Are you motivated and skilled to contribute significantly to the Model Risk Governance team within Danske Banks Model Risk Management department?

MRM is a crucial component of Danske Banks risk management, offering an independent assessment of model performance across all areas, including credit risk models (LGD, PD, CF) and IFRS9. With a team of 16, MRM supports significant personal and professional growth, empowering you to shape your workday, select tools, and apply innovative validation approaches. As a member of MRM, you will collaborate closely with a diverse and skilled team in Vilnius and Copenhagen, advising on model design, implementation, and performance. This collaboration enhances your experience and influence within the bank.

Your role includes coordinating and actively participating in projects, conducting comprehensive analyses using quantitative methods, and assisting less experienced colleagues. You will interpret data analysis results, write conclusions, and present findings to key stakeholders such as senior management and the Danish FSA. With gained experience, you will also contribute to optimizing the validation process.

We are seeking a highly skilled Senior Data Analyst to specialize in the data-centric aspects of credit risk model validation. In this critical role, you will ensure the integrity, accuracy, and robustness of the data used in our credit risk models, in alignment with regulatory compliance and industry best practices. This position offers the opportunity to influence risk assessment strategies and enhance the financial stability of our operations.

* Depending on your experience and knowledge, we may offer you different seniority of the role.

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
• Free parking & charging ports - cars, bicycles, e-scooters