Do you have the motivation and skills to play an important role in the Credit Risk Model Validation team, a part of the Model Risk Management department (MRM) in Danske Bank? And would you like to get a solid overview of risk management?
Model Risk Management plays an integrated and central part in Danske Banks’ risk management by providing an independent view of how new and existing models are performing.
Currently, the 16 people in Credit Risk Model Validation are responsible for credit risk models (LGD, PD, CF), IFRS9 and all credit decision models, but MRM covers all model areas in Danske Bank. MRM provides a lot of opportunities for both personal and professional development.
As a member of Credit Risk Model Validation team, you will work in collaboration with a diverse and highly skilled group of colleagues across various functions in MRM and key stakeholders (model developers and model owners), advising on model design, implementation, and performance.