Senior Business Analyst in IRB Framework

Danske Bank

Job title:

Senior Business Analyst in IRB Framework

Company:

Danske Bank

Job description

Job Description:Are you fascinated by working in the tension between credit risk, statistical models and regulation? Yes! Connect with us at Danske Bank and join IRB Framework that has an integral role in ensuring our credit risk models support decision making across Danske Bank and adhere to requirements!Become a part of IRB Framework
Combine your communication and analytical skills and support us in maintaining our credit risk models for the Internal Ratings-Based (IRB) approach in Danske Bank. Although your daily work will offer a wide variety of tasks and responsibilities, it will be related to credit risk models in one or the other way.High on our agenda are team efforts and empowerment. With a colleague as a buddy to support you during your first months, you will quickly gain the necessary knowledge and get responsibility, which will enable you to support us in prudent credit risk model set-up by focusing on regulatory requirements, governance framework and credit model risk (PD, LGD, EaD, AVM etc.). A big part of our working sphere, is the ongoing collaboration, internally as well as with our many stakeholders across the Group, to ensure the IRB framework is transparent, coherent and meets demands. Likewise, we are responsible for communication with Danish and Nordic supervisors on this important journey. Hence, you will be working with internal stakeholders and external regulators.As a Senior Business Analyst in Danske Bank, you will be working as an integrated part of an international team in Vilnius and Copenhagen. 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 we are waiting for your application now!In the role you will:

  • Have a wide range of internal and external communication related to credit risk models
  • Interpret and communicate regulatory requirements on credit risk models
  • Support the maintenance of credit risk models, incl. analysing and investigating incidents related to data and methodology, and communicating findings to relevant stakeholders in an easily understandable language and gather clarification of business needs

Collaborative and experienced business analyst
As a person you are collaborative and demonstrate an innovative way of thinking. You are a great communicator and are able to communicate clearly with both internal and external stakeholders. Ideally you possess:

  • 3+ years of experience working within or related to the financial sector
  • Experience in combining business knowledge and model development/adjustment skills
  • Experience with the credit risk parameters PD, EaD, LGD or AVM, and the related regulatory requirements
  • Advanced English skills, both spoken and written
  • Higher education in quantitative sciences (i.e., economics, mathematics, physics, engineering, statistics or similar)

Depending on your experience and knowledge, we may offer you different seniority of the role.Does this sound like an interesting opportunity?
If you have any questions regarding the position, please contact Kotryna Paulauskiene, Head of IRB Framework DoD/PD on email . Please note that interviews will be held continuously so send in your application today!We look forward to receiving your application.About Us:Danske Bank is a Nordic bank with bridges to the world around us. For 150 years, we have supported people and businesses in releasing their potential. A career with us is an opportunity to join a community of 22,000 colleagues in a culture where we are committed to Teaming Up, Owning It and Being Open. Together, we are on a journey to transform Danske Bank into a better bank. For our customers, our employees and the societies around us.

Expected salary

Location

København

Job date

Fri, 06 Sep 2024 02:03:18 GMT

To help us track our recruitment effort, please indicate in your email/cover letter where (vacanciesineu.com) you saw this job posting.

To apply for this job please visit jobviewtrack.com.

Job Location