Regulatory Specialist within Credit Risk Modelling

Credit Risk Modelling Regulatory Specialist

Application period has expired.

Does a combination of credit risk modelling and compliance in regulatory processes appeal to you, and would you like to join a dedicated team and an ambitious department, where 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 challenger on the prudence of the model framework.

Cooperating with model developers, business units and the finance department is the basis in all the work that we do, as changes to the framework have consequences throughout the bank. You and the team have the responsibility for acting as a tactical response by supporting senior management responding on ad-hoc requests.

Likewise, we are responsible for communication with Danish and Nordic supervisors on this important 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. For us it is important to foster a working environment with knowledge sharing, development and focus on integrity.

You will be working with team members based in locations in Denmark and Lithuania. You will be part of Group Risk Management, which is a joined working environment of different teams all working with managing risk in the bank.

You will:

  • Dialogue and coordination between Danske Bank and the regulators, technical experts and the business etc. in order to bridge the regulatory requirements with the business needs
  • Contribute to the interaction of the regulatory requirements and the statistical modeling and internal governance processes
  • Creating material, documentation e.g. for decision making in statistical modelling and capital calculation
  • Be a part of projects developing IRB models ensuring compliance to regulation

About you:

  • University degree within e.g. economy or law
  • 3+ years’ experience working within or related to the financial sector
  • Experience working with regulatory requirements and in-depth understanding of IRB Modeling Processes or vice versa
  • Full English proficiency in writing, speaking and understanding
  • Ability to execute on tasks and act as safeguard for progress and quality
  • Ability to work in a team and independently
  • Manage to communicate with different stakeholders in order to find good solutions

Application period has expired.

If you are interested, please send your CV in English no later than 24.09.2020. Confidentiality guaranteed.

Your title in job contract will be Senior Specialist – Risk.

Darius Grinvaldas
Phone number +370 604 03374