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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 Credit Risk Model Validation team in 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 projects, analyze data, and interpret results to ensure that our credit risk models meet regulatory requirements.
- Collaboration: Work closely with colleagues across various functions in Model Risk Management and key stakeholders to advise on model design, implementation, and performance.
- Training and Development: Assist less experienced colleagues on assignments and projects, and provide input to the validation process to optimize it.
- Communication: Report and present findings to relevant stakeholders, including senior management, business units, and regulatory bodies.
- Education: University degree in a quantitative field (e.g. mathematics, physics, economics, engineering, 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 and key sources of data, upper-intermediate English, both spoken and written, and solid communication skills.
We offer a dynamic and collaborative work environment, with opportunities for personal and professional development. You will have the chance to work on challenging projects, develop your skills, and contribute to the success of our team.
