Job ad: Quantitative Analyst for Model Validation

Danske Bank

Quantitative Analyst for Model Validation

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Do you have an analytical mind-set and like to dig into working with some of the core models used by financial institutions? Like to join us in a role where, you get to crunch data, do quantitative analysis and present your findings?

In this role, you will be responsible for conducting quantitative and qualitative analysis, writing down the results in validation reports and presenting the findings to model owners and various committees.

You will be working in collaboration with key stakeholders (model developers and model owners), advising on model design, challenging core model components implementation and performance.

In this job, you will get to:

  • Critically assess existing modelling approaches and create challenger models
  • Run comprehensive analysis of the specific models using applicable quantitative and qualitative methods and tools.