Senior Quantitative Analyst, FI Quant
With a long and proven track record SEB is recognized as a leading northern European financial services group with a strong foundation of customers ranging from private individuals to large organizations. We are consistently recognized for our expertise and customer-centric approach, which we achieve by listening to our clients, committing to quality and trust, and encouraging an entrepreneurial mindset in everything that we do. Does that sound like a fit for you? We are currently looking to fill the role as Senior Quantitative Analyst in our Fixed Income (FI) Quant team, within our Large Corporates & Financial Institutions (LC&FI) division, and we hope you find the role as exciting as us. About the job
The FI Quant is responsible for the pricing & risk models for all fixed income products including XVA, as well as the trading algorithms used for trade execution, market making and risk management. As a Senior Quantitative Analyst, you will take a central role in the building of the future fixed income platform for Trading and Sales. As such you will be responsible for:- Support Sales and Traders with ad-hoc analysis of pricing, risk and P&L issues- Develop and test valuation models, interest rate curves and volatility surfaces- Design and implement tools for pricing and risk - Take part in fixed income projects such as system migration, improving business equity or electronic pricing Not only will you be part of a talented and diverse team of quantitative analysts, you will also work closely with traders and sales. Who are you?
We believe that you have a relevant university degree, M. Sc. or PhD in a quantitative topic, engineering, physics, statistics or other relevant fields, and that you have more than five years' experience of the financial business and deep knowledge of fixed income and interest rate derivative products. Additionally, you should have:- Strong quantitative and analytical skills, e.g. pricing linear and non-linear cash flow products - Good knowledge of configuration and programming in Prime Front Arena, preferably in both Python and the proprietary data flow language ADFL - Experience of programming in C++ and Python- Strong sense of integrity, and be highly motivated individual- Ability to present complex information to a variety of audiences and are fluent in English What we offer
SEB LC&FI offers an attractive and international learning environment. We aim to attract exceptional individuals with a desire to grow their own skillset as well as provide exceptional service to their clients. You will work side by side with a diverse team of experienced colleagues and get the chance to build strong network internally as well as externally. It is our fundamental belief that inclusion and diversity are crucial for our future success. We strive to have an inclusive, value-driven culture where employees feel valued, respected and involved irrespective of who they are, what they believe and where they come from.Learn more about working at SEB on www.sebgroup.com/career
Attach your CV and a personal letter describing yourself and how you can contribute to the FI Quant team. Candidates will be reviewed and selected on an ongoing basis, and you are welcome to submit your application as soon as possible, but no later than 24th of September. Should you have any questions regarding the position you can reach out to Jonas Nilsson, Global Head of Fixed Income Quant on Jonas.x.Nilsson@seb.se or Madeleine Gustâv, Talent Acquisition Partner, on Madeleine.Gustav@seb.se. We look forward to hearing from you!
Since our start 160 years ago, SEB has been guided by a strong belief that entrepreneurial thinkers combined with innovative companies are needed to create a better world. We are here to enable them to achieve their ambitions and succeed in both good and difficult times. We are the business engine of the bank, providing the financial expertise our organizational and private customers rely on. We do so with focus on our customers' needs, commitment to quality and trust, and an entrepreneurial mindset to continually improve our services. Read more: https://sebgroup.com/