Senior Business Analyst in PD Application Team
Danske Bank
Dato: for 11 timer siden
By: København, Region Hovedstaden
Kontrakttype: Fuld tid
Job Description
Are you fascinated by working at the intersection of between credit risk, business understanding, statistical models and regulation? Connect with us at Danske Bank and join our committed team of 7 people that have an important role in ensuring that our credit risk models support decision making across Danske Bank and adhere to regulations. Our team is split between Lithuania and Denmark.
Join the PD Application Team
As a Senior Business Analyst in Danske, you will be working as an integrated part of an international team. The job will offer you plenty of opportunities for growing, and if you think you fit in a working culture where we team up, accept responsibilities, and are open, then you might be our new colleague.
Your critical contribution will be a part of our Credit Analytic Transformation Program, a dedicated initiative to redeveloping our credit risk models, scale our data analytics capabilities, and improving our credit risk management. You will be part of the PD Application Team, which has a central role to both partner with our Model Development team (who builds the PD models) and our anchoring team (who ensures implementation and anchoring in our business). We guide model developers to ensure that our models live up to regulations and to the bank’s standards. Our role in writing large parts of multiple upcoming PD applications requires to understand regulatory requirements, write clearly, and understand business implementation. Primary focus from your side will be extracting and analyzing data in relation to business consequences of new models. Also you will be engaged in setting up the future framework for monitoring new models.
We are reviewing applications on an ongoing basis, so do not hesitate to apply for the position if this opportunity aligns with your career goals.
This role does not include a relocation allowance for candidates who are not based in Lithuania or Denmark.
Depending on your experience and knowledge, we may offer you different seniority of the role.
You will:
We offer:
This position can be located both in Lithuania and Denmark. If the position is located in Lithuania the monthly salary range will be from 3600 EUR to 5400 EUR gross (based on your competencies relevant for the job).
Additionally, each Danske Bank employee receives employee benefits package (benefits are only valid for Lithuania the same as the salary ranges) which includes:
Your title in job contract will be Analyst - Business, Senior.
Please contact if you have any questions.
Jesper Dahl
[email protected]
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.
Are you fascinated by working at the intersection of between credit risk, business understanding, statistical models and regulation? Connect with us at Danske Bank and join our committed team of 7 people that have an important role in ensuring that our credit risk models support decision making across Danske Bank and adhere to regulations. Our team is split between Lithuania and Denmark.
Join the PD Application Team
As a Senior Business Analyst in Danske, you will be working as an integrated part of an international team. The job will offer you plenty of opportunities for growing, and if you think you fit in a working culture where we team up, accept responsibilities, and are open, then you might be our new colleague.
Your critical contribution will be a part of our Credit Analytic Transformation Program, a dedicated initiative to redeveloping our credit risk models, scale our data analytics capabilities, and improving our credit risk management. You will be part of the PD Application Team, which has a central role to both partner with our Model Development team (who builds the PD models) and our anchoring team (who ensures implementation and anchoring in our business). We guide model developers to ensure that our models live up to regulations and to the bank’s standards. Our role in writing large parts of multiple upcoming PD applications requires to understand regulatory requirements, write clearly, and understand business implementation. Primary focus from your side will be extracting and analyzing data in relation to business consequences of new models. Also you will be engaged in setting up the future framework for monitoring new models.
We are reviewing applications on an ongoing basis, so do not hesitate to apply for the position if this opportunity aligns with your career goals.
This role does not include a relocation allowance for candidates who are not based in Lithuania or Denmark.
Depending on your experience and knowledge, we may offer you different seniority of the role.
You will:
- Interpreting and communicating consequences from new credit risk models
- Overseeing the application process towards the FSA to ensure compliance with regulatory requirements and deadlines
- Stay informed about internal rating based (IRB) regulatory changes and industry trends, strategically integrating this knowledge into our IRB strategy
- Conducting wide range of internal and external communication related to credit risk models
- Minimum 2-3 years of experience working with Data
- Experience in combining business knowledge, regulation and model development skills
- A higher education in quantitative sciences (i.e., economics, mathematics, physics, engineering, statistics or similar) would be considered as a beneficial asset
- Experience with the credit risk parameters PD, EaD, LGD or AVM, and the related regulatory requirements, is desirable
- Good collaborative and communicative skills. As a person, you are able to approach challenges creatively and are driven to learn and develop new skills
- Advanced English skills, both spoken and written
We offer:
This position can be located both in Lithuania and Denmark. If the position is located in Lithuania the monthly salary range will be from 3600 EUR to 5400 EUR gross (based on your competencies relevant for the job).
Additionally, each Danske Bank employee receives employee benefits package (benefits are only valid for Lithuania the same as the salary ranges) 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: Work from home up to two days a week; 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.
Your title in job contract will be Analyst - Business, Senior.
Please contact if you have any questions.
Jesper Dahl
[email protected]
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.
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