Portfolio & Loss Intelligence is responsible for the impairment stress test calculation in Danske Bank. This includes maintaining and operating a suite of expected loss, concentration risk and stress test models used in the bank.
You will join a team of 7 employees with solid quantitative backgrounds and be situated in our office in Vilnius. Half of the team works out of Denmark, and the other half works out of Lithuania. The team is centrally placed in Group Risk Management and works closely with other risk teams, Technology and Services, the CFO area, Risk Tribe, and Business Units.
In this job, you will need to use your analytical powers in unison with your knowledge of models to maintain and implement changes to our expected loss and stress test models. The models are crucial for the bank to safeguard the bank as part of the internal risk appetite. The ability to communicate technical information in a non-technical and concise manner and the natural drive to take ownership of tasks are key to succeeding in the role.
Depending on your experience and knowledge, we may offer you different seniority in the role.