Experienced risk modeller

Company Description

With more than 3000 employees Deloitte is the largest audit and consultancy firm in Denmark. We tailor solutions across Audit, Tax, Financial Advisory Services, Enterprise Risk Services, and Consulting.

About the team

Our Financial Risk Management team has an ambition to be the preferred supplier of specialised risk management services to help our clients stay safe and sound. We believe in leadership at all levels. Therefore, we foster a culture that encourages you to take the lead on your specific development level. As part of this team, you will get an unparalleled opportunity to grow both professionally and personally by working with leading clients, engaging with experienced colleagues, and drawing on the thought leadership and methodologies developed in Deloitte’s highly acclaimed global Risk Advisory practice. We also take pride in celebrating both smaller and bigger successes by frequent team events and more informal social gatherings bringing the team closely together. The team consists of several nationalities with various backgrounds.

Job Description

Your role will be to support financial institutions with design, development, implementation, validation, and audit of their credit risk models, frameworks and processes covering credit risk, and their general approach to model risk management. We use quantitative modelling, deep regulatory insight, and risk management expertise to develop solutions for our clients.

In this role, you will make an impact by:

You should expect to take on a broad range of tasks which include the following types of assignments:

• Gain experience across the industry to communicate clear guidance and deliver client specific solutions to their credit risk challenges according to relevant regulatory expectations
• Grow your network learning from the best experts around Europe
• Transforming knowledge and experience into optimal solutions for development, validation and audit of credit risk models (IRB, IFRS9, Collateral valuation, Economic Capital and Stress Testing)
• Review and develop governance frameworks for model risk management
• Automate and optimise processes, data analyses and calculations e.g., supported by machine learning techniques and AI models
• Direct or indirect integration of ESG and climate risk into credit risk models

Qualifications

We are looking for experienced risk modellers to grow our successful team

What you bring to the team:

• Prior experience from risk analytics, model development or validation function in a financial institution, or a leading consulting firm is a must
• Experience in assessing, designing, or implementing models
• Relevant theoretical background equivalent to a master’s level or above
• Good English speaking and writing skills
• Programming skills (e.g., Python, SQL, SAS, C#, R and VBA) are a strong plus.
• Work permit in DK

Even if you do not see yourself in all the bullets above, we still encourage you to apply if you believe your skills can make an impact on our team.

Additional Information

Do you want to be part of our team?

Click the "I am interested" button above if you are ready to join our team.

Send your application and CV by 31.08.2024. We process applications and arrange interviews continually, so we recommend that you apply as soon as possible.

Expected start date: 01.10.2024 or 01.11.2024

Please do not hesitate to contact Brian Skopek Hansen, Partner at +30 93 63 53 if you have any questions about the position.

We encourage all candidates to apply for the position regardless of, e.g., age, gender (gender identity and gender expression), sexual orientation, religion, ethnicity, nationality, or disability.

By applying for this job, you will be assessed against the Deloitte Global Talent Standards. We have designed these standards to provide a consistent and exceptional Deloitte employee experience globally.

We look forward to connecting with you!

In Deloitte, you will find passionate, caring people who are curious by nature and striving to evolve. We value our different skills, perspectives and experiences and foster an environment where innovative powers thrive. To us, success is the feeling that the work we are doing will outlast us. The impact we make is not about what we achieve as individuals, but how we enable those around us to be their very best. From professional development to leadership opportunities, we empower our people to be extraordinary by playing to their strengths – because that is how we can make a difference.