Do you have an analytical mindset and feel an interest in getting a solid overview of risk management in one of the largest financial institutions in Northern Europe?
We are looking for a new colleague who has the motivation and skills to play an important role in the Credit Risk Model Validation (CRMV) team, a part of the Model Risk Management (MRM) department.
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 12 people in CRMV are responsible for credit risk models (LGD, PD, and CF), IFRS 9, and all credit decision models, but MRM covers all model areas in Danske Bank.
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.
We expect you to be able to encourage assignments/projects and ensure 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 work with a high level of empowerment, so to a large extent, you will be able to influence and structure your workday and choose the tools and innovative approaches to model validation.
Depending on your experience and knowledge, we may offer you different seniority of the role.