Quant Risk Analyst - Counterparty Credit Risk i Stockholm

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 both market and counterparty 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 market and counterparty risks As a Quant Risk Analyst you will take active part in developing and maintaining our counterparty credit risk models and infrastructure.

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, 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:

• Experience from modelling of counterparty credit risk including programming in some form
• Experience and knowledge of valuation of financial derivatives including features relevant for the potential counterparty credit exposure.
• Experience from concepts such as CSA, PFE, CCP etc.
• Experience from a risk system, such as IBM Algo (Risk Watch) is meriting
• Experience from running or participating in larger projects is meriting
  
  

You have a strong background within engineering/mathematics and have at least a couple of years' experience from the financial industry. Preferably you have worked with Counterparty Risk modelling.

• Group Risk
• Markets and Group Treasury
  
  

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.