Quantitative Risk Analyst

Employment type: Full time. Requisition: R-19558. Start: 2026-10-05. Country: Denmark.

Copenhagen, Denmark About the job Are you at the start of your career and ready to help shape Saxo's balance sheet analytics, risk frameworks, and treasury decision-making through data, modelling and quantitative analysis? We are looking for a talented and motivated Quantitative Risk Analyst to join our Market & Treasury Risk team within Risk Strategy & Treasury.

This role offers a unique opportunity to work at the intersection of treasury, risk management, quantitative modelling, and strategic decision-making. Our team plays a central role in shaping Saxo's earnings profile and balance sheet risks, including liquidity risk, interest rate risk, FX risk and capital risk.

We develop and maintain the analytical frameworks, models and methodologies that support balance sheet optimisation, risk management and senior management decision-making across the organisation. As part of the team, you will contribute to the development of quantitative models, risk metrics as well as analytical tools used to assess earnings, funding, liquidity and market risks.

You will work closely with colleagues across Treasury, Finance, Risk, Trading and Technology, gaining broad exposure to the management of a modern international bank1 …