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

Senior Quantitative Analyst for Model Risk Management (Temporary Position)

3.120 - 4.680 €
Neatskaičius mokesčių
9 Peržiūros

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 at Danske Bank? And would you like to get a solid overview of risk management?

MRM plays an integrated and central part in Danske Bank’s risk management by providing an independent view of how new and existing models are performing.

Currently, the 16 people in CRMV are responsible for credit risk models (LGD, PD, CF), IFRS9, and all credit decision models, but MRM covers all model areas in Danske Bank. This position within a one-year contract offers numerous opportunities for both personal and professional development.

We operate with a high level of empowerment. You will have significant freedom to influence and structure your workday, choosing the tools and innovative approaches for model validation. You will also have the opportunity to work closely with colleagues throughout the entire MRM department.

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

Mission

As a member of CRMV, 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. You will:

  • Coordinate projects, where you also will 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, you will interpret the results and write your conclusions

Having concluded, you will 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). And gaining experience, you will provide input to the validation process to optimise this.

Skills

We are looking for a team-oriented person with the motivation and commitment to deliver high-quality results on time. You should be capable of managing assignments and ensuring a high-quality outcome.

Furthermore, we expect you to have experience applying your investigative skills, be proficient with data handling, and be able to transform insights from statistical analysis into actionable findings. We also hope you bring the following to the team:

  • A university degree in a quantitative field (e.g., mathematics, physics, economics, engineering, statistics)
  • Experience in validating IRB models, solid knowledge of the relevant regulations, and the ability to interpret these requirements
  • A minimum of 3 years of model validation or model development experience, preferably using analytical tools such as Python and/or SQL
  • A thorough understanding of data quality and key sources of data
  • Upper-intermediate English, both spoken and written, with solid communication skills
  • The ability to meet deadlines within tight time constraints.

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:

2024-12-05

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