Quantitative Risk Analyst - Treasury & Liquidity

Saxo Bank; Aarhus; On-site; DKK 550,000 - 850,000; Full time

Job summary

Saxo Bank is seeking a Quantitative Risk Analyst to join the Market & Treasury Risk team in Copenhagen. You will shape risk analytics, develop quantitative models and support treasury decision-making through data-driven insights.

The role involves building dashboards, analysing earnings, funding, liquidity and capital risk, and collaborating with Finance, Risk, Trading and Tech teams across an international bank.

Qualifications

• Master's degree in finance, economics, mathematics, engineering, physics or computer science.
• 4–5 years of quantitative risk, treasury or related analytics experience preferred.
• Strong programming and data manipulation skills required.

Responsibilities

• Develop and enhance quantitative models for liquidity, interest rate, FX and capital risk.
• Build dashboards and reporting tools to monitor earnings, funding, liquidity and risk exposures.
• Analyze balance sheet developments and market events to support decisions.
• Automate risk analytics using modern tools and languages.
• Contribute to methodology development for risk measurement and forecasting.
• Collaborate with Treasury, Finance, Risk, Trading and Technology teams.
• Prepare analysis and materials for senior management and committees.
• Support ongoing development of FTP, VCF, stress-testing and balance sheet tools.

Skills

Quantitative analysis

Data modelling

Analytical mindset

Banking/finance domain knowledge

Education

Master's degree in finance/economics/maths/engineering/physics/computer science

Tools

Python

SQL

R

AI/ML tools

Job description

Saxo Bank is seeking a Quantitative Risk Analyst to join the Market & Treasury Risk team in Copenhagen. You will shape risk analytics, develop quantitative models and support treasury decision-making through data-driven insights.

The role involves building dashboards, analysing earnings, funding, liquidity and capital risk, and collaborating with Finance, Risk, Trading and Tech teams across an international bank.