Senior Risk Quant within validation of financial market risk models

In Swedbank you have the opportunity to:

• Encounter and learn about the valuation and risk models for a wide range of traded financial instruments on all asset markets including FI/FX/EQ/CR/Hybrids, as well as a wide range of financial risk models such as IRRBB, Counterparty Credit Risk, Survival Horizon, Liquidity, etc;
• Perform deeply independent validation investigation work – test and validate valuation and risk models, including performing replication of Front Office trading systems and Financial Risk systems, authoring model validation reports and communicating the results;
• Author model validation reports and communicate results;
  Interact with, challenge, and set up model requirements towards model owners;
• Develop and maintain methodologies and tools for market risk model validation and valuation model validation;
• Develop alternative models and methodologies in order to assess model risk;
• Have flexibility for remote work.

if you have deep wish to learn about a vast amount of trading & market risk systems where our work is governed by the best global practices, if you find it encouraging to work deeply independently with responsibility and freedom but also offered support whenever needed, if you are encouraged by working in an international team of financial engineering experts where learning and development never stops. Carl Wilkens, your future leader


We look forward to receiving your application by 17.10.2021.

Contacts

Recruiting manager: Carl Wilkens, +46 725612275

SACO: Henrik Joelsson

Finansförbundet: Åke Skoglund,+46858590288

Swedbank does not discriminate anybody based on gender, age, sexual orientation or sexual identity, ethnicity, religion or disability – everybody is welcome.