Superfly Front Office Quants

Om jobbet

To reinforce our position as the Nordic Markets Powerhouse, Danske Bank is making a major investment in quantitative analytics and technology. As part of this, we are expanding our Markets Quant Center of Excellence.
Superfly Front Office Quants
Our cross-asset quantitative infrastructure, anchored by the award-winning Superfly analytics platform, powers real-time front-office pricing, trading and risk management across asset classes. We are now expanding this platform further into electronic trading, automated execution and AI-enabled market intelligence, building the most advanced and integrated quant environment in the Nordics.
To support this expansion, we look for a wide range of profiles, from classical model developers and desk quants to candidates combining traditional financial engineering with the latest machine learning, AI and data-driven analytics.
Markets Quant Center of Excellence
At the core of this initiative is our Markets Quant Center of Excellence - the central quant team serving all asset classes and functionalities across Markets as well as XVA, Market Risk, Regulatory, Loans, Treasury and Post-Trade functions.
We are a growing team of highly skilled quants developing quantitative models, numerical algorithms and analytics supporting Markets front-office Trading & Sales, with end-to-end ownership from model and application development to production deployment.
What We Look For
We seek driven individuals with high ambition, strong problem-solving mindset, and a drive and ability to build quantitative solutions that make a difference in practice. We are looking for candidates who match either of the below bullet points, and who are willing to dive into the other:

• Strong quantitative foundations in mathematics, statistics, physics or quantitative finance, typically supported by an MSc or PhD in a STEM discipline from a leading university and an outstanding academic record.
• Excellent programming and engineering discipline, including experience with Python and/or C++, numerical methods, and the development of reliable production systems.

Some roles extend into data-driven methods, machine learning and AI, but the work remains firmly grounded in quantitative market modelling. A financial background is an advantage but not essential - what matters is your curiosity about financial markets and your willingness to learn. Applications are welcome across all levels of seniority.
We value intellectual rigor, ownership and the ability to translate quantitative ideas into robust production-grade systems in close cooperation with Markets Trading & Sales and software engineers.
Current Opportunities
The expansion spans several complementary teams across quantitative modelling, trading analytics and development, working closely with dedicated software engineering teams.
Model Analytics - Quantitative Modelling
This is a classical quant role focused on developing the core models and analytics used in pricing, risk management, and trading. The role requires a profound background in mathematics, probability, statistics, or physics. You are expected to develop thorough expertise in mathematical finance concepts, stochastic calculus, and implementation of numerical algorithms in C++ and Python. Commensurate with your experience, you are ideally already familiar with some of these aspects.
Beyond derivatives pricing and risk modelling, the work may also extend into trade execution analytics and market microstructure modelling.
Contact: Maximillian Seifert, Head of Model Analytics, msei@danskebank.dk
Trade Analytics - Financial Product Modelling
The team is responsible for modelling the financial logic behind trades and term sheets, resulting in an analytical representation of trade cashflows. As such, the team works very closely with Desk and Model Analytics Quants, effectively acting as the bridge between customer deals and collateral agreements and the underlying modelling and valuation.
This covers every trade, instrument, and index within Markets - from basic to exotic and structured products. It further integrates beyond Markets, connecting to Loans and other products, enabling Superfly as the central calculation engine in the bank, across a vast set of financial metrics.
This role requires solid skills in C++ and a detailed understanding of financial products and how various features impact modelling and valuation.
Contact: Otto Friedrichsen, Head of Trade Analytics, otf@danskebank.dk
Desk Quants - Front-Office Trading Analytics
As a Desk Quant, you work closely with the trading desks and act as a key bridge between trading, quantitative analytics and technology. You will develop tools, analytics and applications supporting both voice and electronic trading workflows, in close collaboration with Trading and Sales.
You have a strong scientific background, are ideally familiar with standard mathematical finance concepts, and have the ability and desire to develop analytics and tools in a fast-paced trading environment. Strong Python skills are essential, basic C++ understanding required, and advanced proficiency a plus.
This role may also involve working on low-latency electronic trading, execution analytics and automation, as well as building AI-driven analysis, tools and agents on top of our quantitative analytics platform.
Contacts:
Johan Hyden, Head of FI Quant Applications, hyd@danskebank.dk
Nele Boelaert, Head of Equity Quant Applications, nelb@danskebank.dk
Core Quant Applications - Quant Developers
In the Core Quant Applications team, you build the analytics, data, technology, and computing infrastructure that powers Superfly-based applications across asset classes. The team works at the intersection of quantitative research and software engineering, combining strong financial modelling expertise with advanced engineering to turn quantitative analytics into robust production systems.
Candidates should have advanced proficiency in Python and C++, and experience and/or interest in building reliable quantitative systems in both Windows and Linux environments using containerized deployments on cloud infrastructure.
Experience and/or interest in AI agents, model orchestration, and intelligent analytics systems are highly relevant.
Contact: Lasse Helsted, Head of Core Quant Applications, lahel@danskebank.dk
Further Information
This is a rare opportunity to join as the platform and team continue to scale, helping shape how quantitative analytics, trading systems and AI-enabled capabilities evolve across Markets. We offer a high‑energy, collaborative and inclusive workplace where your growth and impact matter. As we significantly expand the team, you will start with a structured onboarding and training program that equips you to make an early impact.
Copenhagen is the primary location, though Stockholm may also be considered.
In your cover letter, please indicate which role(s) you are most interested in and highlight and evaluate three strengths you personally bring that are most relevant for the role. Please also upload your CV together with relevant university transcripts.
Applications are reviewed on a rolling basis.
General contact:Linus Kaisajuntti, Head of Quant, pekaj@danskebank.dk
We look forward to receiving your application!


About Us

Danske Bank is a Nordic bank with bridges to the world around us. For 150 years, we have supported people and businesses in releasing their potential. A career with us is an opportunity to join a community of 22,000 colleagues in a culture where we are committed to Teaming Up, Owning It and Being Open. Together, we are on a journey to transform Danske Bank into a better bank. For our customers, our employees and the societies around us.