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Head of Market Risk modelling - Copenhagen - Denmark
Copenhagen, Denmark (Relocation package available)
595,000DKK- 895,000DKK (€80,000-€120,000). Excellent base, bonus & additional benefits
If you fit the below candidate background please send all applications by email.
A leading Scandinavian investment bank based in Copenhagen is looking for a head of market risk modelling.
You will be responsible for development, review and maintenance of the market risk models in the group including VaR models and other internal models used for regulatory market risk capital.
In addition to the design of new models, the unit is also responsible for the implementation of market risk models, in close collaboration with other parts of the organisation.
You must have strong leadership skills as well as a strong understanding of quantitative finance.
Good communication skills are a must as well as the ability to present highly quantitative issues for a nontechnical audience.
Qualifications:
-MSc or PhD (preferred) in a quantitative field.
-strong acknowledged leadership skills, preferably from management of similar quantitative teams.
-Advanced C++ programming skills. MATLAB, R, Excel.
-Solid understanding of basic financial engineering concepts such as risk neutral pricing, yield curve engineering and interest rate risk a must.
-Exposure to basic risk characteristics across broad range of asset classes desirable.
-Must be a motivated team player with a desire to learn and enjoy being challenged beyond routine job functions.
-Good communication skills in English.
If you fit the above candidate background please send all applications by email.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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