Associate Quantitative Analyst

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The Quant Centre of Excellence in Danske Bank is a highly motivated team working with applied mathematics in the financial industry. The team is at the forefront in our field and has an international vibe with approximately 40 employees from 10 nationalities working out of Copenhagen and Stockholm.

To further enhance the team, we are looking for skilled profiles for our Vilnius office. Successful applicants will be joining an expanding Vilnius Quant capacity that works closely with the global Quant Team in Copenhagen.

Quant Centre of Excellence

Quants in Danske Bank are part of the Markets Cluster development organisation. Most of our employees are working on or close to the trading floor and are responsible for the full stack of development, ranging from problem formulation and pen and paper equation solving to numerical implementation of pricing, quoting (including e-trading) and risk management applications. Quants are providing solutions across a wide range of businesses; Fixed-income, Foreign Exchange, Equity Derivatives, XVA, Loans, Treasury, Market Risk and Regulatory.

Working as a Quant in Danske Bank provides a rare opportunity to learn and grow, as you will be collaborating closely with the bank’s experts and work with quality industry level analytics, unified across asset classes.

Depending on your experience and knowledge, we may offer you a different seniority of the role.

You will:

Implement and productionize models, pricing, risk management and business intelligence applications across all relevant asset classes using C++, C#, Python and Excel
Help modernizing Quant infrastructure and solutions via adaption of new technology and tight collaboration with IT, facilitated by physical presence in Vilnius where many of the relevant software engineers today work
Collaborate globally across Quant, IT and business to assure steady and smooth production

About you:

We are looking for motivated candidates with a collaborative spirit and positive attitude. Furthermore, you ace in combining the three pillars* of Mathematics, Finance and Programming:

You have an MSc or PhD degree in mathematics, physics, mathematical finance, or related fields. As such, you have a profound theoretical background with relevant skills in probability theory, stochastic analysis, and partial differential equations
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 C#
Relevant experience working as a Quantitative Analyst/ Analyst in an international environment and using complex systems would be beneficial
You have advanced English language skills (both written and verbal) as this role requires constant communication with international teams

* While the ideal candidate has skills in all three pillars, there are also possibilities for candidates with advanced capacity in only one or two of them.

We offer:

Monthly salary range from 2640 EUR to 3960 EUR gross (based on your competencies relevant for the job).

Additionally, each Danske Bank employee receives employee benefits package which includes:

Growth opportunities: professional & supportive team, e-learnings, numerous development programs; (incl. professional certificates); 100+ professions for internal mobility opportunities.
Health & Well-being: a diverse, inclusive, work & life balance work environment; additional health insurance; mental well-being practices; partial psychologist counselling compensation; silence and sleep zones at the office; game rooms.
Hybrid working conditions: Work from home up to two days a week; home office budget (after the probation period); modern Danske Campus workplace developed with anthropologist for the best employee experience.
Additional days of leave: for rest, health, volunteering, exams in higher education institutions, and other important activities. Moreover, for seniority with Danske Bank.
Monetary compensation package: accidents & critical diseases insurance; financial support in case of unfortunate events, travel insurance; IIIrd Pillar Pension Fund contribution.