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Senior Business Analyst in IRB Framework

2 months ago

Copenhagen, Copenhagen, Denmark Danske Bank Full time
About the Role

We are seeking a highly skilled Senior Business Analyst to join our IRB Framework team at Danske Bank. As a Senior Business Analyst, you will play a critical role in ensuring our credit risk models support decision-making across the bank and adhere to regulatory requirements.

Key Responsibilities
  • Interpret and communicate regulatory requirements on credit risk models to internal and external stakeholders.
  • Support the maintenance of credit risk models, including analyzing and investigating incidents related to data and methodology.
  • Communicate findings to relevant stakeholders in an easily understandable language and gather clarification of business needs.
Requirements
  • 3+ years of experience working within or related to the financial sector.
  • Experience in combining business knowledge and model development/adjustment skills.
  • Experience with 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 (e.g., economics, mathematics, physics, engineering, statistics, or similar).
What We Offer

As a Senior Business Analyst in our IRB Framework team, you will have the opportunity to work with a talented team of professionals, develop your skills and expertise, and contribute to the success of Danske Bank.