Quantitative Risk Specialist

21 hours ago


Copenhagen, Copenhagen, Denmark Danske Bank Full time

About Credit Risk Model Validation

Credit Risk Model Validation plays a crucial role in Danske Bank's risk management, providing an independent view of model performance. As part of the Model Risk Management department, we are responsible for validating credit risk models, IFRS9, and credit decision models.

Our team consists of 16 highly skilled professionals who work collaboratively to advise on model design, implementation, and performance. We coordinate projects, conduct comprehensive analyses using quantitative methods and tools, and assist less experienced colleagues.

We are looking for a motivated individual with strong analytical skills, able to transform insights from statistical analysis into actionable findings. Experience in validating IRB models and knowledge of relevant regulations is essential. The ideal candidate will have proficiency in Python and/or SQL, thorough understanding of data quality, and excellent communication skills.

The Role

  • Coordinate projects and participate actively in getting the work done.
  • Organize and run comprehensive analyses using applicable quantitative methods and tools.
  • Assist less experienced colleagues on assignments/projects.
  • Interpret results based on data analysis and write conclusions.

We expect our new colleague to be team-oriented, committed to delivering high-quality results on time, and able to encourage assignments and ensure a high-quality outcome.



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