Senior Risk Specialist for Market and Liquidity Risk Control
Are you ready to work in close collaboration with Risk experts, Traders, Management, IT specialists, and top-level Quants? Join us in Danske Bank’s Market and Liquidity Risk Control department.
The team currently consists of 15 team members located in both Vilnius, Lithuania, and Copenhagen, Denmark. We believe in empowerment and collaboration, and most importantly, we believe that going to work should be interesting and energising.
As a Senior Risk Specialist, you will work at the intersection between market risk and data science. You will take part in developing the risk metrics, advanced risk models, and monitoring capabilities of market and liquidity risk in collaboration with our stakeholders in Trading, Treasury, Quant, IT, and Trade Support. Furthermore, you will help to develop and expand our data warehouse capabilities and automate our processes.
You will be encouraged by a steep learning curve that never ends to become an expert in financial products, coding, databases, and optimisation of processes. While the focus is on the Trading department, you will also gain insight into other departments in Danske Bank, e.g., Treasury and Middle Office, and get an understanding of how they interconnect. This is a chance to work with top-level risk management models and methods where the analysis of complex derivatives and structured products is part of daily life.
Depending on your experience and knowledge we may offer you a different seniority of the role.
- Monitor, control, and analyse market and liquidity risks in Danske Bank Group and foreign units
- Take part in developing the risk metrics and monitoring capabilities of market and liquidity risk in collaboration with our stakeholders in Trading, Treasury, Quant, IT, and the Middle office
- Communicate your analysis and decisions clearly and concisely to senior management and other departments
- Automate and optimise processes
- Perform Independent Price Verification (IPV) for market products and monitor the liquidity coverage ratio (LCR)
- At least 2-3 years of experience in market and liquidity risk or a similar area
- Hands-on experience in coding (Python, C++, VBA, SAS, SQL, or similar) tools
- Understanding of financial products (bonds, options, and other derivatives)
- Higher education (i.e., mathematics, physics, economics, engineering, statistics, IT, or similar)
- Upper-Intermediate English skills (spoken and written)
- Ability to share concerns and feedback when needed
- The capability of balancing between efficiency and quality in your work
- As a person, you are outgoing, work well in an international environment, and enjoy the dialogue with many different stakeholders
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.