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

Senior Risk Specialist for Asset Management Model Validation

3.120 - 4.680 €
Neatskaičius mokesčių
12 Peržiūrų

Area

Do you feel drawn to the world of scientific analysis and enjoy engaging with mathematical models? Are you interested in understanding how mathematical models are used in finance? Do you have a strong intuition for the practical modelling of real-world financial and economic systems? Would you like to help us review, verify, and improve our models? Then join our Model Risk team in Group Risk Management.

Model Risk Management is responsible for driving the effort across the bank to identify, measure, and control the degree of risk related to mathematical models used across the business. Our team specialises in reviewing and validating the mathematical models used in Pension Life Insurance, Asset Management and ESG (Environmental, Social and Governance) assurance. 

We work with a high level of empowerment, so to a large extent, you will be able to influence and structure your own workday and choose the tools and innovative approaches to validate models.

We support a high degree of workplace flexibility (we currently use a hybrid work model, where we work at least 3 days in the office).

Mission

  • Work in collaboration with model developers, model owners, and other stakeholders reviewing model design, challenging core model assumptions and verifying implementation
  • Be responsible for conducting quantitative and qualitative analysis, communicating your findings in written reports and spoken presentations to model owners and relevant committees
  • Develop your quantitative skills and help build our in-house knowledge of model areas that have not previously been subject to validation reviews

Skills

  • You have a degree in a highly quantitative field (e.g. Mathematics, Physics, Chemistry, Engineering, Econometrics)
  • Experience in developing mathematical models
  • Proven interest and expertise in risk and finance
  • Experience in risk management would be highly beneficial
  • High written and spoken communication skills
  • Advanced skills in English, both written and verbal
  • Critical thinking, attention to detail, ability to plan and manage the deadlines

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.

David Charles George Liney
City:

Vilnius

Remote work:

No

Working time:

Full time

Valid till:

2024-06-19

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