Quantitative Risk & Treasury Analyst

Saxo Group; Denmark; On-site; DKK 700,000 - 950,000; Full time

Job summary

Saxo Bank in Copenhagen, Denmark, is seeking a Quantitative Risk Analyst to help shape balance sheet analytics, risk frameworks, and treasury decisions through data, modelling and quantitative analysis. You will join the Market & Treasury Risk team, contributing to earnings, funding, liquidity and risk management in an international banking environment.

The role suits early-to-mid career professionals with a master's in a quantitative field and strong Python/SQL/R skills.

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 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.
• Perform quantitative analysis of balance sheet developments, business initiatives, and market events to support risk and treasury decision-making.
• Contribute to the automation and improvement of risk analytics using modern analytical tools and programming languages.
• Assist in the development and validation of methodologies used for risk measurement, forecasting, and scenario analysis.
• Collaborate with stakeholders across Treasury, Finance, Risk, Trading, Secured Finance, and Technology to deliver scalable analytical solutions.
• Support the preparation of analysis and material for senior management, risk committees, and regulatory interactions.
• Support the ongoing development of analytical frameworks such as Funds Transfer Pricing (FTP), Value of Client Funds (VCF), stress-testing methodologies, and balance sheet optimisation tools.

Skills

Quantitative analysis

Modelling

Data skills

Communication

Education

Master's degree in finance

Tools

Python

SQL

R

AI/ML tools

Job description

Saxo Bank in Copenhagen, Denmark, is seeking a Quantitative Risk Analyst to help shape balance sheet analytics, risk frameworks, and treasury decisions through data, modelling and quantitative analysis. You will join the Market & Treasury Risk team, contributing to earnings, funding, liquidity and risk management in an international banking environment.

The role suits early-to-mid career professionals with a master's in a quantitative field and strong Python/SQL/R skills.