Senior Quantitative Analyst for Model Risk Management
Danske Bank Lithuania
Senior Quantitative Analyst for Model Risk Management
Danske Bank Lithuania
Senior Quantitative Analyst for Model Risk Management
Danske Bank Lithuania

Senior Quantitative Analyst for Model Risk ManagementDanske Bank Lithuania


Do you have an methodical mindset and feel an interest in getting a solid overview of risk management?

We are looking for a new colleague who has the motivation and skills to play an important role in the Credit Risk Model Validation (CRMV) team, a part of the Model Risk Management (MRM) department.

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.

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.

We expect you to be able to encourage assignments/projects and ensure a high-quality outcome.

Furthermore, we expect you to have experience applying your investigative skills, be proficient with data handling and be able to transform insights from statistical analysis into actionable findings.

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.

You will have the opportunity to work closely with colleagues in the entire MRM both in Vilnius and Copenhagen.

You will:

  • You will coordinate projects, where you also will play an focused participant in getting the work done
  • You will 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, you will interpret the results and write your conclusions
  • Having concluded, you will 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)
  • Gaining experience you will provide input to the validation process to optimise this

About you:

  • University degree in a quantitative field (e.g. mathematics, physics, economics, engineering, statistics)
  • Minimum 2-3 years of programming experience with analytical tools such as R, Python or SQL
  • Previous experience with validation or development of any models is an advantage
  • Team-oriented person with motivation and commitment to deliver high quality on time
  • Desire to assist, motivate and guide less experienced colleagues.
  • Upper-intermediate English, both spoken and written – and solid communication skills
  • Attention to detail, ability to meet deadlines with tight time constraints

We offer

Monthly salary range from 2720 EUR to 4080 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.
  • Canteen services and free fruits
  • Health insurance from the first day of employment
  • Third pillar pension fund
  • Free parking & charging ports - cars, bicycles, e-scooters
Mėnesinis bruto atlyginimasBruto/mėn.  € 2720 - 4080


    Vilnius, Vilniaus apskritis, Lietuva


  • Visa darbo diena


  •  Anglų
  •  Lietuvių
Kontaktinis asmuo
Morten Gadegaard Jørgensen
+45 29 28 28 62
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/

Daugiau jūsų paiešką atitinkančių rezultatų:

Senior software Engineer (Java) in Core Payments Platform Tribe
Danske Bank Lithuania
€ 4320 – 6480
Galioja iki: 2023.10.06
Senior Cloud Specialist: Kubernetes and Linux
Danske Bank Lithuania
€ 4320 – 6480
Galioja iki: 2023.10.11
Senior IAM Engineer
Danske Bank Lithuania
€ 4080 – 6122
Galioja iki: 2023.10.09
Chapter Lead (Java) for Welcoming and Orchestration Tribe
Danske Bank Lithuania
€ 4880 – 7320
Galioja iki: 2023.10.05
IT Software Engineer in Risk Tribe
Danske Bank Lithuania
€ 3280 – 4920
Galioja iki: 2023.10.06
Software Architect for Asset Finance tribe
Danske Bank Lithuania
€ 4560 – 6840
Galioja iki: 2023.10.17