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Chief Quantitative Analyst for Model Risk Management
2 months ago
We are seeking a highly skilled Quantitative Risk Analyst to join our Model Risk Management team at Danske Bank. As a key member of our team, you will play a crucial role in ensuring the accuracy and reliability of our credit risk models.
Key Responsibilities- Model Validation: Coordinate and participate in projects to validate credit risk models, including LGD, PD, and CF models.
- Data Analysis: Organize and run comprehensive analyses of models and data using quantitative methods and tools.
- Collaboration: Work with a diverse team of colleagues across various functions in Model Risk Management and key stakeholders to advise on model design, implementation, and performance.
- Reporting and Presentations: Interpret results, write conclusions, and present findings to relevant stakeholders, including senior management and the Danish FSA.
- Education: University degree in a quantitative field, such as mathematics, physics, economics, engineering, or statistics.
- Experience: Minimum 6-7 years of model validation or model development experience, preferably using analytical tools such as Python and/or SQL.
- Skills: Thorough understanding of data quality, key sources of data, and ability to interpret regulatory requirements.
- Language: Upper-intermediate English, both spoken and written, and solid communication skills.
We offer a dynamic and collaborative work environment, opportunities for personal and professional development, and a chance to work on challenging projects that make a real impact on the bank's risk management.
