Senior Business Analyst in IRB Framework

at  Danske Bank

Are you fascinated by working in the tension between credit risk, statistical models and regulation? Yes! Connect with us at Danske Bank and join IRB Framework that has an integral role in ensuring our credit risk models support decision making across Danske Bank and adhere to requirements!

COLLABORATIVE AND EXPERIENCED BUSINESS ANALYST

As a person you are collaborative and demonstrate an innovative way of thinking. You are a great communicator and are able to communicate clearly with both internal and external stakeholders. Ideally you possess:

• 3+ years of experience working within or related to the financial sector
• Experience in combining business knowledge and model development/adjustment skills
• Experience with the credit risk parameters PD, EaD, LGD or AVM, and the related regulatory requirements
• Advanced English skills, both spoken and written
• Higher education in quantitative sciences (i.e., economics, mathematics, physics, engineering, statistics or similar)

Depending on your experience and knowledge, we may offer you different seniority of the role.

• Have a wide range of internal and external communication related to credit risk models
• Interpret and communicate regulatory requirements on credit risk models
• Support the maintenance of credit risk models, incl. analysing and investigating incidents related to data and methodology, and communicating findings to relevant stakeholders in an easily understandable language and gather clarification of business need