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Credit Risk Model Validation Expert
3 weeks ago
About Our Team
The Credit Risk Model Validation team is a part of the Model Risk Management department, which 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 this team, you will work closely with model developers, model owners, and other stakeholders to validate and improve our credit risk models.
Your Responsibilities
As a Quantitative Risk Model Specialist, you will be responsible for:
- Coordinating projects and playing a focused participant in getting the work done.
- Organizing and running comprehensive analyses of specific models and data applied using applicable quantitative methods and tools.
- Assisting less experienced colleagues on assignments/projects.
- Interpreting results based on data analysis and writing conclusions.
Required Skills and Qualifications
- University degree in a quantitative field, such as mathematics, physics, economics, engineering, or statistics.
- Experience validating IRB models, solid knowledge of the relevant regulation, and ability to interpret the requirements.
- Minimum 6-7 years of model validation or model development experience, preferably using analytical tools such as Python and/or SQL.
- Thorough understanding of data quality and key sources of data.
- Upper-intermediate English, both spoken and written – and solid communication skills.
Why Work with Us?
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.
