- Skelbimas
- Atlygis/Miestas
- Apie įmonę
Area
Do you have an interest in scientific thinking and mathematical modeling? Are you interested in understanding how mathematical models are used in finance? Do you have a strong intuition for the practical modeling of real-world financial and economic systems? Would you like to aid us review, verify and improve our models? Then join our Model Risk team in Group Risk Management.
Model Risk Management is responsible for maintaining the effort across the bank to identify, measure, and control the degree of risk related to mathematical models used across the business. Our team specialises in reviewing and validating the mathematical models used in Pension Life Insurance, Asset Management, and ESG (Environmental, Social, and Governance) assurance.
We work with 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 validate models.
Depending on your experience and knowledge, we may offer you different seniority of the role.
You will:
- Work in collaboration with developers, ESG / sustainable finance experts and other stakeholders reviewing model design, challenging core model assumptions and verifying the implementation
- Be responsible for conducting quantitative and qualitative analysis, communicating your findings in written reports and spoken presentations to model owners and relevant committees
- Develop your modeling skills and assist build our in-house knowledge of model areas that have not previously been subject to validation reviews
About you:
- At least 1 year of experience in an analytical or similar role
- Degree in a quantitative field (e.g. Mathematics, Physics, Chemistry, Engineering, Econometrics)
- Have a strong curiosity and interest in sustainability
- Solid written and spoken communication skills
- Critical thinking, attention to detail, ability to plan and manage to deadlines
- Proven interest and expertise in risk and finance
- Upper-Intermediate skills in English
- A postgraduate degree is strongly preferred
- Programming experience preferred
We offer
Monthly salary range from 2720 EUR to 4080 EUR gross (based on your competencies relevant for the job).
Additionally, each Danske Bank employee receives employee benefits package 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; health insurance from the first day of employment; mental well-being practices; partial psychologist counselling compensation; silence and sleep zones at the office; game rooms.
- Hybrid working conditions: 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.
- Additional days of vacation
- Canteen services and free fruits
- 20+ community hobby clubs
- 24/7 gym services and group trainings
Vietovė
- Vilnius, Vilniaus apskritis, Lietuva
Laikas
- Visa darbo diena
Kalbos
- Anglų
- Lietuvių
Senior Analyst for ESG and Sustainable Finance Model Validation
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.
Danske Bank Lithuania is Danske Bank’s strategic unit, providing finance, IT and global business services to serve our customers worldwide. We are on a journey to push the banking boundaries and make constant improvements in how we operate. We aim to do this by combining the best of two worlds: the strengths of what Danske Bank has built over 150 years and the approach of start-ups to what we are going to create in the future.
We see diversity as our potential, and the cornerstone of our company’s success, that will ensure our continued competitiveness and innovative strength.
We try to create an inclusive workplace where differences are our strengths and where people feel valued and can realise their full capabilities.
Because of that, the critical focus point for us is to be able to recruit, develop and retain employees without attaching any specific labels to them.