stillingsbetegnelse: Senior Analyst for PD and decision modeling

jobbeskrivelse:
Do you want to participate in developing the next generation of models for measurement of credit risk in Danske Bank? Take this opportunity and join us for a challenging job that will provide you with outstanding professional development possibilities at a leading Nordic financial institution. In the Rating & Retail Modeling team we develop and operate Danske Bank's internal rating, score, limit and affordability models for personal, corporate and institutional customers. Our team is located at Danske Bank in Høje Taastrup, 20 kilometers outside Copenhagen and in Vilnius, Lithuania. The position is in Høje Taastrup. We are part of Risk Analytics, a department consisting of approximately 70 dedicated employees, responsible for modeling and quantifying credit risk. The area offers a broad range of interesting tasks and projects for the motivated employee to work on – supporting the implementation of the bank’s strategy towards reaching its financial targets. Putting quantitative analysis into business use In this job, you will combine business needs and your strong analytical skills in building business driven PD and limit models. You work in close collaboration with key stakeholders across various risk management and business functions in order to capture the necessary business understanding and secure the practical applicability of the final models. A key success factor is the ability to communicate technical results in a non-technical and concise manner. Your responsibilities include development and maintenance of rating models for various corporate and institutional portfolios using applicable quantitative methodology and documenting the models to a high standard – ensuring our models match internal business needs as well as external regulatory requirements. Writing documentation for PD models for various corporate and institutional portfolios is also an important part of the job. Experience with project management is a preferred skill. Strong analytical skills and an interest for creating value for the bank We’re looking for a senior analyst with robust experience in risk quantification and modeling especially rating models (PD) for corporate and institutional portfolios. Also, you bring to the position an extensive understanding of the practical application of credit risk parameters in banking: relevant frameworks, tools and processes. You hold a degree (MSc or PhD) in a quantitative discipline (e.g. mathematics, physics, economics, engineering, statistics) and a solid track record in development and maintenance of rating models. What’s more, you have good communication and presentation skills (written and spoken) in order to efficiently and effectively liaise with, and also train, the organisation on analytical credit risk management. You are able to manage multiple tasks and projects under timeline pressure and you demonstrate capacity to take on broader responsibilities as they accumulate experience within the bank. We are looking for people who are intellectually curious and driven, constantly developing their skills (industry understanding as well as technical) and set the bar high professionally. Interested? If you want to know more about the position, you are welcome to contact Head of Rating and Retail Modeling, Frederik Nybo Petersen, on +45 25 10 72 20. Please send your application and CV as soon as possible. Send ansøgning og CV online senest den 26-05-2015. Danske Bank er en førende nordeuropæisk bank med en stærk ambition for fremtiden: At blive anerkendt som den mest betroede finansielle partner ved at sætte nye standarder for finansielle services. Danske Bank har hovedsæde i København og har 19.000 medarbejdere fordelt på 15 lande.

Arbejdsgiver Navn: DANSKE BANK A/S

Arbejdsgiver telefonnummer: 33329054

Job kort beskrivelse:
Arbejde med matematiske, aktuariske og statistiske metoder og teorier

land: Danmark

region: Hovedstaden

Kontrakt varighed: Fast

Kontrakttype: Fuldtid

krævede uddannelse: Ikke angivet

Kilde til jobtilbud: AMS, Offentlige arbejdsformidlinger, Danmark