Ledigt job

Ledigt job

Del side
Senior Analyst
for Solvency II modelling and Risk Management
Rekruttering Id:20744

Group Risk Management has established a new 2nd line risk function (WM CRO) to cover all risk in Wealth Management from a 2nd line perspective. You will be working in the WM Risk Management & Solvency II team with reference to Danica’s Chief Risk Officer and be based in Lyngby in greater Copenhagen.

Responsibilities
WM Risk Management & Solvency II is responsible for 2nd line coverage of investment and risk limits as well as the Solvency II capital requirement modelling for Danica Pension including solving most of the tasks of the Solvency II Risk Function (i.e. Solvency II Pillar I and II).

As a Senior Analyst, you will have a broad area of responsibility. Key tasks and projects are:

  • Solvency II model ownership, maintenance, capital requirement calculations and reporting
  • Ensuring Solvency II compliance
  • Key driver in ORSA process and reporting
  • EIOPA stress tests and other FSA reporting
  • S&P Ratings capital model
  • Daily key figure calculations to ensure strong investment risk management
  • Monitoring of investment and risk limits

You will work in a strong specialist team profiting from a high degree of knowledge sharing, where you will have the opportunity to develop a high level of expertise within Solvency II and risk management.

Profile
We are looking for a strong candidate likely holding an MSc (or PhD) in Economics, Mathematics, Finance, Statistics or Actuarial Science. You have some years of relevant working experience preferably in-depth knowledge on Solvency II.

You follow the development in the financial markets closely and thrive working with agility in a fast-paced working environment.

You display a structured approach in prioritising and solving your tasks and are not afraid of taking responsibility to ensure strong execution on projects. You have the ability to work both independently and as part of a team.

In model development, you have attention on automation of previous (semi-)manual processes, in order to facilitate focus on driving financial risk insights from model output. Hence, you are used to programming in SAS, C#, VBA or similar.

What we offer
We offer an attractive development opportunity among highly competent and ambitious colleagues. We work with a high degree of freedom with responsibility, and support each other in our efforts to execute and create results as a team.


This presents a great opportunity to take part in shaping the new organisation as well as defining, the key focus areas and responsibilities of the 2nd line risk function for the future. This is a high priority project for Group Risk Management.


Interested?
If you have any questions, please feel free to contact WM Head of Investment Risk & CRO Danica, Mads Pallesen at +45 5140 1759.

Interviews will be held on an ongoing basis.


Send application and CV no later than 28.01.2019.

Danske Bank is a Nordic bank with strong local roots and bridges to the rest of the world. For more than 145 years, we have helped people and businesses in the Nordics realise their ambitions. Danske Bank has more than 19,000 employees in 16 countries around the world who serve our 3.4 million personal, business and institutional customers. In addition to banking services, we also offer life insurance and pension, mortgage credit, wealth management, real estate and leasing services.
Kontakt

Vil du vide mere?


 

Spørgsmål til et konkret job skal rettes til leder i opslaget.

Send øvrige spørgsmål

Mød os på

 

 

 

Andre karrieresider


Danica Pension Nordania Leasing Realkredit Danmark Danske Bank i Sverige Danske Bank i Norge Danske Bank i Finland Danske Bank i Nordirland