Senior Business Analyst in IRB Framework
Are you fascinated by defining modelling solutions that 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 at Danske Bank. Most of your daily work is related to data and modelling in one way or another, 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 Senior Business Analyst at 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 of the role.
- Maintain and integrate credit risk models, including 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 the 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
- At least 2-3 years of experience in business analysis
- Experience in combining business knowledge and model development skills
- Experience with SQL, R, Python, or similar
- Advanced English skills (spoken and written)
- Higher education in quantitative sciences (i.e., mathematics, physics, economics, engineering, statistics, or similar)
- 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 3360 EUR to 5040 EUR gross EUR/monthly).
Your title in job contract will be Analyst – Business, Senior.