Data Analyst for Model Validation

Analyst Credit and Risk

Application period has expired.

Do you have an analytical mind-set and feel interest in getting a solid overview of risk management?
We are looking for a new colleague in the Credit Risk Model Validation team. The team plays an integrated and central part in the Group’s risk management by providing an independent view on how models are performing.
Currently, the Credit Risk Model Validation team is responsible for credit risk models (LGD – loss given default, PD – probability of default, CF – conversion factor) and decision models, but the scope is to increase over time.
As a member of this team, you will work in collaboration with colleagues and key stakeholders (model developers and model owners), advising on model design, implementation and performance.

We expect you to use your analytical skills and be able to challenge modelling approaches, be proficient with data handling and able to transform insights from statistical analysis into actionable findings.

We work by 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 model validation.

You will have the opportunity to work closely with colleagues in Copenhagen.

You will:

  • You will run analysis of the specific models and data applied using applicable quantitative methods and tools
  • Based on the data analysis, you will interpret the results and write your conclusions
  • Having reached a performance conclusion, you will report and present your findings together with colleagues to relevant stakeholders, including senior management, business units and Danish FSA (the regulatory supervisor of Danske Bank Group)

About you:

  • University degree in a quantitative field (e.g. mathematics, physics, economics, engineering, statistics)
  • Knowledge of some statistical tool such as R, Python or SQL
  • Experience with analyzing large amounts of data will be considered as an advantage
  • Programming skills or experience of validation or development of models would be a great advantage
  • You are a team player with drive and commitment to deliver high quality on time
  • Strong communication skills and fluency in English (spoken and written)
  • Attention to details, ability to meet deadlines under time pressure

Application period has expired.

If you are interested, please send your CV in English no later than 08.06.2020. Confidentiality guaranteed.

Your title in job contract will be Specialist – Risk.

Morten Gadegaard Jørgensen
Phone number +45 29 28 28 62