Senior AI Risk Analyst – Model Risk Management

Job title: Senior AI Risk Analyst – Model Risk Management

Company: Danske Bank


Job description: Job Category: Analysis and ResearchJob Description:Who are we at Model RiskJoin the Model Risk team at Danske Bank, where we ensure our key business models are secure, efficient, and effective. As trusted advisors, we provide critical insights across departments and play a pivotal role in shaping the bank’s strategic direction. Our work is especially vital in the rapidly evolving domains of Artificial Intelligence and Generative AI, where we set governance standards, assess risks, and evaluate model performance to enable responsible innovation. This is a unique opportunity to influence the safe and ethical deployment of cutting-edge AI technologies in the financial sector.The TeamYou will be part of a collaborative and inclusive team with deep expertise across Danske Bank’s operations-from credit to trading. We foster a culture of openness, continuous learning, and shared growth. Our team spans multiple locations and levels of experience, offering a rich environment for professional development.The RoleAs a Senior AI Risk Analyst, you will play a critical role in performing model risk assessments of advanced AI and Generative AI models across the bank. You will:

• Review and challenge the design, implementation, and performance of AI/ML models, especially those involving Large Language Models (LLMs) and other GenAI applications.
• Assess model assumptions, limitations, and governance frameworks to ensure alignment with responsible AI principles.
• Collaborate with model developers, business stakeholders, and control functions to communicate findings and influence model risk decisions.
• Contribute to the development of validation methodologies and automation tools for scalable model oversight.
• Support strategic initiatives and due diligence processes for new AI model approvals.

Your Skills and ExperienceWe are looking for experienced professionals with relevant and demonstrable expertise. The ideal candidate will have:

• Minimum 5+ years of experience in Generative AI (LLMs and their applications), Machine Learning, Artificial Intelligence, or Natural Language Processing, in either model development or validation.
• Proven knowledge of AI/ML performance evaluation, AI governance, and responsible AI frameworks.
• A genuine interest in banking and financial services and a practical, quantitative approach to model risk.
• Strong interpersonal and communication skills, with the ability to influence across technical and non-technical audiences.
• Experience with Python or other high-level programming languages is a plus.
• Familiarity with cloud platforms (GCP, AWS, Azure) and model lifecycle management tools is advantageous.
• A master’s degree or PHD in a quantitative field such as Data Science, Statistics, Mathematics, Engineering, or similar.

Why Join Us?

• Innovative Environment: Work at the forefront of AI and GenAI innovation in financial services.
• Strategic Impact: Help shape the future of AI governance and risk management at Danske Bank.
• Professional Growth: Access to continuous learning and career development opportunities.
• Collaborative Culture: Join a team that values openness, knowledge sharing, and mutual support.

Interested?If you have any questions about the role, feel free to reach out to Joannes Paulus Buckens on LinkedIn – JP Buckens.We look forward to hearing from you!

Expected salary:

Location: København

Job date: Wed, 06 Aug 2025 07:58:07 GMT

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