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

Senior Data Analyst and Credit Risk Model Validation

3.120 - 4.680 €
Neatskaičius mokesčių
14 Peržiūrų

Area

Are you motivated and skilled to contribute significantly to the Model Risk Governance team within Danske Bank’s Model Risk Management department?

MRM is a crucial component of Danske Bank’s risk management, offering an independent assessment of model performance across all areas, including credit risk models (LGD, PD, CF) and IFRS9. With a team of 16, MRM supports significant personal and professional growth, empowering you to shape your workday, select tools, and apply innovative validation approaches. As a member of MRM, you will collaborate closely with a diverse and skilled team in Vilnius and Copenhagen, advising on model design, implementation, and performance. This collaboration enhances your experience and influence within the bank.

Your role includes coordinating and actively participating in projects, conducting comprehensive analyses using quantitative methods, and assisting less experienced colleagues. You will interpret data analysis results, write conclusions, and present findings to key stakeholders such as senior management and the Danish FSA. With gained experience, you will also contribute to optimizing the validation process.

We are seeking a highly skilled Senior Data Analyst to specialize in the data-centric aspects of credit risk model validation. In this critical role, you will ensure the integrity, accuracy, and robustness of the data used in our credit risk models, in alignment with regulatory compliance and industry best practices. This position offers the opportunity to influence risk assessment strategies and enhance the financial stability of our operations.

* Depending on your experience and knowledge, we may offer you different seniority of the role.

Mission

  • Develop and implement robust data analysis methodologies to identify discrepancies, anomalies, and trends impacting model performance
  • Collaborate closely with model developers and risk managers to ensure models are built on a solid data foundation by understanding data collection processes
  • Design and execute data quality controls and validation rules using advanced data analysis tools
  • Prepare detailed validation reports and documentation clearly outlining data issues, analysis results, and remediation steps
  • Work with IT and data governance teams to enhance data quality and system improvements for model validation
  • Provide expert guidance on how data findings affect model performance and risk predictions
  • Stay updated with the latest developments in data processing technologies and risk modeling techniques to continuously refine data validation processes

Skills

  • Bachelor’s degree in Data Science, Statistics, Economics, or a related quantitative field
  • 4+ years of experience in data analysis, with a preference for backgrounds in credit risk environments
  • Possess expertise in managing large datasets and performing complex data validations
  • Proficient in SQL, Python, R, or other data analysis software
  • Good understanding of regulatory frameworks related to credit risk, such as Basel Accords, IRB, and EBA guidelines
  • Analytical and problem-solving skills, coupled with strong organizational and project management capabilities
  • Independent, proactive, and motivated to enhance data-driven decision-making
  • Upper-intermediate English 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 3120 EUR to 4680 EUR gross EUR/monthly).

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

City:

Vilnius

Remote work:

No

Working time:

Full time

Valid till:

2024-12-17

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