Artificial Intelligence Model Validation Lead

Who are we at Model Risk  

Join the Model Risk team at Danske Bank, we are ensuring our key business models are secure, efficient, and effective. As trusted advisors, we provide critical insights across different departments, having an important part in guiding Danske Bank's strategic initiatives. Our involvement is crucial in the promising AI and General AI domains, where we set benchmarks, assess risks, and test model performances to innovate safely. This emerging area offers a unique opportunity to influence and secure the implementation of Danske Bank's strategies, ensuring they are executed flawlessly and responsibly. 

The Team  

As a part of the Model Risk team, you will collaborate with skilled professionals who possess extensive knowledge of Danske Bank's application processes - from credit to operations on the trading floor. Our culture centres on collaboration, inclusivity, and maintaining an open mindset. We pride ourselves on our commitment to freely share knowledge and experiences among the team. Operating across all Danske Bank locations, our team includes members at various levels, all committed to personal and professional growth, creating an environment ripe with development opportunities. 

The Role  

As the AI Model Risk Lead at Danske Bank, you play an important role in ensuring the safe and sound implementation of AI and General AI models across the organization. Your leadership will guide the direction and standards for model use, providing essential advisories to both first and second-line teams. 

• Set standards and guidelines for the use of AI and General AI models within the bank. 
• Serve as the primary point of contact for Model Risk, advising various teams on model application and risk assessment. 
• Lead the testing and validation of new models, including General AI foundational models and their applications. 
• Collaborate closely with stakeholders, risk, and compliance teams to ensure model integrity and compliance; engage with DFSA and Group Internal Audit as required. 
• Manage and lead a team on a project basis, reporting directly to the head of Model Risk. 

Who are we looking for  

We are looking for a candidate with a robust understanding of General AI models and their applications, ideally coupled with experience in risk assessment or practical implementation. Your expertise will be vital in navigating the intricate landscape of AI in the financial sector. 

• Strong foundation in General AI/AI regulations and industry standards. 
• Previous experience in model risk or validation roles is advantageous, though not strictly required. 
• Essential experience and understanding of the banking sector and financial services. 
• Proficient in risk assessment methodologies and technical approaches specifically in a General AI context. 
• Effective communication skills, capable of conveying complex analysis clearly and concisely to both executive and technical teams. 
• Experience with managing or leading complex AI-related projects, with the ability to adapt to a rapidly evolving environment. 
• Holds a relevant technical degree from a university. 

Caught your attention?  

If you have any questions about the role, please Feel free to contact Joannes Paulus Buckens @LinkedIn – JP Buckens. Due to the holiday season, we will review CVs at the beginning of January.

We look forward to hearing from you!