Model Validation Expert

2 days ago


Copenhagen, Copenhagen, Denmark Danske Bank Full time

Company Overview

Danske Bank is a leading bank in the Nordic region, providing a wide range of financial services to individuals and businesses. Our risk management strategy is built around proactive approaches, ongoing monitoring, and continuous improvement.

As a member of our Credit Risk Model Validation team, you will play a critical role in ensuring the integrity and accuracy of our credit risk models. You will work closely with model developers and stakeholders, advising on model design, implementation, and performance.

Responsibilities

  • Coordinate projects and participate actively in getting the work done.
  • Conduct comprehensive analyses using quantitative methods and tools.
  • Assist less experienced colleagues on assignments/projects.
  • Report and present findings to stakeholders.

We are looking for a highly motivated individual with strong analytical skills, experience in validating IRB models, and knowledge of relevant regulations. Proficiency in Python and/or SQL is essential, as well as a thorough understanding of data quality and excellent communication skills.



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