Location: Poland

Group Internal Audit (GIA) at Danske Bank is seeking a Model Risk Specialist to enhance our independent assurance capabilities. GIA provides insights that support the Board of Directors and Executive Leadership Team, while contributing to the strengthening and enhancement of the Group’s control environment. In this way we support the execution of the Group’s business and sustainability strategies.

About the Role

As part of the Model Risk Audit team, you will provide assurance on model risk management, data risk management, and compliance with evolving regulatory requirements. Your work supports the bank’s ability to manage the risks associated with model development, validation, and use. In addition, you will develop and strengthen our communication towards Senior Management and our Supervisors.

The team conducts operational audits of model risk across the Group, following a robust audit methodology. Our work covers models and data supporting credit, counterparty, market, liquidity and other risk types, currently with a particular focus on IRB (Internal Rating Based) models. To perform effectively in the role, staying informed of regulatory developments and relevant requirements, such as CRR/CRD, EBA guidelines, and the ECB TRIM framework, is essential. This role is placed in Warsaw, Poland. 

Who We Are

By joining GIA, you become part of an innovative and highly professional audit function of approximately 100 specialists representing diverse backgrounds and areas of expertise. We value diversity, integrity, and to maintain a collaborative environment that enforces curiosity, continuous learning, and knowledge sharing.

What We Expect

We are looking for experienced candidates, though a less-experienced candidate with the right mindset and strong interest in model risk and controls may also be considered. You should bring:

• A master’s degree in economics, finance, mathematics, statistics, data science, or a related field.
• Experience within banking risk management, complemented by exposure to second-line validation, third-line audit, supervisory authorities, or consultancy.
• Strong communication skills and the ability to present findings clearly, respectfully, and with transparency.
• A solid understanding of European banking regulation and supervisory processes.
• A collaborative mindset and commitment to learning.
• Proficiency in English and preferably knowledge of a Nordic language.

More senior candidates are expected to contribute through coaching, mentoring, and knowledge sharing.

What We Offer

You will gain unique learning opportunities from the perspective of an independent assurance provider. Our culture emphasizes professional development, high quality work, and timely feedback. You will be trusted to organize your own tasks and take on responsibilities aligned with your aspirations, capabilities, and experience.
Interested?

Please submit your CV and application, highlighting how your qualifications align with the required skills and responsibilities of the role.
For questions, you are welcome to contact Jacob Rasmussen, Head of Audit Model Risk, at +45 2177 5333. Applications are reviewed on an ongoing basis.