Quantitative Analyst - Modell Evaluation
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København
Copenhagen, Denmark
Advance the frontiers of modell management —join our newly established Modell Evaluation team and strengthen the bank’s decision-making through structured review, logical clarity, and the lens of formal abstraction
The Modell Evaluation (ME) team is newly established within Group Quantitative risk Management (QrM). The ME team has the overall mandate to evaluate all modells being used in the bank for various purposes, quantify the degree of their adequacy for the purpose, and suggest remediating actions to manage inherent modell risks. Additionally, ME is responsible for the development and improvement of modell evaluation protocols and supporting business owners & senior management on technical matters.
Group QrM is an independent and autonomous group housed in Group Risk and Capital Management, formally reporting to the Chief Risk Officer as well as maintaining communication with the Board of Directors. Group QrM has the mandate (among other items) to develop, maintain, and operate the modell (risk) management framework, including the modell management system, as well as advise in all aspects of modell management. The Group operates with the goal to increase the degree of categorization in the modell management landscape, including the (risk) evaluation processes.
You will be responsible for conducting evaluations and periodic reviews for all modell types being used across the bank. Further, you will communicate your findings to business owners with recommendations on the safe deployment and use of the modell. You will report to the Head of the ME team, but, liaise with various business functions across the bank to support (on a technical level) their modell management processes.
The workplace will be physically in HQ, Denmark near Copenhagen. Relocation is not offered.
Responsibilities
Your profile
You should be a good communicator, curious by nature with the ability to articulate the right questions, a structured thinker, and be able to organize your work independently and operate with autonomy
You should be a PhD in a technical discipline (e.g. Engineering, Physics, Mathematics, Computer Science, Statistics, Physical Chemistry, Linguistics, …). Programming skills and experience (in e.g. Python, R, C#, F#, Haskell, Ocaml, Lean4) are an advantage. Should have basic knowledge of financial instruments and markets.
We take the ad offline once we’ve formed a pool of strong candidates
We get curious people invested in the world
When you work at Saxo, you become a Saxonian and part of a purpose-driven organisation, where good ideas are always taken seriously, and where you can make a true impact. We are invested in your development, and you can expect a robust career from day one when you join Saxo – no matter which role you take on.
You will join 2,500 other ambitious colleagues across 15 countries and become part of an international organisation. Working in Saxo, you will get to meet colleagues from many different cultures and backgrounds, and you should know that we value diversity and inclusion and see it as a genuine source of strength to drive growth, foster innovation and position us for long-term success.
We encourage an open feedback culture and supportive team environments enabling employees to grow and fulfil their career aspirations.
When you bring passion, curiosity, drive and team spirit, your learning journey will be dynamic and your career opportunities in Saxo will be immense.
At Saxo we don’t just offer a job – we offer an opportunity to invest in your future!
How to apply :
Click here to create an account and upload your resume and a short motivation. We look forward to getting to know you better!
Advance the frontiers of modell management —join our newly established Modell Evaluation team and strengthen the bank’s decision-making through structured review, logical clarity, and the lens of formal abstraction
The Modell Evaluation (ME) team is newly established within Group Quantitative risk Management (QrM). The ME team has the overall mandate to evaluate all modells being used in the bank for various purposes, quantify the degree of their adequacy for the purpose, and suggest remediating actions to manage inherent modell risks. Additionally, ME is responsible for the development and improvement of modell evaluation protocols and supporting business owners & senior management on technical matters.
Group QrM is an independent and autonomous group housed in Group Risk and Capital Management, formally reporting to the Chief Risk Officer as well as maintaining communication with the Board of Directors. Group QrM has the mandate (among other items) to develop, maintain, and operate the modell (risk) management framework, including the modell management system, as well as advise in all aspects of modell management. The Group operates with the goal to increase the degree of categorization in the modell management landscape, including the (risk) evaluation processes.
You will be responsible for conducting evaluations and periodic reviews for all modell types being used across the bank. Further, you will communicate your findings to business owners with recommendations on the safe deployment and use of the modell. You will report to the Head of the ME team, but, liaise with various business functions across the bank to support (on a technical level) their modell management processes.
The workplace will be physically in HQ, Denmark near Copenhagen. Relocation is not offered.
Responsibilities
- conduct modell evaluations, modell monitoring, and reviews; including quantifying various uncertainty measures,
- include specific regulatory requirements into the modell evaluation and reviews (qualitatively and quantitatively),
- engage in constructive dialogues with modell owners, developers, etc. with intention to improve the modell development, and to identify and control sources of modell risk,
- generate modell evaluation reports and communicate verdicts to business owners and senior management,
- assist in operating and improving (via enhanced verification tools) our in-house developed modell management system,
- potentially develop benchmark modells to measure modell uncertainties
Your profile
You should be a good communicator, curious by nature with the ability to articulate the right questions, a structured thinker, and be able to organize your work independently and operate with autonomy
You should be a PhD in a technical discipline (e.g. Engineering, Physics, Mathematics, Computer Science, Statistics, Physical Chemistry, Linguistics, …). Programming skills and experience (in e.g. Python, R, C#, F#, Haskell, Ocaml, Lean4) are an advantage. Should have basic knowledge of financial instruments and markets.
We take the ad offline once we’ve formed a pool of strong candidates
We get curious people invested in the world
When you work at Saxo, you become a Saxonian and part of a purpose-driven organisation, where good ideas are always taken seriously, and where you can make a true impact. We are invested in your development, and you can expect a robust career from day one when you join Saxo – no matter which role you take on.
You will join 2,500 other ambitious colleagues across 15 countries and become part of an international organisation. Working in Saxo, you will get to meet colleagues from many different cultures and backgrounds, and you should know that we value diversity and inclusion and see it as a genuine source of strength to drive growth, foster innovation and position us for long-term success.
We encourage an open feedback culture and supportive team environments enabling employees to grow and fulfil their career aspirations.
When you bring passion, curiosity, drive and team spirit, your learning journey will be dynamic and your career opportunities in Saxo will be immense.
At Saxo we don’t just offer a job – we offer an opportunity to invest in your future!
How to apply :
Click here to create an account and upload your resume and a short motivation. We look forward to getting to know you better!
Information og data
Denne ledige stilling har jobtypen "Øvrige", og befinder sig i kategorien "Øvrige stillinger".
Arbejdsstedet er beliggende i København
Jobbet er oprettet på vores service den 25.8.2025, men kan have været deaktiveret og genaktiveret igen.
Dagligt opdateret: Dette job opdateres dagligt ud fra jobudbyderens hjemmeside via vores søgemaskineteknologi og er aktivt lige nu.
- 25.08.2025
- Øvrige
- København
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| Dato | Alle jobs som øvrige |
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| 22. august 2025 | 1551 |
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| 5. august 2025 | 1127 |
| 4. august 2025 | 1143 |