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Team Manager for Validation of Insurance and Asset Management Models

Valid till: 2019-02-28

Miestas: Vilnius

Alliance for Recruitment is the largest recruitment consultancy in Lithuania measured by capacity, number of successful placements and annual growth. We are a high performing team of recruitment experts from various different industries.

Do you want to help set up, shape and head a new specialist team responsible for analysing and validating advanced pricing, valuation, risk management and customer advisory models applied in one of Scandinavia’s largest financial institutions within pension, insurance and assets management? Do you want to drive a team effort for identifying and scrutinizing model assumptions and limitations as well as assessing and communicating overall model strengths and weaknesses to senior management?

Join Danske Bank Group in Vilnius now, and you will get a unique opportunity to use and further develop your managerial and analytical skills.The Market & Liquidity Risk department in the Danske Bank Group employs +50 employees who all share an interest in market and liquidity risks, financial markets and financial products. Our main responsibility is to assess and control the Group's market and liquidity risk as well as related model risk. Until now, Market & Liquidity Risk has been based entirely in Copenhagen, Denmark. However, the Model Validation unit within Market & Liquidity Risk is now looking to expand with a validation team in Vilnius, Lithuania.

Job description: 

You will lead your team in conducting in-depth analyses of both in-house developed models as well as models specified in regulation with the aim of performing an independent assessment of among other things the theoretical soundness, accuracy of implementation and regulatory compliance of these models. Your assessments will provide the basis for approval by senior management of new and existing insurance and asset management models.

You and your team will be part of a cross-border validation unit characterized by a high level of knowledge sharing and covering a wide variety of models ranging from valuation and risk management models for advanced derivatives, statistical models for forecasting deposit behaviours to models for assessing liquidity risk in the case of market crisis. Your primary business counterpart will be Wealth Management in the Danske Bank Group, in particular Danica, which is one of Scandinavia’s largest pension and insurance companies. Travel activity to Copenhagen, Denmark, should therefore be anticipated.

Responsibilities:

  • Steer your team through complex mathematical and statistical analyses.
  • Create validation framework covering pricing, valuation, risk management and customer advisory models applied in Wealth Management.
  • Further develop requirements for model owners and developers in Wealth Management for managing model risk
Requirements: 
  • You hold a Master’s degree or PhD in e.g. actuarial science with a strong academic track record.
  • You have relevant previous experience of being a team manager
  • You are able to inspire and bring forth the best ideas and strong commitment in your employees with your inclusive leadership
  • The ideal candidate has practical experience with being a team manager for a specialist team within model validation or model development from a large international financial institution or consulting firm
  • You work systematically with a clear sense of prioritization and with your analytical and goal-oriented mind set you are able to drive and finish complex assignments within the agreed timelines
  • You are capable of synthesizing complex conclusions into clear-cut messages comprehensible to non-subject matter experts  
  • You possess excellent skills in English, in particular written communication skills
Company offers: 
  • One of the leading Global Service Centre in Lithuania
  • A growing, international company which concentrates on innovative solutions
  • Leaders who inspire you to succeed
  • An excellent place to grow your career and develop competences
  • A collaborative Scandinavian culture
Position:
Recruitment Consultant
Address:
Mėnulio st. 7
E-mail:
City:
Vilnius

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