The LGD, CF and AVM IRB team resides under the IRB Framework within Group Risk Analytics and anchors in Group Risk Management. We are responsible for running the LGD, CF and AVM IRB models at Danske Bank. It is one of the two expert teams in the IRB Framework, each of which has the responsibility for specific IRB models but also closely collaborates on cross-model projects.
You will be part of a team of around 20 great colleagues in the IRB Framework, located in Denmark and Lithuania. We offer the opportunity to work on a broad range of interesting and challenging topics. This entails collaboration with specialists and other stakeholders from around the Group, across lines of defence (LoD).
We aim to build a culture that is open and collaborative, where team members come to work to have fun with colleagues while ensuring stable execution of the Group’s IRB models. You will be joining an international team located between Copenhagen and Vilnius. Therefore, solid English skills are a necessity for this role.
Please be informed that interviews will be held in August.
Depending on your experience, you may be offered a different seniority of the role.
You will:
About you:
"Be yourself. We like it that way."
We offer:
This position can be located both in Lithuania and Denmark. If the position is located in Lithuania, the salary range will be from 4720 to 7080 EUR monthly (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:
See all the benefits .
Your title in job contract will be Leader of Team.
Are you passionated about IRB models and the complexity of managing risk? Do you get energy from optimisation and simplification? Then I want you as a leader in our great IRB Framework team. If you're interested in this role and joining my team, feel free to contact me - via LinkedIn, and I will answer your questions!
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