Credit Risk Model Expert and Senior Business Analyst
Danske Bank Lithuania
Credit Risk Model Expert and Senior Business Analyst
Danske Bank Lithuania
Credit Risk Model Expert and Senior Business Analyst
Danske Bank Lithuania

Credit Risk Model Expert and Senior Business Analyst

Danske Bank Lithuania


Are you fascinated by working in the area of tension between credit risk, statistical models, and regulation? Connect with us at Danske Bank and join our committed team, which has an important role in ensuring that our credit risk models support decision-making across Danske Bank and adhere to requirements.

Join Credit and Risk Management 
As a Senior Business Analyst at Danske Bank, you will be working as an integrated part of an international team. The job will offer you plenty of opportunities for growing, and if you think you fit in a working culture where we team up, take ownership, and are open, then you might be our new colleague.

Our team highly values collaborative efforts and empowerment. Youll quickly gain essential industry knowledge and responsibilities with the support of a dedicated buddy during your initial months. Were committed to shaping the next generation of credit risk models (PD, LGD, EAD, AVM, etc.), and your role will be key in this.

Your critical contribution will be a part of our Credit Analytic Transformation Programme, a dedicated initiative to redevelop our credit risk models, scale our data analytics capabilities, and strengthen our credit risk management.

This role offers you an opportunity to combine your writing, communication, and analytical skills, as youll be involved in setting standards for our credit risk model development, writing applications in collaboration with model developers, and enhancing our credit risk framework to ensure it is transparent, coherent, and meets demands.

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

You will:

  • Interpret and communicate regulatory requirements on credit risk models, including setting internal standards
  • Spearhead the application process towards the FSA and ensure compliance with regulatory requirements and deadlines
  • Continuously improve the framework and identify areas for enhancement
  • Stay informed about internal rating-based (IRB) regulatory changes and industry trends, and proactively integrate this knowledge into our IRB strategy
  • Conduct a wide range of internal and external communication related to credit risk models

About you:

  • A minimum of 2–3 years of relevant experience
  • Proven experience in combining business knowledge, regulation, and model development skills
  • A higher education in quantitative sciences (i.e., economics, mathematics, physics, engineering, statistics, or similar)
  • Experience with the credit risk parameters (PD, EaD, LGD, or AVM) and the related regulatory requirements is desirable
  • Advanced English skills, both spoken and written
  • Good collaboration and communication skills
  • You are open to new approaches and eager to learn and develop new skills

We offer

Monthly salary range from 3440 EUR to 5160 EUR gross (based on your competencies relevant for the job).

Additionally, each Danske Bank employee receives employee benefits package 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; health insurance from the first day of employment; 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.
  • Additional days of vacation
  • Additional health insurance package
  • Third pillar pension fund
  • Free parking & charging ports - cars, bicycles, e-scooters
Mėnesinis bruto atlyginimasBruto/mėn.  € 3440 - 5160


    Vilnius, Vilniaus apskritis, Lietuva


  • Visa darbo diena


  •  Anglų
  •  Lietuvių
Kontaktinis asmuo
Credit Risk Model Expert and Senior Business Analyst
In Danske Bank Lithuania we gathered smart, innovative and open colleagues with can-do mindset, who are reimagining banking services and creating an ingenious product portfolio, and at the same time – ensure smooth daily operations of the entire Danske Bank Group.

Consider us as “the engine of the bank” – while we do not provide banking services to customers in Lithuania, we are the brain and muscle behind many of Danske Bank’s services to our global customers. Our high-quality delivery and can-do approach led us to becoming a strategic site for Danske Bank, an international community of 22,000+ colleagues worldwide.

Danske Bank Lithuania is Danske Bank’s strategic unit, providing finance, IT and global business services to serve our customers worldwide. We are on a journey to push the banking boundaries and make constant improvements in how we operate. We aim to do this by combining the best of two worlds: the strengths of what Danske Bank has built over 150 years and the approach of start-ups to what we are going to create in the future.

We see diversity as our potential, and the cornerstone of our company’s success, that will ensure our continued competitiveness and innovative strength.

We try to create an inclusive workplace where differences are our strengths and where people feel valued and can realise their full capabilities.

Because of that, the critical focus point for us is to be able to recruit, develop and retain employees without attaching any specific labels to them.

Įmonės tinklalapishttps://job.danskebank.lt/

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