Senior Risk Data Specialist

Join the Credit Risk Model Validation team in Danske Bank’s Model Risk Management (MRM) department. MRM independently assesses model performance across areas such as credit risk models (LGD, PD, CF) and IFRS9, being essential to the bank’s risk management. With 50 team members, MRM supports your personal and professional growth, allowing you to shape your workday, choose tools, and use innovative validation approaches. Collaborate with skilled colleagues in Copenhagen, Vilnius, and Warsaw, advising on model design, implementation, and performance.

Your responsibilities include coordinating projects, conducting quantitative analyses, and mentoring colleagues. You will present findings to senior management and the Danish FSA. As you gain experience, contribute to optimizing the validation process.

We are looking for a Senior Risk Data Specialist specialising in credit risk model validation. In this role, you will ensure data integrity, accuracy, and reliability, aligning with regulatory compliance and industry best practices. Influence risk assessment strategies and enhance our financial stability.

Depending on your experience and knowledge, a different seniority level may be offered.

• Bachelor’s degree in Data Science, Statistics, Economics, or a related quantitative field
• Over 3 years of experience in data analysis, preferably in credit risk environments, specifically IRB
• Expertise in managing large datasets and performing complex data validations
• Proficient in SQL, Python, R, or other data analysis software
• Good understanding of regulatory frameworks related to credit risk, such as the Basel Accords, IRB, and EBA guidelines
• Strong analytical and problem-solving skills, coupled with organisational and project management capabilities
• Independent, proactive, and motivated to enhance data-driven decision-making
• Upper-intermediate English skills