Senior Business Analyst in IRB Framework

1 week ago


Copenhagen, Copenhagen, Denmark Danske Bank Full time
Job Description

We are seeking a collaborative and experienced business analyst to join our IRB Framework team at Danske Bank. As a Senior Business Analyst, you will play a vital role in maintaining our credit risk models, ensuring they adhere to regulatory requirements and support decision-making across the bank.

The ideal candidate will have 3+ years of experience working within or related to the financial sector, with a strong understanding of credit risk parameters PD, EaD, LGD, and AVM. You will be responsible for interpreting and communicating regulatory requirements on credit risk models, as well as supporting the maintenance of these models.

Key Responsibilities
  • Internal and external communication related to credit risk models
  • Interpreting and communicating regulatory requirements on credit risk models
  • Maintaining credit risk models, including analysing and investigating incidents related to data and methodology


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