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Danske Bank A/S Lietuvos filialas
Danske Bank A/S Lietuvos filialas

Senior Risk Analyst for Model Risk Management

3.040 - 4.560 €
Neatskaičius mokesčių
1 Peržiūra

Area

Do you have the motivation and skills to play an important role in the Credit Risk Model Validation team, a part of the Model Risk Management department (MRM) in Danske Bank? And would you like to get a solid overview of risk management?

Model Risk Management plays an integrated and central part in Danske Banks’ risk management by providing an independent view of how new and existing models are performing.

Currently, the 16 people in Credit Risk Model Validation are responsible for credit risk models (LGD, PD, CF), IFRS9 and all credit decision models, but MRM covers all model areas in Danske Bank. MRM provides a lot of opportunities for both personal and professional development.

As a member of Credit Risk Model Validation team, you will work in collaboration with a diverse and highly skilled group of colleagues across various functions in MRM and key stakeholders (model developers and model owners), advising on model design, implementation, and performance.

Mission

  • Coordinate projects, where you will also play a focused participant in getting the work done
  • Organize and run a comprehensive analysis of the specific models and data applied using applicable quantitative methods and tools
  • Assist less experienced colleagues on assignments/projects
  • Based on the data analysis, interpret the results, and write your conclusions
  • Report and present your findings together with colleagues to relevant stakeholders, including senior management, business units and the Danish FSA (the regulatory supervisor of Danske Bank Group)

Skills

  • University degree in a quantitative field (e.g. mathematics, physics, economics, engineering, statistics)
  • Minimum 2-3 years of programming experience with analytical tools such as Python or SQL
  • Previous experience with validation or development of any models is an advantage
  • Team player with drive and commitment to deliver high quality on time
  • Desire to assist, motivate and guide less experienced colleagues.
  • Advanced English skills, both spoken and written – and solid communication skills

We offer:

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 3040 EUR to 4560 EUR gross EUR/monthly).

Your title in job contract will be Specialist - Risk, Senior.

Morten Gadegaard Jørgensen
City:

Vilnius

Remote work:

No

Working time:

Full time

Valid till:

2024-02-19