Analyst in Markets Core Quant Applications

Job title: Analyst in Markets Core Quant Applications

Company: Danske Bank


Job description: Job Category: Analysis and ResearchJob Description:The Markets Core Quant Applications team in the Markets Quant Centre of Excellence in Danske Bank is a highly motivated team responsible for the technical foundation of our SuperFly Analytics library, leading the modernization efforts towards a landscape encompassing Cloud and AI. To further enhance the team’s capabilities, we are looking for candidates at any level of seniority. Markets Core Quant ApplicationsThe Markets Core Quant Applications team is part of the Markets Quant Centre of Excellence in Danske Bank. We are located on both the trading floor in Copenhagen and in Vilnius and are responsible for the development and stability of our large-scale calculation systems in SuperFly, our financial derivatives library. Our work ranges from problem formulation, system design, and numerical implementation of solutions, and our main tools are C++ and Python and we deploy using GitHub Actions. Additionally, our analytics library contains in-house scripting languages that the candidate can expect to help drive forward or help overhaul. Our main platform today is Windows, but this is incrementally changing to Linux and containerized deployments.Quants at Danske provide high-quality industry-level analytics, unified across asset classes. We are rooted in the Markets area to support efficient Fixed Income, Foreign Exchange and Equity Derivatives trading. Additionally, Quant analytics and solutions are being used in a wide range of businesses and purposes, such as XVA, Loans, Treasury, Market Risk, Regulatory and even settlements.Capable candidates will be welcomed to a highly committed team at a time when the bank is heavily scaling its platform ambitions to go both wider and deeper. We believe the coming few years will be exciting and rewarding and provide a wealth of possibilities to develop yourself in both new and existing directions. What are we looking for?We are looking for candidates with a collaborative spirit, a fascination for analytical problem-solving, and a strong will to enhance their expertise. Particularly:

• You possess an entrepreneurial spirit, a passion for innovation, and a relentless drive to challenge and improve the status quo but value incremental progress when time constraints limit perfection.
• You have a genuine interest in financial markets and the associated modelling challenges, ideally demonstrated via relevant courses or previous work experience.
• You work well with practical problem solving, numerical implementation, and application building. You are fluent in at least one programming language and this should ideally include C++ or Python, but you pride yourself with the ability to pick up any tool for the job.
• Relevant experience working as a Quantitative Analyst/Analyst in an international environment and using complex systems would be beneficial.
• Ideally have an MSc or PhD degree in mathematics, physics, mathematical finance, statistics, or related fields. As such, you have a profound theoretical background with relevant skills in probability theory, stochastic analysis, and partial differential equations and applications thereof.

Candidates with a background in e.g. Computer Science and a strong will to learn the aspects of derivatives pricing and trade analytics are also encouraged to apply. This job will give you ample opportunity to further develop those skills. Prior experience in a quantitative finance role is not required, but candidates at any level of seniority are considered. Interested?Please apply as soon as possible as we screen and conduct interviews on an ongoing basis. For further information, please reach out to Head of Markets Core Quant Applications Lasse Helsted: [email protected]About Us:Danske Bank is a Nordic bank with bridges to the world around us. For 150 years, we have supported people and businesses in releasing their potential. A career with us is an opportunity to join a community of 22,000 colleagues in a culture where we are committed to Teaming Up, Owning It and Being Open. Together, we are on a journey to transform Danske Bank into a better bank. For our customers, our employees and the societies around us.

Expected salary:

Location: København

Job date: Sun, 20 Jul 2025 02:50:03 GMT

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