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About Us
Danske Bank is a leading financial institution in Denmark, providing a wide range of banking services to individuals and businesses. We are committed to delivering high-quality services and products that meet the evolving needs of our customers.
Our Department
The Model Risk Management (MRM) department plays a critical role in ensuring that Danske Bank's credit risk models are accurate, reliable, and compliant with regulatory requirements. As a member of the Credit Risk Model Validation team, you will work closely with model developers, model owners, and other stakeholders to validate and improve our credit risk models.
Your Role
As a Quantitative Risk Model Specialist, you will be responsible for coordinating projects, organizing and running comprehensive analyses of specific models and data, and assisting less experienced colleagues on assignments/projects. You will also interpret results based on data analysis and write conclusions, which you will report and present to relevant stakeholders, including senior management, business units, and the Danish FSA.
Your Qualifications
- You have a university degree in a quantitative field, such as mathematics, physics, economics, engineering, or statistics.
- You have experience validating IRB models, solid knowledge of the relevant regulation, and ability to interpret the requirements.
- You have minimum 6-7 years of model validation or model development experience, preferably using analytical tools such as Python and/or SQL.
- You have thorough understanding of data quality and key sources of data.
- You have upper-intermediate English, both spoken and written – and solid communication skills.
What We Offer
We offer a dynamic and challenging work environment, where you will have the opportunity to work with highly skilled colleagues and contribute to the development of our credit risk models. You will also receive training and professional development opportunities to enhance your skills and knowledge.
Company Overview
Danske Bank is a leading financial institution in Denmark, providing a wide range of banking services to individuals and businesses. We are committed to delivering high-quality services and products that meet the evolving needs of our customers.
