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Algo Trading Controller to Financial Risks

The job

The Bank’s Group Risk & Capital Management unit is in the process of strengthening its Financial Risks team to cater for the increasing demands (MifidII/RTS6) for defining and applying appropriate measures for conducting independent analyses, investigation, surveillance and monitoring of the banks Algorithmic Trading (AT) activities.

Located at our Headquarters in Hellerup (DK), you will mainly be responsible for defining operationally relevant measures to assess certain AT-specific risk elements and to relate them to more traditional risk categories (e.g. market, liquidity, legal and operational risk). Furthermore in this role you will assess the various business AT-strategies, algorithms and inventory of automated tests and providing effective challenge vis-à-vis the banks front office quants, trader and business owners. You will also be the driver of the bank’s responses to regulatory examinations, audits and inquiries into Algorithmic Trading.

You will be working very closely with a team of specialists, responsible for analysing, quantifying, monitoring, advising and reporting of the Bank’s market, credit, client, valuation and model risk globally as well as modelling of risks associated with the banks margin trading business.

Your profile

As a person you are methodical and detail oriented and you take pride in delivering high quality work in everything you set yourself to. You are both talented and ambitious and thrive in finding value adding and automated, well structured/designed and reusable solutions. You have the skills to create relations and work together with stakeholders across the organisation. You have 4-6 years of practical experience working within quantitative areas of e.g. developing and testing algorithmic strategies and algorithmic trading/surveillance systems or algorithmic trading. Familiarity with Kx or similar techniques would be a big plus. Further we are looking for a candidate with the following qualifications:

  • Strong computational and analytical skills supplemented with a Master’s degree or PhD e.g. computer science, software engineering, engineering, physics, finance etc.
  • Flair and interest working with (financial) modelling and numerical algorithms
  • Experience with data bases
  • Ability to understand end to end flows of Orders and Quotes
  • Programming skills within C#, Python, SQL/VBA (C++ will be a benefit)
  • Experience in AML monitoring and modelling
  • Strong Statistical, Risk and Analytical skills
  • Be a team-player but also willing to challenge
  • International experience will be a benefit
     

We offer

A chance to join a dynamic growth oriented and achievement based culture as well as an opportunity to be part of a very ambitious team, at the same time, enjoy an informal and pleasant working environment.

Kindly note that applications will be reviewed on an ongoing basis.

Closed for applications Gem job

Arbejdssted

Location Copenhagen

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