Senior Credit Validation Analyst

at  Danske Bank

Do you have the motivation and skills to play an important role in the Model Risk Governance team, which is part of the Model Risk Management department at Danske Bank?
Model Risk Management (MRM) serves as an integral and central component of Danske Bank’s risk management strategy by providing an independent assessment of both new and existing models’ performance.
Currently, the 16-person team in MRM is responsible for credit risk models (LGD, PD, CF), IFRS9, all credit decision models, and other related risk calculations. However, MRM’s scope covers all model areas within Danske Bank. The department offers numerous opportunities for both personal and professional development.
We operate with a high level of empowerment, allowing you significant leeway to influence and structure your workday. You can choose the tools and innovative approaches for model validation. Additionally, you will have the opportunity to collaborate closely with colleagues throughout the entire MRM, both in Vilnius and Copenhagen.
This position can be in Lithuania, Denmark, or the United Kingdom depending on where the preferred candidate is based . If you are hired in Lithuania, the applicable salary range will be from 3440 to 5160 EUR monthly (based on your competencies relevant for the job).
Depending on your experience and knowledge, we may offer you a different seniority for the role.

• Coordinating projects where you will also be an active participant in completing the tasks
• Organizing and conducting comprehensive analyses of specific models and data using applicable quantitative methods and tools
• Assisting less experienced colleagues on assignments and projects
• Interpreting results based on data analysis and documenting your conclusion