Risk Analyst in Credit Model & Data Reporting Squad

Job description

Join the Credit Model & Data Reporting Squad as a Risk Analyst, where you'll drive simple and transparent reporting on IRB model performance and data quality. You'll work alongside cross-functional risk and IT teams to develop reliable reporting solutions and champion best practices within our 30+ member Risk Analyst Chapter. Based in Vilnius, this role offers a great platform to advance your career in credit risk monitoring and data-driven analytics.

What you will be doing You'll work at the intersection of credit risk, data engineering, and analytics, partnering with risk experts, data engineers, and business stakeholders to strengthen Danske Bank’s credit model performance and data quality monitoring. Your work and technical solutions will ensure transparent, automated reporting that supports regulatory IRB compliance and high-priority banking transformations.

• Set up, review, and enhance monitoring solutions for new and existing credit models across Danske Bank's model landscape
• Build and optimize automated data workflows and statistical calculations using Python, SQL and Databricks
• Develop and maintain intuitive Tableau dashboards to deliver clear risk and data quality insights to stakeholders
• Support key strategic initiatives, including the Databricks data transformation and the high-priority Credit Analytics Transformation (CAT) program
• Document data elements, workflows, and controls with precision to satisfy internal standards and audit requirements
• Collaborate with cross-functional agile teams and stakeholders across the bank to drive continuous improvements in risk analysis Use AI responsibly and be encouraged to identify opportunities to improve our processes through AI-assisted automation, analytics and documentation, while maintaining transparency, quality and human oversight About you 1+ years of experience as a Risk Analyst or in a similar quantitative/analytical role, preferably within the financial sector Academic background in mathematics, statistics, econometrics, data science, or a related field
• Strong proficiency in SQL, with practical experience or strong interest in Python for data analysis and automation
• Strong analytical mindset and problem-solving skills, with a track record of effective debugging, error handling, and code troubleshooting
• Strong communication and stakeholder management skills, with the ability to translate complex regulatory and technical concepts into clear insights in English
• Familiarity with credit risk concepts, model performance monitoring (e.g., PD models, CSI/PSI, discrimination metrics), or data quality frameworks would be considered as a beneficial asset Self-driven approach with a high degree of ownership, collaborative spirit, and enthusiasm for data, risk, and models Experience with Databricks, data and model governance frameworks, or IRB credit risk models would be valuable additions to your profile.

We offer

The monthly salary range is from 2600 EUR to 3900 EUR gross (based on your competencies relevant for the job). Additionally, each Danske Bank Lithuania employee receives employee benefits package which includes: Growth opportunities: professional & supportive team, e-learnings, numerous development programs; (incl. professional certificates); 100+ professions for internal mobility opportunities.

Health & Well-being

a diverse, inclusive, work & life balance work environment; additional health insurance; mental well-being practices; partial psychologist counselling compensation; silence and sleep zones at the office; game rooms.

Hybrid working conditions

Work from home up to two days a week; home office budget (after the probation period); modern Danske Campus workplace developed with anthropologist for the best employee experience.

Additional days of leave

for rest, health, volunteering, exams in higher education institutions, and other important activities. Moreover, for seniority with Danske Bank.

Monetary compensation package

accidents & critical diseases insurance; financial support in case of unfortunate events, travel insurance; IIIrd Pillar Pension Fund contribution. See all the benefits HERE . Your job function (position) in the job contract will be Technology Business Solutions. We review applications on a continuous basis so please apply as soon as possible. If you have further questions, you are welcome to contact Hiring Manager and Chapter Lead Aliona Kalenicenko via email [contact redacted] .