Senior Quantitative Risk Analyst
Nasdaq’s world-leading market technology powers more than 100+ of the world’s market infrastructure organizations, including exchanges, clearinghouses, central securities depositories and regulators, in over 50 countries with end-to-end, mission-critical technology solutions.
Uniqruit is now seeking to recruit a Senior Quantitative Risk Analyst to Nasdaq Clearing Stockholm office.
You will join the dynamic, technology-driven and highly productive Risk Modelling team at Nasdaq’s Stockholm office. Nasdaq Clearing is a multi-asset derivatives clearinghouse covering commodity, equity, and fixed income products. As a Senior Quantitative Risk Analyst, you will be a part of the Risk Modelling team consisting of quantitative analysts, software developers and data scientists.
The Risk Modelling team is responsible for developing and monitoring the risk models used by the clearinghouse to manage the various risks associated with the derivatives clearing business, such as counterparty, market and liquidity risk. You will play a prominent role in the development, implementation and management of these models.
The Risk Management department aims for intra-team knowledge sharing across markets and tasks. Therefore, you will work closely across various teams within the organization, including Operations, Business Development, and Technology, ultimately acting as a subject matter expert against both internal and external stakeholders during the development of both our existing markets as well as new initiatives.
In this position, you will have the opportunity to work in a fast-paced environment and to gain a thorough understanding of the global derivatives clearing business.
- Management and development of Nasdaq Clearing’s risk models.
- Taking part in cross-functional projects in connection to the development of new products and/or markets, and responsible for developing the appropriate models and risk frameworks for covering the risks involved.
- Acting as subject matter expert on various derivatives on for example equities, indices and fixed income, representing risk management towards customers, regulators and internal decision makers.
- Development of .NET applications used by the risk management team.
- Master’s Degree in Engineering/ Mathematics or Econometrics or equivalent.
- 5 years of experience in the financial services industry with quantitative skills.
- Experience from derivatives markets is preferable, though all market risk experience will be considered.
- Experience of programming in C# and SQL Server databases.
- The candidate should have a solid interest in financial markets, and the ability and will to reach a deep understanding of the risks inherent to derivatives.
- Positive attitude and an ability to adapt to an ever-changing environment.
- Excellent language skills in written and spoken English.
- Analytical and self-motivated.
Nasdaq is cooperating with the recruitment agency Uniqruit in this recruitment please apply as soon as possible or contact Tobias Danielsson. www.uniqruit.com