Quantitative Risk & Treasury Analyst

Saxo Bank; København; On-site; DKK 550,000 - 900,000; Full time

Job summary

Saxo Bank is seeking a Quantitative Risk Analyst in Copenhagen to shape balance sheet analytics, risk frameworks, and treasury decision-making through data, modelling and quantitative analysis.

You will contribute to developing models, risk metrics, and analytical tools across liquidity, interest rate, FX, and capital risks, collaborating with Treasury, Finance, Risk, Trading, Secured Finance, and Technology teams in a modern international bank.

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.
• Enjoy developing models, analytical tools, and scalable solutions to support business decision-making.
• Interest in financial markets, banking, treasury or risk management.
• Clear communication of analytical findings to both technical and non-technical stakeholders.

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 providing 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 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 development of analytic frameworks such as FTP, Value of Client Funds, stress-testing, and balance sheet optimisation tools.

Skills

Python

SQL

R

Data analysis

ML tools

Education

Master's degree in finance/economics/quantitative field

Tools

SQL

Excel

Power BI

Job description

Saxo Bank is seeking a Quantitative Risk Analyst in Copenhagen to shape balance sheet analytics, risk frameworks, and treasury decision-making through data, modelling and quantitative analysis.

You will contribute to developing models, risk metrics, and analytical tools across liquidity, interest rate, FX, and capital risks, collaborating with Treasury, Finance, Risk, Trading, Secured Finance, and Technology teams in a modern international bank.