Team Lead for IRB LGD, CF and AVM Models

5 months ago

Copenhagen, Denmark Danske Bank Full time

The LGD, CF and AVM IRB team resides under the IRB Framework within Group Risk Analytics and anchors in Group Risk Management. We are responsible for running the LGD, CF and AVM IRB models at Danske Bank. It is one of the two expert teams in the IRB Framework, each of which has the responsibility for specific IRB models but also closely collaborates on cross-model projects.

You will be part of a team of around 20 great colleagues in the IRB Framework, located in Denmark and Lithuania. We offer the opportunity to work on a broad range of interesting and challenging topics. This entails collaboration with specialists and other stakeholders from around the Group, across lines of defence (LoD).

We aim to build a culture that is open and collaborative, where team members come to work to have fun with colleagues while ensuring stable execution of the Group’s IRB models. You will be joining an international team located between Copenhagen and Vilnius. Therefore, solid English skills are a necessity for this role.

Please be informed that interviews will be held in August.

Depending on your experience, you may be offered a different seniority of the role.

You will:

Lead the team of 8 employees with diverse experience in the LGD, CF and AVM area Ensure culture, engagement, talent growth, team development, and knowledge sharing in the team Actively work on and support the tasks in the IRB Framework Be part of the management team and prioritisation the IRB Framework Build and maintain successful working relations and communication with stakeholders of all seniority levels within the Bank Create an environment focused on open communication and trust

About you:

At least 3 years of experience in IRB and in people management with a people-first approach Understanding of the strategic role of the IRB models in the Group Good understanding of requirements for IRB LGD, CF, and AVM models At least 2+ years of experience in coding (., SQL, Spark, Python, or C#) Curious and tenacious problem-solving while keeping a result-oriented, holistic view Proven stakeholder management, showcasing solid communication skills and the ability to navigate and resolve objections or resistance effectively and positively Advanced English language skills Higher education in mathematics, economics, or similar

"Be yourself. We like it that way."

We offer:

This position can be located both in Lithuania and Denmark. If the position is located in Lithuania, the salary range will be from 4720 to 7080 EUR monthly (based on your competencies relevant for the job).

Additionally, each Danske Bank employee receives employee benefits package (benefits are only valid for Lithuania the same as the salary ranges) which includes:

Growth opportunities: professional & supportive team, e-learnings, numerous development programs; (incl. professional certificates); 100+ professions for internal mobility opportunities. Health & Well-being: a diverse, inclusive, work & life balance work environment; additional health insurance; mental well-being practices; partial psychologist counselling compensation; silence and sleep zones at the office; game rooms. Hybrid working conditions: home office budget (after the probation period); modern Danske Campus workplace developed with anthropologist for the best employee experience. Additional days of leave: for rest, health, volunteering, exams in higher education institutions, and other important activities. Moreover, for seniority with Danske Bank. Monetary compensation package: accidents & critical diseases insurance; financial support in case of unfortunate events, travel insurance; IIIrd Pillar Pension Fund contribution.

See all the benefits .

Your title in job contract will be Leader of Team.

Are you passionated about IRB models and the complexity of managing risk? Do you get energy from optimisation and simplification? Then I want you as a leader in our great IRB Framework team. If you're interested in this role and joining my team, feel free to contact me - via LinkedIn, and I will answer your questions

#DK

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