Financial Engineer to the Quant team and Production Support i Stockholm

Would you like to work closely with Large Corporates and Institutions (LC&I) Trading, Sales and Quant teams in one of our Production support and Development teams?

In this position you will learn a lot and acquire a good understanding and insight into trading, valuation and quantitative analysis. The role is about maintaining, supporting, configuring and developing our trading systems, especially our new long term system Calypso. You will work with derivatives in the asset classes Fixed Income, FX and Credits.

The position is suited for a person with financial mathematics, engineering or programming background with strong financial interest. We would like at least two years of working experience, in relevant areas.

Your tasks will vary and consist of, among other:

• Configure and set up trading systems
• Develop trading views and reports
• Investigate and follow up anomalies in pricing and valuation
• Develop, implement or govern pricing functionality
• Be a part of the ongoing projects in the area
• Support traders and sales in their daily work
• Maintain the trading system
  
  

You will be working closely with Trading, Sales and Quant, situated on or in close connection to the trading floor. The role entails daily contact with traders and sales, who demands accurate and quick responses. Therefore we are looking for stable and social person, who can handle stress constructively.

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

The position will be in one of the three teams:

1. Production Support and Development Calypso
2. Production Support and Development Other Systems
3. Financial Engineering (which is mostly working in the Agile development)

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. The team is a mixture of Swedbank employees and consultants.

The position is a permanent position.

• Interest in programming and good implementation capacity
• Understanding of derivative products
• Methodical and accurate approach, with a stubbornes to keep on going until a issue is resolved
• Personal initiative and energy
  
  

Formal requirements:

• A Master of Science in Mathematical Finance, Engineering or Computer science with a strong finance profile
• Excellent skills in English and Swedish
• Programming experience.
• Merits: Experience in pricing in the area of Fixed Income and FX
  
  

The three different teams consist of many different nationalities, from mainly European countries, the working language is English. 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, algorithmic trading, 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.