Do you have a passion for understanding how climate changes could shape the future? Are you looking for an opportunity to deep dive into the financial consequences it could imply? Join our team of professionals and get to be part of interesting projects, complex data-crunching, and building solutions.
In the COO Risk Functions department, we develop and operate portfolio risk models for credit losses, internal stress testing and concentration risk. The models are key strategic tools for steering the bank. As a new venture, we are extending our stress-testing capabilities on our loan portfolio to include risks from climate changes.
Work in an international environment with lots of highly skilled colleagues
You will join a well-established team of 9 with strong quantitative backgrounds. Half of the team works out of Denmark, and the other half of the team works out of Lithuania. The team is placed in Group Risk Management and works in close collaboration with other risk teams, IT, Finance, and Business Units.
A key focus for the team is to develop solutions that can quantify the financial impact from a range of different potential futures arising from a changing climate. Whether it is from changing weather patterns or the transition towards a low-carbon economy due to new regulations and technologies, assessing its impact on different industries and the bank itself is of great importance.