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Business Analyst for IRB Model Development

1 week ago


Copenhagen, Copenhagen, Denmark Danske Bank Full time

Job Description

The ideal candidate will have experience in combining business knowledge and model development/adjustment skills, as well as expertise in credit risk parameters PD, EaD, LGD, or AVM, and related regulatory requirements. You will be responsible for interpreting and communicating regulatory requirements on credit risk models, supporting the maintenance of credit risk models, and analyzing incidents related to data and methodology.