Quantitative Risk Manager

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

DNB is Norway’s leading financial services group, offering a broad range of financial services to retail and corporate customers. Through DNB Carnegie, we provide a wide range of investment banking and markets services, including strategic advisory, mergers and acquisitions, capital raising, and FICC solutions across foreign exchange, interest rates, credit, and commodities. Our markets platform supports clients with risk management, financing, hedging, and derivative solutions across asset classes.

The Risk Management department has 29 employees and is centrally located in Bjørvika, Oslo. The department serves as a central enabling, control, and advisory function within DNB Carnegie. Its responsibilities include risk identification and quantification, risk and capital reporting, product valuation, assessing the impact of new regulations, and maintaining the related systems and software solutions. The department collaborates closely with trading desks, treasury, IT, second-line risk, credit officers, and other functions across the organisation.

The Valuation & Counterparty Credit Risk team is responsible for developing, implementing, and validating models for valuation and counterparty credit risk across asset classes, as well as configuring and maintaining the related systems. The team also monitors exposures against approved limits and calculates exposures for capital reporting purposes. By combining vendor platforms with in-house business logic, the team supports robust and efficient risk management and reporting processes. With ongoing regulatory change and infrastructure modernisation, we are looking to further strengthen our expertise and delivery capacity. As a team member, you will play a key role in daily operations and contribute to strategic projects spanning process improvement, model development, system implementation, infrastructure modernisation, and regulatory change.

As a Quantitative Risk Manager, you will have the opportunity to:

Work with leading experts in financial valuation, quantitative risk, and financial regulation.

Support the implementation and improvement of processes related to counterparty credit risk measures, limits, and capital calculations across a wide range of asset classes.

Analyse developments in counterparty credit risk capital, including internal capital allocation, and communicate key drivers to relevant stakeholders.

Support Sales and Trading in understanding risk exposures and operating within the relevant limit frameworks.

Enjoy a healthy work-life balance in a stimulating work environment.

You will likely bring:

A master’s degree or higher, with strong academic results in economics, finance, mathematics, statistics, engineering, or a related quantitative discipline. Experience with derivatives is an advantage.

Some experience with programming languages such as C#, Python, Java, and/or SQL.

Two years or more of relevant work experience.

Successful candidates are likely to be:

Committed to accuracy and proud of delivering high-quality work.

Motivated by a complex work environment that includes recurring tasks, ad hoc problem-solving, and participation in project work.

Open to new ideas and collaboration with colleagues across the bank.

Curious, proactive, and willing to take initiative for personal and professional development.

Strong communicators with excellent interpersonal skills.

The position is based at our office in Bjørvika, Oslo. Interested?

Feel free to contact us if you want to hear more about the position or have any questions.

Contact details:

Marit Helde

Subject Matter Expert -- DNB Carnegie BSR Risk Management

marit.helde@dnbcarnegie.no

+47 982 47 005

Mikael Radomski

Head of Valuation and Counterparty Credit Risk -- DNB Carnegie BSR Risk Management

mikael.radomski@dnbcarnegie.no

+47 482 25 981

Application deadline: 7 June 2026. Applications will be considered throughout the application period.

Job applications are accepted in both English and Norwegian.

In the application process, you only need to upload your CV and briefly answer a few role-related questions. A cover letter is not required, but you may upload one as an attachment if you wish. We carry out background checks on applicants to verify the information provided in CVs and other documentation. These background checks are conducted by Semac and will not be carried out without the applicant’s consent. Relevant applicants will receive further information about this process.

For positions that require authorisation and/or suitability approval, a police certificate must be provided. Please note that we will never ask for BankID information during the application process.

I søknadsprosessen trenger du kun å laste opp din CV og svare kort på noen stillingsrelaterte spørsmål. Søknadsbrev er ikke et krav, men du kan selvfølgelig laste det opp som et vedlegg om du ønsker. Vi gjennomfører bakgrunnssjekk av søkere for å verifisere opplysninger som fremgår av CV og annen dokumentasjon. Denne bakgrunnssjekken blir gjennomført av Semac og gjennomføres ikke uten samtykke fra søkeren. Aktuelle søkere vil motta nærmere informasjon om dette. For stillinger som krever autorisasjon og/eller godkjenning av egnethet, forutsettes fremlagt politiattest. Vi gjør oppmerksom på at vi aldri vil be om BankID-informasjon i søknadsprosessen.