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 Engl...