We are looking to grow our team of skilled consultants in our Financial Risk Management team.

Your team

Our Financial Risk Management team has an ambition to be the preferred supplier of specialised FRM services to help our clients stay safe and sound. We believe in leadership at all levels. Therefore, we foster a culture that encourages you to take the lead on your specific development level. As part of this team, you will get an unparalleled opportunity to grow both professionally and personally by working with leading clients, engaging with experienced colleagues, and drawing on the thought leadership and methodologies developed in Deloitte’s highly acclaimed global Risk Advisory practice. We also take pride in celebrating both smaller and bigger successes by frequent team events and more informal social gatherings bringing the team closely together.

Your role will be to support financial institutions with design, development, implementation, validation, and audit of their credit risk models, frameworks and processes covering credit risk, and their general approach to model risk management. We use quantitative modelling, deep regulatory insight, and risk management expertise to develop solutions for our clients. The team consists of several nationalities with various backgrounds.

Your new tasks that will help you grow

You should expect to take on a broad range of tasks which include the following types of assignments:

• Gain experience across the industry to communicate clear guidance and deliver client specific solutions to their credit risk challenges according to relevant regulatory expectations
• Grow your network learning from the best experts around Europe
• Transforming knowledge and experience into optimal solutions for development, validation and audit of credit risk models (IRB, IFRS9, Collateral valuation, Economic Capital and Stress Testing)
• Review and develop governance frameworks for model risk management
• Automate and optimise processes, data analyses and calculations e.g., supported by machine learning techniques and AI models
• Direct or indirect integration of ESG and climate risk into credit risk models

We believe in leadership at all levels. Therefore, we foster a culture that encourages you to take the lead on your specific development level. In this role, you will get an unparalleled opportunity to work with leading clients and experienced colleagues in the financial industry.

You have the following skills and experience

• Prior experience from risk analytics, model development or validation function in a financial institution, or a leading consulting firm is a must
• Experience in assessing, designing, or implementing models
• Relevant theoretical background equivalent to a master’s level or above
• Good English speaking and writing skills
• Programming skills (e.g., Python, SQL, SAS, C#, R and VBA) are a strong plus.
• Occasional travelling is required for this position
• Work permit in DK

Candidates from outside of Denmark are also very encouraged to apply. You must have existing working permit in EU and relevant experience from working with international and European regulation is a plus.

Click the "I'm interested" button if you are ready to join our team. Send your application, CV and grade transcript from your bachelor’s and master’s degree as well as other relevant documents. We process applications and arrange interviews continually, so we recommend that you apply as soon as possible.

Application deadline: September 30th 2023. 

Please do not hesitate to contact Viki Styrbæk at [email protected] or +45 27 57 56 32 if you have any questions about the position.

In Deloitte, you will find passionate, caring people who are curious by nature and striving to evolve. We value our different skills, perspectives and experiences and foster an environment where innovative powers thrive. To us, success is the feeling that the work we are doing will outlast us. The impact we make is not about what we achieve as individuals, but how we enable those around us to be their very best. From professional development to leadership opportunities, we empower our people to be extraordinary by playing to their strengths – because that is how we can make a difference.