Does a combination of credit risk modelling and compliance in regulatory processes appeal to you? Would you like to join a dedicated team and an innovative department where the focus is on the strength of being an expert unit?
As a Regulatory Specialist in the IRB modelling area, you will be joining our team working with regulatory affairs. We are a specialist team supporting a prudent credit risk model set-up by focusing on regulatory compliance, governance framework development, and model risk. Experiencing the ever-increasing regulatory requirements, we have a continuing job where our team is acting as a challenger on the model framework’s prudence.
Cooperating with model developers, business units, and the finance department is the basis of all the work that we do, as changes to the framework have consequences throughout the bank. You and the team are responsible for acting as a tactical response by supporting senior management in responding to ad-hoc requests.
Likewise, we are responsible for communication with Danish and Nordic supervisors on this vital journey. Hence, you will be working with internal stakeholders and external regulators.
Working determined and dedicated, we are convinced that collaboration and integrity equal’s efficiency and quality. It is essential to foster a working environment with knowledge sharing, development, and integrity.
You will be working as an integrated part of an international team in Vilnius and Copenhagen. You will be part of Group Risk Management and a joined working environment of different teams working with managing risk in the bank.
The position is based in Vilnius.
