Overview

The Valuation and Counterparty Credit Risk team within DNB Carnegie Risk Management is seeking a Senior Quantitative Risk Manager to strengthen its capabilities in derivative valuation and counterparty credit risk.

Key responsibilities

• Lead initiatives to implement and improve methodologies for derivative valuation, valuation adjustments (XVA, AVA) and counterparty credit risk calculations across a wide range of asset classes.
• Validate and test pricing and risk models, as well as system configurations, in close collaboration with Trading, IT, and model stakeholders.
• Contribute to in‑house development of infrastructure and business logic.
• Support daily operations and contribute to strategic projects spanning process improvement, model development, system implementation, infrastructure modernisation, and regulatory change.

Required experience

• More than five years of relevant exp...