Senior Quantitative Risk Manager

This role is part of the Valuation and Counterparty Credit Risk team within DNB Carnegie Risk Management in Bjørvika, Oslo. The Senior Quantitative Risk Manager will work on derivative valuation, counterparty credit risk, and related regulatory and system work.

Key responsibilities

• Work with leading experts in financial valuation, quantitative risk, and financial regulation.
• 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.
• Enjoy a healthy work‑life balance in a stimulating work environment.

What you will...