Junior Quantitative Analyst, Treasury Models

Junior Quantitative Analyst, Treasury Models
Warszawa
Nr ref.: 2072

 

Would you like to drive model development & governance in the areas of interest rate risk & liquidity models? We are now looking for a Analyst to join Group Treasury & Asset Liability Management ("TALM") a unit within Group Finance & Treasury.   

         

At Nordea, we see that the world is changing fast – and we want to be one step ahead of the curve. That’s why we’re deeply committed to providing the financial solutions of tomorrow to our customers. We’re creating an agile environment where we experiment and grow together – and we need your ideas and unique background. With us, you’ll be in good company with a chance to make your mark on something bigger. 


About this opportunity
 

Welcome to the the IRRBB & Liquidity Models team. We add value by developing high-quality models used to simulate & manage the Interest Rate Risk in the Banking Book (IRRBB) and liquidity risk of the Group. As a Analyst, you’ll play a valuable role in developing important risk models in these areas and executing the related model governance processes.

 

What you’ll be doing:

  • Developing models & tools to support strategic decisions in ALM, liquidity, funding and capital to enable good risk management.
  • Executing TALM model governance processes
  • Analyzing input data & model outcomes, performing impact studies, and proactively developing and implementing improved methodologies for IRRBB simulations as well as liquidity stress testing models
  • Engage in improvement projects in the area as well as developing new models to cover additional risk factors.

 

You’ll join a dynamic team that is currently going through important change agendas providing you the exposure towards a strategically important function within the Bank.

 

The role is based in Warsaw.

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 curious mindset and strong analytical and problem-solving skills
  • Flexibility, adaptability and an ability to learn quickly
  • Professional skills in written and spoken English.

Your experience and background:  

  • Solid knowledge of financial risk, focusing on market risk or liquidity risk
  • Experience from working with databases, knowledge of SQL. Skills in other programming languages such as Python or MATLAB are an advantage
  • An academic degree in economics, finance or mathematics
  • Structured individual with a hard-working ethos.

If this sounds like you, get in touch!

 

Next steps

Submit your application no later than 15/08/2021. For more information, you’re welcome to contact Magnus Svensson.

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: http://www.nordea.com/Images/33-355365/nordea-com-careers-job-pl-en.pdf.

We reserve the right to reply only to selected applications.

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