Analyst/Senior Analyst with quantitative background to Group Treasury & ALM, Copenhagen/Helsinki

Analyst/Senior Analyst with quantitative background to Group Treasury & ALM, Copenhagen/Helsinki

We are looking for a quantitative Analyst / Senior Analyst with strong analytical & mathematical skills to join Group Treasury & Asset Liability Management (“TALM”) - a unit within Group Finance & Treasury. This is an opportunity for an ambitious professional to drive model development in the areas of interest rate risk & liquidity models as well as behavioural modelling.
 
In today’s world, change is the one thing you can count on. But whatever the future brings, our customers remain at the heart of everything we do.
 
That’s where you come in. Working with dedicated colleagues in an exciting, fast-paced environment, you’ll help meet our customers’ changing needs.
 
We aim to be courageous and explorative in our approach to innovating better ways of delivering banking services – anytime, anywhere. This means you’ll have many opportunities to learn and grow as you build your career with us. Will you help us lead the way in creating great customer experiences?
 
 
 

The offer

 
You’ll be an integral part of the IRRBB & Liquidity Models team, which is responsible for developing the key models used to simulate & manage the Interest Rate Risk in the Banking Book (IRRBB) and liquidity risk of the Group.
 
Being on this position you’ll work with:  
  • Developing models & tools to support strategic decisions in ALM, liquidity, funding and capital to enable good risk management
  • Analyzing input data & model outcomes, performing impact studies, and proactively developing and implementing improved methodologies for IRRBB simulations, liquidity stress testing models as well as behavioural models for non-maturing deposits and early prepayments for lending products
  • Engage in improvement projects in the area as well as developing new models to cover additional risk factors
The role is based in Copenhagen or Helsinki. Welcome to a dynamic team that are currently going through important change agendas providing you the exposure towards a strategically important function within the Bank.
 
 
 

Who are you

 
Collaboration. Ownership. Passion. Courage. These are the four key values that guide us in being at our best. We imagine that you enjoy learning and are excited about bringing your ideas to the table. You’re dependable, willing to speak up – even when it’s difficult – and committed to empowering others.
 
Your profile and background:  
  • A solid academic degree at master level in engineering, mathematics, economics and/or finance, with minimum 2 (Analyst) or 5 (Senior Analyst) years of work experience from a financial institution, management consulting or equivalent
  • A strong track record in the areas of financial risk modelling, preferably within a Treasury & ALM function, focusing on market risk or liquidity risk modelling. Experience from developing behavioural models for NMDs and prepayments is an advantage
  • Experience from working with big data and databases, strong knowledge in SQL
  • Strong knowledge of programming languages such as Python, SAS, R or MatLab
  • Excellent written and verbal communication skills, in particular ability to explain complex technical concepts to non-technical senior executives
  • Professional skills in written and spoken English
  • Structured individual with a hard-working ethos
If this sounds like you, get in touch!  
 
 
 

More information

 
At nordea.com, you can read more about us, our business and our focus on integrating sustainability into everything we do.
 
At Nordea, we recruit from the widest possible pool and hire the best person for the job. Because diversity makes us stronger. And once you are on board, you will find that we offer equal opportunities to everyone.
 
Please submit your application no later than 28 February 2019.
 
For more information about the position, please contact: Risto Juntunen, +358403504079, risto.juntunen@nordea.com  
 

About Nordea

Nordea is the largest financial services group in the Nordic region and one of the biggest banks in Europe. We want to make a real difference - for our customers and for the communities in which we operate – by sharing our broad expertise and by offering digital and sustainable solutions, anywhere anytime.

About Nordea

Nordea is the largest financial services group in the Nordic region and one of the biggest banks in Europe. We want to make a real difference - for our customers and for the communities in which we operate – by sharing our broad expertise and by offering digital and sustainable solutions, anywhere anytime.