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- Atlygis/Miestas
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Area
Do you have the motivation and skills to play an important role in the Credit Risk Model Validation team, a part of the Model Risk Management department in Danske Bank? And would you like to get a solid overview of risk management?
MRM plays an integrated and central part in Danske Banks risk management by providing an independent view of how new and existing models are performing.
Currently, the 16 people in CRMV are responsible for credit risk models (LGD, PD, CF), IFRS9 and all credit decision models, but MRM covers all model areas in Danske Bank. MRM provides a lot of opportunities for both personal and professional development.
We work by a high level of empowerment, so to a large extent, you will be able to influence and structure your workday and choose the tools and innovative approaches to model validation. And you will have the opportunity to work closely with colleagues in the entire MRM both in Vilnius and Copenhagen.
As a member of CRMV, you will work in collaboration with a diverse and highly skilled group of colleagues across various functions in MRM and key stakeholders (model developers and model owners), advising on model design, implementation and performance.
You will:
- Coordinate projects, where you also will play a focused participant in getting the work done
- Organize and run a comprehensive analysis of the specific models and data applied using applicable quantitative methods and tools
- Assist less experienced colleagues on assignments/projects
- Based on the data analysis, interpret the results and write your conclusions
- Report and present your findings together with colleagues to relevant stakeholders, including senior management, business units and the Danish FSA (the regulatory supervisor of Danske Bank Group)
About you:
- University degree in a quantitative field (e.g. mathematics, physics, economics, engineering, statistics)
- At least 2 years of experience in data analytics, model validation or model development experience, preferably using such analytical tools as Python and/or SQL
- Throughout understanding of data quality and key sources of data
- Upper-intermediate English, both spoken and written – and solid communication skills
- A team oriented person with motivation and commitment to deliver high quality on time, encourage assignments and ensure a high quality outcome
- Have experience applying your investigative skills, be proficient with data handling and be able to transform insights from statistical analysis into actionable findings
We offer
Monthly salary range from 3120 EUR to 4680 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; 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.
- Additional days of vacation
- Canteen services and free fruits
- Health insurance from the first day of employment
- Third pillar pension fund
Vietovė
- Vilnius, Vilniaus apskritis, Lietuva
Laikas
- Visa darbo diena
Kalbos
- Anglų
- Lietuvių
Senior Risk Specialist with Quantitative Focus for Model Risk Management
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.