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.