Senior Business Analyst – Credit Risk Model Impact Analysis

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Job Description

As a Senior Business Analyst within Danske Bank’s PD Application Team you will be responsible for transforming complex credit risk model results into actionable insights and helping stakeholders understand their implications. Your role involves close collaboration with model development teams and business representatives to analyze new Internal Ratings-Based credit risk models assessing their impact on customers and portfolios. You will extract and interpret data identifying material impacts while communicating these findings effectively to non-technical stakeholders. A significant part of your responsibility includes writing model impact sections for regulatory applications thereby ensuring alignment with regulatory requirements. With a focus on model impact analysis you will contribute to decisions that influence the entire organization while enhancing your analytical expertise and knowledge of the business. The position is based in Vilnius Lithuania and requires strong analytical skills the ability to connect quantitative findings with business implications and a proactive approach toward collaborative problem-solving.