believe in efficient teams, which are built on collaboration and good atmosphere (the internal surveys regarding satisfaction are high). To me, a well-functioning team delivers with better quality and faster than any individual performance.

I hold a PhD in mathematical Finance and a degree in Law, and I have a Quant career since 2000, mainly at Swedbank. During the years I have had the opportunity to work with exotic pricing, investment decisions, all asset classes and most recently XVA.

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.