Quantitative Risk Analyst - Treasury & Market Modeling

Saxo; København; On-site; DKK 700,000 - 900,000; Full time

Job summary

Saxo seeks a quantitative risk analyst to join the Market & Treasury Risk team. You will shape balance sheet analytics, risk metrics, and treasury decision-making through data, modelling, and quantitative analysis.

You will collaborate with Treasury, Finance, Risk, Trading and Technology to develop scalable analytical solutions across a modern international bank. This is an early-career role with growth opportunities in risk management and quantitative analysis.

Qualifications

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

Responsibilities

• Develop and enhance quantitative models, methodologies, and risk measures for liquidity, interest rate, FX, and capital management.
• Build analytical models, dashboards, and reporting solutions for earnings, funding, liquidity, and risk exposures.
• Perform quantitative analysis of balance sheet developments to support risk and treasury decision-making.
• Contribute to automation and improvement of risk analytics using modern analytical tools and programming languages.
• Assist in development and validation of methodologies for risk measurement, forecasting, and scenario analysis.
• Collaborate with Treasury, Finance, Risk, Trading, Secured Finance, and Technology to deliver scalable analytics.
• Support preparation of analysis for senior management, risk committees, and regulatory interactions.
• Support development of FTP, VCF, stress-testing methodologies, and balance sheet optimisation tools.

Skills

Python

SQL

R

AI/ML tools

Education

Master's degree in quantitative field

Job description

Saxo seeks a quantitative risk analyst to join the Market & Treasury Risk team. You will shape balance sheet analytics, risk metrics, and treasury decision-making through data, modelling, and quantitative analysis.

You will collaborate with Treasury, Finance, Risk, Trading and Technology to develop scalable analytical solutions across a modern international bank. This is an early-career role with growth opportunities in risk management and quantitative analysis.