Chief Analyst, Valuation Models Validation

Opportunity summary

Employment type: FULLTIME. Would you like to work with advanced financial models used for pricing and risk-managing interest rate, equity and FX derivatives, as well as mortgage bonds? Join us as a Model Validator and help assess model performance, assumptions, limitations, and related risks. Danske Bank is one of Europe’s leading financial institutions, and our Model Risk Management area covers models across the Group. In this role, you will validate market risk and derivative pricing models, providing insights that strengthen our risk management approach. You will engage closely with trading and market risk specialists, gaining valuable insight into how mathematical models support banking, trading and market operations. Can you identify potential risks? Our team validates models used for OTC derivatives valuation, risk sensitivities for fair value positions, XVA, initial margin, and Asset and Liability Management models such as Liquidity Risk and IRRBB. We support workplace flexibility through a hybrid model, with at least 3 days per week in the office. You will: Execute comprehensive validation of trading models, including models used in derivative pricing, X1 …

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