Market Risk Model Developer

Overview

Job ID: 3034 We are looking for dedicated and self-driven individuals to join our team as risk model developers for market risk. We welcome applicants with a strong background in quantitative disciplines and hands-on experience in risk modelling – typically 3+ years of experience.

What You’ll Be Doing

• Develop, refine, and performance-test risk models for market risk. This includes theoretical, practical (implementation), and analytical work.
• Ensure risk models are compliant with relevant regulatory requirements, supporting Nordea’s commitment to robust risk management and regulatory standards.
• Design, develop, and maintain internal code libraries (primarily Python).
• Build tools for impact testing, data analysis, and data reconciliation.
• Partner with business and risk management functions to ensure economic risks are identified, managed, and reported.
• Shape Nordea’s future risk infrastructu...