stillingsbetegnelse: Quantitative Analyst for Investments

jobbeskrivelse:
As Quantitative Analyst in Risk and Performance Analysis you will take part in our development and maintenance of reporting and software tools as well as analysis of portfolios to strengthen our investment processes by active risk management. The position we offer You will be an integral part of the work in Investments, Risk and Performance Analysis. This includes our focus on on-going dialogue with the portfolio managers, analyzing risk and performance and conveying and discussing insights on performance and risk drivers to the portfolio managers. Your primary focus will be on development and support of tools and calculations that will provide analysis input for portfolio managers and reviews of all our investment processes. Your IT development efforts will be an important contribution to our focus on delivering a strong risk management infrastructure and insightful risk and performance reporting and analysis. Background on Risk & Performance Analysis: Risk and Performance Analysis is part of the Investments area in Asset Management. The team of 8 people serves the global Investments organization which is responsible for all in-house managed portfolios across asset classes from our base in Copenhagen. We employ a combination of vendor-based systems and in-house developed models and tools for risk analysis, performance analysis and other quantitative analysis. Our objective is to be an active value-adding part of our investment processes by promoting state-of-the-art risk management from two perspectives: A bottom-up perspective, by engaging in a fruitful collaboration with the portfolio managers providing insightful analysis and dialogue on risk and performance understanding. A top-down perspective, by ensuring prudent risk governance across all our investment processes. You will be based in Copenhagen. The qualifications you need We are looking for a candidate with strong analytical and IT skills. We expect you to have an academic degree in for instance applied statistics/mathematics (e.g. mathematical finance), engineering, natural science or computer science. Ideally you have experience with risk management and/or performance attribution or other relevant experience from e.g. a Middle/Back Office position. You have strong quantitative skills and you can demonstrate the ability to develop high quality quantitative analytical tools. You have good IT-skills and preferably specific experience with Oracle databases, pl/sql programming and Excel/VBA development. Familiarity with C, C# or C++ is an advantage, but not a requirement. Our primary vendor based systems are BarraOne and Simcorp Dimension. Knowledge of one or more of these is an advantage; however specific expertise within these systems is not a requirement. You are a team player, still you master working independently. You are innovative, thrive on challenging analytical and computational tasks and you enjoy communicating results and challenges of your work to a wider audience; you have good English skills. More information and send application Please contact Morten Eddy, morten.eddy (at) nordea.com or +45 5547 2543 for further information. Please send your application and CV no later than 25 May 2016.

Arbejdsgiver Navn: NORDEA BANK DANMARK A/S

Arbejdsgiver telefonnummer: 70333333

Arbejdsgiver faxnummer: 33700466

Job kort beskrivelse: Systemanalytikerarbejde

land: Danmark

region: Hovedstaden

Kontrakt varighed: Fast

Kontrakttype: Fuldtid

krævede uddannelse: Ikke angivet

Kilde til jobtilbud: AMS, Offentlige arbejdsformidlinger, Danmark