Business Analyst in IRB Framework
Are you fascinated by defining modelling solutions which are used in the financial world? Yes! Connect with us at Danske Bank and join our dedicated team of credit risk model developers!
Combine your math and analytical skills and support us in developing, maintaining and communicating our credit risk models for the Internal Ratings-Based (IRB) approach in Danske. Most of your daily work is related to data and modelling in one or the other way, but the highest on the agenda are team efforts and empowerment.
With a colleague as a buddy to support you during your first months, you will quickly gain responsibility which will then enable you to help us define our next generation of credit risk models (PD, LGD, EAD, AVM etc.). As part of this, you will also collaborate with key stakeholders across the Group to obtain the necessary understanding and acceptance of the final results as well as make the models appear transparent across all units.
As a Business Analyst in Danske, you will be working as an integrated part of an international team in Vilnius and Copenhagen. If you think you fit in a working culture where we team up, take ownership and are open, then we are waiting for your application now!
Depending on your experience and knowledge, we may offer you different seniority the role.
- Maintain and integrate credit risk models, incl. data, methodology, technical implementation, documentation, and communication
- Analyze, interpret and use data in risk modelling
- Present your findings to relevant stakeholders in an easily understandable language and gather clarification of business needs
- Provide expertise and insight to stakeholders regarding credit risk modelling area
- Initiate and ensure improvements and simplifications of the processes within the modelling area
- Be a mentor and support less experienced colleagues
- Higher education in quantitative sciences (i.e., mathematics, physics, economics, engineering, statistics or similar)
- Work experience in analytics or modelling
- Experience in combining business knowledge and model development skills
- Experience with SQL, R or Python or similar
- Advanced English skills (spoken and written)
- High focus on collaboration
- Experience with the credit risk parameters PD, EaD, LGD or AVM is desirable
We will ensure that exact salary offered for you will be based on your qualifications, competencies, professional experience and requirements for the corresponding job function (salary range from 2680 EUR to 4020 EUR gross EUR/monthly).
Your title in job contract will be Analyst - Business.