Danske Bank A/S Lietuvos filialas
Danske Bank A/S Lietuvos filialas

Senior Quantitative Analyst

4.160 - 6.240 €
Neatskaičius mokesčių
41 Peržiūra

Area

The Quant Centre of Excellence in Danske Bank is a highly motivated team working with applied mathematics in the financial industry. The team is at the forefront in our field and has an international vibe with approximately 40 employees from 10 nationalities working out of Copenhagen and Stockholm.

To further strengthen the team, we are looking for skilled profiles to enable build up Quant capacity in Vilnius. Danske Bank has a strong Vilnius based line-up in software engineering that Quant already today are closely collaborating with.

Quant Centre of Excellence

Quants in Danske Bank are part of the Markets Cluster development organisation. Most of our employees are working on or close to the trading floor and are responsible for the full stack of development, ranging from problem formulation and pen and paper equation solving to numerical implementation of pricing, quoting (including e-trading) and risk management applications. Quants are working with a wide range of businesses; Fixed-income, Foreign Exchange, Equity Derivatives, XVA, Loans, Treasury, Market Risk and Regulatory.

Working as a Quant in Danske Bank provides a rare opportunity to learn and grow, as you will be collaborating closely with the bank’s experts and work with quality industry level analytics, unified across asset classes.

Depending on your experience and knowledge, we may offer you a different seniority of the role.

Mission

As this is an exciting time to join us and help to build a competent and goal-oriented team from scratch here in Vilnius, your responsibilities will include but not be limited to:

  • Facilitate hiring and training of junior candidates to build an initial capacity of approximately 5 quants in Vilnius
  • Implement and productionize models, pricing and risk management applications across all relevant asset classes using C++ and C#
  • Help modernizing Quant via adaption of new technology and tighter collaboration with IT, facilitated by physical presence where many of the relevant software engineers today work
  • Collaborate globally across Quant, IT and business to assure steady and smooth production

Skills

We are looking for determined candidates with a collaborative spirit and positive attitude. Furthermore, you ace in combining the three pillars* of Mathematics, Finance and Programming:

  • You have an MSc or PhD degree in mathematics, physics, mathematical finance, or related fields. As such, you have a profound theoretical background with relevant skills in probability theory, stochastic analysis, and partial differential equations
  • You have a genuine interest in financial markets and the associated modelling challenges, ideally demonstrated via relevant courses or previous work experience
  • You work well with practical problem solving, numerical implementation and application building. It is imperative that you are fluent in at least one programming language and this should include C++ or C#
  • Relevant experience working as a Quantitative Analyst/ Analyst in International environment and using complex systems would be beneficial
  • Experience mentoring junior colleagues and leading work tasks would be considered as a big bonus
  • You have advanced English language skills (both written and verbal) as this role requires constant communication with international teams

*While the ideal candidate demonstrates skills in all three pillars, there are also possibilities for candidates with outstanding capacity in only one or two of them.

We offer:

We will ensure that exact salary offered for you will be based on your qualifications, competencies, professional experience and requirements for the corresponding job function (salary range from 4160 EUR to 6240 EUR gross EUR/monthly).

Your title in job contract will be Data Scientist (IT Data Scientist), Senior.

City:

Vilnius

Remote work:

No

Working time:

Full time

Valid till:

2024-04-25

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