Chief Quantitative Analyst for Model Risk Management (Temporary Position)
Danske Bank
Job Description: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. This one-year contract offers numerous 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 department.”Work across the function in Model Risk ManagementAs 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:
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). And gaining experience, you will provide input to the validation process to optimise this.
Can you handle data with high quality?We are looking for you, who is a Team-oriented person with motivation and commitment to deliver high quality on time. You are able to encourage assignments 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 – and we also hope, you bring to the team: You have an interest in – and can – motivate and guide less experienced colleagues, while you pay attention to detail. If you also have the ability to meet deadlines with tight time constraints, then we cannot wait to hear from you!Caught your attention?If you have any questions please feel free to contact Alex Oleinikov at .We look forward to hearing from you!#LI-DBDK #FI #NO #SE #PL
København
Wed, 30 Oct 2024 07:08:19 GMT
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