Senior Risk Specialist with Quantitative Focus for Model Risk Management

at  Danske Bank

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 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.
Currently, the 16 people in CRMV 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.
“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 the entire MRM both in Vilnius and Copenhagen,”
As a member of CRMV, 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.

Please refer the Job description for details