Senior Lead Validator

at  Danske Bank

Do you have the motivation and skills to play an important role in the Model Risk Management (MRM) team in Danske Bank? And would you like to get a solid overview of risk management?
MRM plays an integrated and central part in Danske Banks’ risk management by providing an independent view of how new and existing models are performing.
Due to the increasing scope of credit modelling, we are looking for an experienced colleague to join the organisation to strengthen the depth of our regulatory and technical expertise in credit model validation with reference to the IRB framework. In addition to credit risk models, MRM covers all model areas in Danske Bank and thus provides a lot of opportunities for both personal and professional development.
“We work by a high level of empowerment, so to a large extent, you will be able to influence and structure your workday and choose the tools and innovative approaches to model validation. And you will have the opportunity to work closely with colleagues in both in Vilnius and Copenhagen in a collaborative and inclusive environment,” says your future Manager, JP.

CAN YOU HANDLE DATA WITH HIGH QUALITY?

We are looking for you, who is a Team-oriented person with motivation and commitment to deliver high quality on time. You are able to encourage assignments and ensure a high-quality outcome.

Furthermore, we expect you to have experience applying your investigative skills, be proficient with data handling and be able to transform insights from statistical analysis into actionable findings – and we also hope, you bring to the team:

• University degree in a quantitative field (e.g. mathematics, physics, economics, engineering, statistics)
• Minimum 10 years of model validation and or model development experience, preferably using such analytical tools as Python and/or SQL.
• Extensive experience of validating and/or developing credit IRB models, solid knowledge of the relevant regulation and ability to interpret the requirements.
• Ability and track record of working in complex task environments.
• Upper-intermediate English, both spoken and written – and solid communication skills.

You have an interest in – and can - motivate and guide less experienced colleagues, while you pay attention to detail. If you also have the ability to meet deadlines with tight time constraints, then we cannot wait to hear from you!
Please note that we are open to offering relocation to Denmark for the right candidate.

Please refer the Job description for details