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

Senior Model Risk Analyst

3.040 - 4.560 €
Neatskaičius mokesčių
27 Peržiūros


Do you want to take part in managing model risk at one of the largest financial institutions in Northern Europe? Are you interested in statistical modelling, Machine Learning/AI and text-matching algorithms? And do you want to use your extensive analytical skills to assess and help improve complex models used for financial crime prevention?

You will be joining a community of highly experienced people with rigorous academic and scientific backgrounds. This is a group characterised by intellectual curiosity, knowledge sharing, and open discussion.

The team specialises in the validation of models applied by Danske Bank Group for customer risk rating, transaction monitoring, sanctions screening, and market abuse prevention. The Model Risk Management department, to which your team belongs, covers all models in Danske Bank Group. As a team member in Model Risk Management, you will therefore have the unique opportunity to contribute to and gain broad insight into the many different business areas of a leading financial institution.

Work across the business

As part of the validation process, you will research, analyse, test, and evaluate the underlying theory, mathematical methods, and numerical implementation of financial crime prevention and operational risk models.

Your conclusions, risk assessments, and recommendations will be presented to senior management in various risk committees and provide the basis for approval of use in the production of new and existing models.

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


  • Conduct end-to-end validation of models, including both quantitative validation (e.g., review model design, challenge core model assumptions) and qualitative analysis to test the effectiveness and performance of models
  • Communicate your findings in written reports and spoken presentations to model developers, owners, and senior management
  • Engage in discussion with model owners about mitigating actions based on observations found
  • Work in collaboration with model developers, financial crime prevention experts, and other specialists
  • Continuously develop your skills and competencies with financial crime, modelling methods, and validation practices
  • Assist Model Risk Management in staying at the forefront of the validation of new modelling areas, such as machine learning and AI


  • At least 2-3 experience working with models in a banking environment while working with financial crime prevention models would be beneficial
  • A MSc or PhD, e.g., in econometrics, statistics, mathematics, finance, or physics, with a strong mathematical track record
  • An analytical and goal-oriented mindset that enables you to identify and solve complex problems
  • Proven collaboration skills and the ability to build relationships across the bank with model developers and our partners in Financial Crime Compliance
  • Great communication and advanced English skills, both written and verbal
  • Hands-on experience with writing code in R, Python, or SAS and data analysis and manipulation in SQL, Hadoop, or other data platforms

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.

Michel Solovej


Remote work:


Working time:

Full time

Valid till:


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