Senior Risk Specialist for Market and Liquidity Risk Control

Come and join Danske Bank’s Market Risk Control department.

You will take part in developing the risk metrics, advanced risk models and monitoring capabilities of market & liquidity risk in collaboration with our stakeholders in Trading, Treasury, Quant, IT and Trade Support. Furthermore, you will help to develop and expand our data warehouse capabilities and automate our processes.

The team currently consists of 15 team members located in both Vilnius, Lithuania, and Copenhagen, Denmark. We believe in empowerment, collaboration and most importantly, we believe that going to work should be interesting and energizing.

As a Senior Risk Specialist you will work in the intersection between market risk and data science. We offer you a steep learning curve and you will be working in close collaboration with Risk experts, Traders, Senior Management, IT specialist and world class Quants.

We're seeking a dynamic individual to take on an informal leadership role, actively involved in building and nurturing our team in Lithuania. The ideal candidate should have a keen interest in finances and programming, ready to drive growth and innovation within our team.

You will:

• Monitor, control and analyse Danske Banks’s market and liquidity risk


• Take part in the development of the market and liquidity risk models and control framework


• Automate our processes


• Form stakeholder relationships and support the business

About you:

• Interest in- and experience with financial products


• Coding skills in e.g. Python, SQL


• Interest in data science


• Advanced English skills


• Analytical skills


• Eagerness to learn, contribute ideas and willingness to speak up and voice questions

"We believe that the most valuable asset is human potential."

We offer:

Monthly salary range from 3120 EUR to 4680 EUR gross (based on your competencies relevant for the job).

Additionally, each Danske Bank employee receives employee benefits package 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 Specialist - Risk, Senior.

If you're interested in this role and joining my team, feel free to contact me - Lauge Otto Reenberg Jacobsen via LinkedIn, and I will answer your questions!

“We are looking for people who are curious and ask a lot of questions.”