AI Risk Analyst within Model Risk Management

Job title: AI Risk Analyst within Model Risk Management

Company: Danske Bank


Job description: Job Category: Credit and Risk ManagementJob Description:Who are we at Model Risk
Join the Model Risk team at Danske Bank, where we ensure our key business models are secure, efficient, and effective. Our team provides critical insights across different departments, playing an important role in guiding Danske Bank’s strategic initiatives. Our involvement is in AI and General AI domains, where we set benchmarks, assess risks, and test model performances to innovate responsibly. This area offers a great opportunity to influence and secure the implementation of Danske Bank’s strategies, ensuring they are implemented effectively and responsibly.The Team
As part of the Model Risk team, you will collaborate with motivated team members who possess diverse knowledge of Danske Bank’s application processes, from credit to operations on the trading floor. Our culture centres on collaboration, inclusivity, and maintaining an open mindset. We are committed to sharing knowledge and experiences among the team. Operating across all Danske Bank locations, our team includes members at various levels, all committed to personal and professional growth, creating an environment rich with development opportunities.The Role
As an AI Risk Analyst at Danske Bank, you will play a key role in ensuring the safe and sound implementation of AI and Generative AI models across the organisation. Your key responsibilities will include:

• Review and analyse Machine Learning and Artificial Intelligence models applied across various business use cases in the bank.
• Understand the ML or AI models and implementation methods used, verify models and their conceptual soundness, propriety of implementation, and assess the assumptions, limitations, and weaknesses of the model in the context of the business and the control environment surrounding the business.
• Communicate outcomes of your review and analysis with key model stakeholders, including business stakeholders, model developers and divisional control officers.
• Actively engage with the due diligence aspects of the new model approval process and bank-wide strategic initiatives.
• Work on developing validation methods and automation, where possible.

Your Skills and Experience
We are looking for a candidate with a strong understanding of General AI models and their applications, ideally coupled with experience in risk assessment or practical implementation. Your expertise will be vital in navigating the intricate landscape of AI in the financial sector.

• Minimum 3+ years of experience in a relevant field.
• Educated to Graduate/Masters level or equivalent qualification/relevant work experience in numerate subjects such as Data Science, Mathematics, Statistics, Machine Learning, Physics, or Engineering.
• Some experience in model validation or model development or similar roles-preferably in the AI/ML space.
• Strong mathematical/statistical abilities and an understanding of platforms like GCP, AWS, Azure, etc.
• Experience evaluating or validating Large Language Models (LLMs) and their output is preferred but not required.
• Knowledge of the Banking and Financial Industry is preferred but not required.
• Strong communication skills, both written and verbal.
• Ability to author structured and concise validation reports.
• Fluent in English (written and spoken).

Why Join Us?
You will be part of a team at the forefront of AI and General AI innovation in the financial sector. We offer numerous opportunities for personal and professional development, ensuring you can grow your career with us. In addition, you will work in a supportive and inclusive environment where knowledge sharing, and teamwork are highly valued.Caught your attention?
If you have any questions about the role, please feel free to contact Joannes Paulus Buckens on LinkedIn – JP Buckens.We look forward to hearing from you!

Expected salary:

Location: Danmark

Job date: Thu, 08 May 2025 22:16:57 GMT

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