The Model Risk Management (MRM) department is integral to Danske Bank’s risk management strategy, providing independent assessments of model performance across various domains, including credit risk models like LGD, PD, CF, and IFRS9. You will collaborate with a diverse and skilled team located in Copenhagen, Vilnius, and Warsaw, advising on model design, implementation, and performance, which will enhance your experience and influence within the bank.
In your role, you will coordinate and participate in projects, conduct comprehensive analyses using quantitative methods, and assist less experienced colleagues. You will interpret data analysis results, draw conclusions, and present your findings to key stakeholders such as senior management and the Danish FSA. With experience, you will also contribute to optimising the validation process.
We are seeking a skilled Senior Quantitative Specialist with a focus on statistical methods in credit risk model validation. You will ensure the integrity, accuracy, and robustness of our credit risk models, aligning with regulatory compliance and industry best practices. This role offers an opportunity to influence risk assessment strategies and enhance the financial stability of our operations.
Our team of 50 professionals supports both personal and professional growth. We offer a high level of empowerment, allowing you to influence and structure your workday and choose the tools and innovative approaches to model validation. If you are ready to enhance our risk assessment strategies and contribute to the financial stability of our operations, we look forward to hearing from you!
Depending on your experience and knowledge, a different seniority level may be offered.
