Portfolio Intelligence is responsible for the stress test calculation on loan losses in Danske Bank. This includes maintaining and operating a suite of expected loss, concentration risk and stress test models used in the bank. The team also supports the strategic risk steering of the bank with quantitative analysis – this includes the challenge of commercial plans, setting of risk tolerance levels to safeguard the bank against severe losses and various ‘what if’ analyses – examples of such analysis could be: Impact of Covid 19 lockdowns, increased natural gas and electricity prices, customer resilience to increasing interest rates, decreasing house prices and more.
You will join a team of 7 employees with solid quantitative backgrounds and you will be working out of our office in Vilnius. Half of the team works out of Copenhagen, and the other half works out of Vilnius. The team is centrally placed in Strategic Risk & Steering within Group Risk Management and works closely with other risk teams, Technology and Services, CFO area, Risk Tribe, and Business Units.
In this job, you will need to use your analytical powers in unison with your ability to communicate technical information in a non – technical and concise manner. Having a natural drive to take ownership of tasks is key to succeeding in the role.
Depending on your experience and knowledge, we may offer you different seniority in the role.