Quantitative Risk Analyst - Treasury & Liquidity

Saxo-Bank; København; Hybrid; DKK 900,000 - 1,300,000; Full time

Job summary

Saxo is seeking a Quantitative Risk Analyst to help shape balance sheet analytics, risk frameworks and treasury decision‑making through data and modelling. You will develop models, assess liquidity, capital and market risks, and collaborate with Treasury, Finance, Risk and Technology to deliver scalable analytics.

The role targets professionals in early to mid-career stages with a strong quantitative background and interest in banking risk management within an international environment.

Qualifications

• Hold a relevant master's degree in finance, economics, mathematics, engineering, physics, computer science or a related quantitative discipline.
• Experience with Python, SQL, R, AI/ML tools, or similar analytical and programming technologies.
• Possess strong quantitative and analytical skills, with experience working with complex datasets and modelling frameworks.

Responsibilities

• Develop and enhance quantitative models, methodologies, and risk measures relating to liquidity risk, interest rate risk, FX risk, and capital management.
• Build analytical models, dashboards, and reporting solutions that provide insights into earnings, funding, liquidity, and risk exposures.
• Collaborate with stakeholders across Treasury, Finance, Risk, Trading, Secured Finance, and Technology to deliver scalable analytical solutions.

Skills

Python

SQL

R

Analytical thinking

Education

Master's degree in finance, economics, mathematics, engineering, physics, computer science or related quantitative discipline

Tools

AI/ML tools

Data visualization

Job description

Saxo is seeking a Quantitative Risk Analyst to help shape balance sheet analytics, risk frameworks and treasury decision‑making through data and modelling. You will develop models, assess liquidity, capital and market risks, and collaborate with Treasury, Finance, Risk and Technology to deliver scalable analytics.

The role targets professionals in early to mid-career stages with a strong quantitative background and interest in banking risk management within an international environment.