Senior Statistical Analyst in Market Risk Modelling

at  Danske Bank

Do you want to join an innovative risk modelling environment at Danske Bank and contribute to the continued development of Danske Bank’s market risk management? Do you have an analytical and mathematical mind-set and interest in financial risk modelling? Join now, and you will get a unique opportunity to use and further develop your skills.
Risk Modelling is part of Market & Liquidity Risk based in Copenhagen with +50 employees who all share the interest in market, liquidity and counterparty risk, financial markets and financial products. Our main task is to model, quantify, monitor and report the Group’s market, liquidity and counterparty risks, including development of our internal risk models.
You will be part of the Market Risk Modelling team in Risk Modelling. The team is responsible for developing and maintaining the bank’s internal models for market risk that are used for calculation of regulatory capital requirements as well as for internal risk management. The models use advanced financial modelling performed by the team in collaboration with the quant and IT departments. The models cover the market risk in the bank’s trading area as well as the non-trading area.
The position could be based in Copenhagen, Denmark or Vilnius, Lithuania.

We offer an attractive development opportunity among highly competent and experienced colleagues. We work with a high degree of freedom with responsibility and support each other in our efforts to constantly become better at helping the team create results. Furthermore, we offer you:

• Opportunities to grow your expertise
• A culture of inclusion that values each employee’s unique perspective
• Rewarding work with the flexibility to work partly from home
• An informal environment where collaboration is prioritized
• An exciting job combining the fields of programming, mathematical finance modelling and practical application

Please refer the Job description for details