Senior Analyst - Markets and Liquidity Risk Model Validation

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Senior Analyst – Markets and Liquidity Risk Model Validation
The Model Risk Management division is part of Group Risk Management and consists of 13 dedicated experts focusing on the validation of predictive models within the Group. Our mission is to help build better models and make sure that we properly address the related risks and advise on how to improve modelling related processes. One of our main areas of ​​work is the validation of DNB’s Markets and Liquidity risk models and our validation practices include statistical tests of predictive ability, input data, model design, implementation, governance and model use.

We're excited to announce an open position on our team and we're on the hunt for an experienced Senior Analyst/Specialist to join our Markets and Liquidity risk validation team. We need your help to take our validation and advisory practices to the next level. You'll get the chance to assess and challenge one of DNB’s most critical models used to quantify the risks of Interest Rate, FX, Counterparty Credit, Value Adjustments, etc.. While your main focus will be on the Financial Markets risk models, you'll also work on intriguing, cross-assignment projects and develop competences in other model types to ensure ongoing learning within this exciting field.

What You'll Do:

• Perform quantitative and qualitative analyses to classify and quantify financial markets and liquidity risk
• Prepare validation reports, communicate and present results across specialist communities and decision makers
• Help develop the validation framework and practices
• Contribute to the design and implementation of validation of other model types
• Stay updated on methodologies in your assigned area(s)

What You'll Need:

• A quantitative Master’s Degree or Phd. in mathematics, statistics, physics, economics, or similar
• Experience in working with data extractions, large datasets for analytics and/or reporting purposes
• Experience in developing or evaluating statistical models related to market risk is advantageous
• Proficiency in programming (Python/R/Matlab/SAS or similar program)
• Excellent written and verbal English skills (good command of Norwegian will be seen as an advantage)
• Minimum 2 years of experience working in risk or DNB Markets analytics, reporting or similar, quantitative field.

Who We're Looking For:

We're looking for an individual who loves analytical work, systematic approaches, and innovative thinking. You should be able to communicate effectively, collaborate well with others, be open to new ideas, and take responsibility for the quality and progress of your work. If you're flexible, solution-oriented, and a great team player, you'll fit right in with our team!

Application deadline: 20.05.24

Contact person: Szabolcs Hideg | +47 48404586 | Szabolcs.Hideg@dnb.no 

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