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Quantitative Analyst/Senior to IRRBB & Liquidity Models

Praca: Quantitative Analyst/Senior to IRRBB & Liquidity Models

Quantitative Analyst/Senior to IRRBB & Liquidity Models


Would you like to drive model development in the areas of interest rate risk & liquidity models? We are now looking for a Analyst/Senior Analyst to join Group Treasury & Asset Liability Management ("TALM") a unit within Group Finance & Treasury.      


At Nordea, we see that the world is changing fast – and we want to be one step ahead of the curve. That’s why we’re deeply committed to providing the financial solutions of tomorrow to our customers. We’re creating an agile environment where we experiment and grow together – and we need your ideas and unique background. With us, you’ll be in good company with a chance to make your mark on something bigger. 

About this opportunity


Welcome to the the IRRBB & Liquidity Models team. We add value by developing high-quality models used to simulate & manage the Interest Rate Risk in the Banking Book (IRRBB) and liquidity risk of the Group. As a Senior Analyst, you’ll play a valuable role in developing important risk models in these areas.


What you’ll be doing:

  • Developing models & tools to support strategic decisions in ALM, liquidity, funding and capital to enable good risk management.
  • Analyzing input data & model outcomes, performing impact studies, and proactively developing and implementing improved methodologies for IRRBB simulations as well as liquidity stress testing models
  • Engage in improvement projects in the area as well as developing new models to cover additional risk factors

You’ll join a dynamic team that is currently going through important change agendas providing you the exposure towards a strategically important function within the Bank. The role is based in either Helsinki or Warsaw.


Who you are


Collaboration. Ownership. Passion. Courage. These are the values that guide us in being at our best – and that we imagine you share with us.


To succeed in this role, we believe that you have:

  • A Track record in the areas of financial risk modelling, preferably within a Treasury & ALM function, focusing on market risk or liquidity risk modelling.
  • Experience in using and developing Treasury & ALM IT systems such as Ambit Focus, QRM or similar
  • Experience from working with big data and databases, strong knowledge in SQL
  • Excellent written and verbal communication skills, in particular ability to explain complex technical concepts to non-technical senior executives

Your experience and background:  

  • A solid academic degree at master level in economics, finance or mathematics, with minimum 2 (analyst) / 5 (senior analyst) years of work experience from a financial institution, management consulting or equivalent
  • Professional skills in written and spoken English
  • Structured individual with a hard-working ethos

If this sounds like you, get in touch!


Next steps

Submit your application no later than 26 March 2021.


At Nordea, we know that an inclusive workplace is a sustainable workplace. We deeply believe that our diverse backgrounds, experiences, characteristics and traits make us better at serving customers and communities. So please come as you are.


Please include permit for processing personal data in CV as following:


In accordance with art. 6 (1) a and b. Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (General Data Protection Regulation) hereinafter ‘GDPR’. I agree to have: my personal data, education and employment history proceeded for the purposes of current and future recruitment processes in Nordea Bank Abp.


The administrator of your personal data is: Nordea Bank Abp operating in Poland through its Branch, address: Aleja Edwarda Rydza Śmiglego 20, 93-281 Łodź. Your personal data will be processed for the recruitment processes in Nordea Bank Abp. You have a right to access your personal data, right to rectify and right to delete. Disclosing the personal data in the scope specified by the provisions of Polish Labour Code from 26 June 1974 and executive acts are mandatory. Providing personal data is necessary to conduct the recruitment processes. The request for the deletion of your personal data means resignation from further participation in recruitment processes and causes the immediate removal of your application. Detailed information concerning processing of your personal data can be found at: http://www.nordea.com/Images/33-355365/nordea-com-careers-job-pl-en.pdf

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