Are you motivated and skilled to contribute significantly to the Model Risk Governance team within Danske Bank’s Model Risk Management department?
MRM is a crucial component of Danske Bank’s risk management, offering an independent assessment of model performance across all areas, including credit risk models (LGD, PD, CF) and IFRS9. With a team of 16, MRM supports significant personal and professional growth, empowering you to shape your workday, select tools, and apply innovative validation approaches. As a member of MRM, you will collaborate closely with a diverse and skilled team in Vilnius and Copenhagen, advising on model design, implementation, and performance. This collaboration enhances your experience and influence within the bank.
Your role includes coordinating and actively participating in projects, conducting comprehensive analyses using quantitative methods, and assisting less experienced colleagues. You will interpret data analysis results, write conclusions, and present findings to key stakeholders such as senior management and the Danish FSA. With gained experience, you will also contribute to optimizing the validation process.
We are seeking a highly skilled Senior Data Analyst to specialize in the data-centric aspects of credit risk model validation. In this critical role, you will ensure the integrity, accuracy, and robustness of the data used in our credit risk models, in alignment with regulatory compliance and industry best practices. This position offers the opportunity to influence risk assessment strategies and enhance the financial stability of our operations.
* Depending on your experience and knowledge, we may offer you different seniority of the role.
