Senior Business Analyst in Capital Exposure Management

Job description

Capital is fundamental to a bank’s resilience, profitability and ability to grow. In Capital Exposure Management, we calculate, analyse and report Danske Bank’s Risk Exposure Amount (REA), allocate capital and monitor capital requirements. We turn complex regulation, data and risk drivers into clear insights for business units and senior management. You will join a skilled, international team of 16 colleagues across Denmark, Lithuania and Sweden.

We combine deep expertise with a supportive culture where we learn from each other and improve together. What you will be doing You will help strengthen our capital processes and translate regulatory requirements into practical solutions. Depending on your background, you may bring expertise in credit risk models, capital regulation, process optimisation or automation. This position is based in Vilnius, Lithuania. Relocation package isn't applicable for this role.

You will Produce strategic insights on capital regulation, capital consumption and risk exposures. Run, improve and control monthly capital and REA reporting processes. Interpret regulatory requirements and support their implementation. Perform ad hoc analyses and provide clear recommendations to stakeholders and senior management. Improve and automate processes using tools such as Python and SQL. Collaborate across business, risk, finance and technology teams.

About you At least five years of relevant experience from a financial institution, capital management, financial regulation or a related field. Strong knowledge in one or more of the following areas: regulatory capital, credit risk models, regulatory implementation or process automation. Ability to understand complex requirements and turn them into practical solutions. A proactive, structured and analytical approach, with the ability to take work from analysis to implementation.

Strong communication and stakeholder-management skills. Experience with process optimisation and automation; Python and SQL skills are an advantage. A relevant degree in finance, mathematics, science, programming or a related field. Professional proficiency in English. What we offer you The monthly salary range will be from 3120 EUR to 4680 EUR gross (based on your competencies relevant for the job). Additionally, each Danske Bank employee receives employee benefits package (benefits are only valid for Lithuania the same as the salary ranges) 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

• 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 title in job contract will be Treasury.

In our team, we have fun, support each other, and maintain openness about mistakes so that others can learn from them.

Our colleagues are highly skilled, offering you plenty to learn in a safe environment. The calculations we perform are core to the bank, and I often liken our area to the engine room of the bank. Many stakeholders reach out to us, recognizing our high level of expertise and our warm, welcoming nature. If you find this role inspiring and would like more information, feel free to contact me Karin Vedel Acasio, Head of Capital Exposure Management via [contact redacted]