Senior Risk Specialist for Market Risk Model Validation

Company:

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.

Role:

Job Description

Join our Model Risk team in Group Risk Management to enhance your understanding of mathematical models in finance and assist in reviewing verifying and improving these models. Model Risk Management oversees the identification measurement and control of risks linked to mathematical models utilized throughout the bank. Your role involves collaboration with developers and stakeholders conducting quantitative and qualitative analyses providing insightful reports and presentations while growing as a Subject Matter Expert in Market Risk. This role is ideal for candidates with 2 to 3 years of experience in risk analysis or banking and a degree in a quantitative field such as Mathematics Physics or Engineering. A curious mindset towards Financial Markets coupled with strong communication skills is essential as you engage with senior stakeholders and regulators. This position offers various seniority levels based on your skills and experience and is available in both Lithuania and Denmark.