Senior Quantitative Risk Analyst

  • Firma: Nordea Bank Abp SA Oddział w Polsce
  • Lokalizacja: mazowieckie
  • Data publikacji: 2021-01-30


Senior Quantitative Risk Analyst

Would you like to be part of a team with experienced and talented colleagues and apply cutting-edge techniques to support risk management in Nordea? We are looking for two senior quantitative analysts to strengthen our balance sheet risk management.

At Nordea, we’re committed to being a partner our customers and society can count on. Compliance and integrity go hand in hand. You will have an impact on how we do banking – today and tomorrow. Bring your ideas, skills and unique background. With us, you will get plenty of opportunities to grow, collaborate and make your mark on something bigger.


About this opportunity


Welcome to Balance Sheet Management Risk. We provide independent effective challenge of Nordea’s banking book risks, including market and business risks. The role will involvein developing tools and performing analysis necessary to enable effective review and identification of risks, and proposing strategies to mitigate them.


What you will be doing:

  • Develop quantitative and qualitative methods to identify and monitor balance sheet risks
  • Deliver risk analysis and reports to support senior management
  • Analyze and report on key banking book related market risks
  • Develop data tools to support balance sheet risk management and control
  • Provide insight into balance sheet developments and propose recommendations for effective management of risk and return
  • Assess the adequacy of risk models
  • Collaborate with Nordea’s finance and treasury functions
  • Collaborate with IT to develop and implement new analytical tools

You’ll join a team of experienced model risk experts, all with a strong mathematical background. The team is highly specialised and work in close collaboration with specialists across the Group.  The role is based in Warsaw, Poland.


Who you are


Collaboration. Ownership. Passion. Courage. These are the values that guide us in being at our best – and that we imagine you share with us.


To succeed in this role, we believe that you:

  • Have a strong understanding of balance sheets as well as strong technical skills
  • Engage in a productive collaboration with model stakeholders
  • Are a team player and also master working independently
  • Are self-driven with ambition to deliver timely and high quality analysis
  • Have an eye for detail, yet able to focus on the big picture
  • Are innovative and thrive on challenging multidisciplinary tasks
  • Have excellent skills in oral and written communication as well as in scientific writing

Your experience and background:  

  • Academic degree – preferably at PhD level or equivalent – in a quantitative field, such as finance, economics, mathematics, statistics, physics or similar from a high quality academic institution
  • Full proficiency in applying econometric, mathematical and statistical models and techniques
  • 5+ year experience in the financial sector working with risk models as developer, user or validator
  • Knowledge of asset and liability management, with special focus on IRRBB and liquidity risk is an advantage, however specific expertise is not a requirement
  • Strong analytical skills, and capable of applying multidisciplinary quantitative methods
  • Solid experience in programming Python, MATLAB and SQL, but experience in other programming languages is also valuable

If this sounds like you, get in touch!


Next steps


Submit your application no later than 6 February 2021.


At Nordea, we know that an inclusive workplace is a sustainable workplace. We deeply believe that our diverse backgrounds, experiences, characteristics and traits make us better at serving customers and communities. So please come as you are.


Please include permit for processing personal data in CV as following:


In accordance with art. 6 (1) a and b. Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (General Data Protection Regulation) hereinafter ‘GDPR’. I agree to have: my personal data, education and employment history proceeded for the purposes of current and future recruitment processes in Nordea Bank Abp.


The administrator of your personal data is: Nordea Bank Abp operating in Poland through its Branch, address: Aleja Edwarda Rydza Śmiglego 20, 93-281 Łodź. Your personal data will be processed for the recruitment processes in Nordea Bank Abp. You have a right to access your personal data, right to rectify and right to delete. Disclosing the personal data in the scope specified by the provisions of Polish Labour Code from 26 June 1974 and executive acts are mandatory. Providing personal data is necessary to conduct the recruitment processes. The request for the deletion of your personal data means resignation from further participation in recruitment processes and causes the immediate removal of your application. Detailed information concerning processing of your personal data can be found at:

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