About Advisense
Since 2008 Advisense has been servicing the financial industry and has grown to become a market leading expert company in governance, risk, and compliance (GRC) in the Nordics and building into Europe. We strive to be the best place to work for GRC experts.

About the Job
As a Quantitative Risk Consultant, you will work both independently and as part of a team supporting our clients in the Danish market as well as in the Nordics. You will provide reliable, innovative and hands-on solutions, designed to generate value for the client and our team. You will apply your quantitative expertise to address analytical challenges in financial risk management, including the development and validation of credit risk and credit decisioning models, credit portfolio analysis for stress testing and risk appetite purposes, capital planning, and much more. We are looking for team members for our Copenhagen or Aarhus office.

In the role, you will shoulder various exciting and challenging projects, thereby broadening your profile in quantitative risk. You will get access to deep knowledge and expertise from our consultancy team. We actively search for and share knowledge and experience with each other, and we embrace a growth mindset that encourages sharing and collaboration. You will work with well-known financial institutions in the region and take part in shaping the future of quantitative risk management at Advisense.

We recruit across multiple seniority levels, and requirements and expectations will naturally vary depending on your prior experience.
Additionally, note that at times the job might require travelling - mostly in Denmark but also in the Nordics and/or Northern Europe.

Your Responsibilities
You will support our client in matters related to Financial Risk Management, including:

• Developing and validating credit risk models (e.g. PD, LGD, CCF, decision models)

• Working with large datasets and performing data analytics in SQL and tools like SAS, Python or R

• Preparation of presentations or material for management or supervisors

• Credit portfolio analysis

• Supporting implementation and optimisation of model risk management frameworks

Who you are
You combine strong quantitative skills with curiosity, integrity and a collaborative mindset. You balance a keen eye for detail with a clear focus on value creation and pragmatic solutions.

We believe you:

• Are analytical, structured and enjoy solving complex problems

• Communicate clearly and confidently with both colleagues and clients

• Learn quickly, manage your time well and stay resilient when challenges arise

• Enjoy teamwork and actively contribute to a positive, inclusive culture

Finally, you share and naturally act according to our core values: passion, expertise, agility and kindness.

Your Background and Experience

• Masters degree in Economics, Finance, Mathematics, Statistics, Engineering or similar

• Strong programming skills in Python, SAS, R or similar

• Fluent in Danish and English, written and spoken

We see the following as advantageous:

• 1 - 4 years of experience from Credit Risk or Market Risk Management in the financial sector or from an audit or consultancy firm

• Experience in developing or validating internal models, IRB and/or IFRS 9, and/or working on regulatory assignments or risk management frameworks, for example: stress testing, risk appetite, NPL strategy, or supervisory applications

• Knowledge of CRR, CRD, EBA RTS, ECB guide to internal models, and other relevant regulations.

• Additional European languages to English and Danish (e.g., German)
  

What We Offer You
We offer you the opportunity to work with many exciting clients and projects. Our clients are predominantly in the financial sector and are mostly large, well-known companies. In our work we strongly believe in the joy and effectiveness of teamwork. You will have the opportunity to learn from a large group of experienced colleagues and contribute with your own experience and knowledge. We are a company built on trust and offer a great deal of flexibility to our employees. Our employees are what make Advisense a great place to work.

Information
If you are interested, please do not hesitate to submit your application. We will begin interviewing candidates as soon as possible. Please note that we do not accept applications via email due to GDPR. We conduct a competence-based process throughout, including interviews, and reference checks. If you have any questions, feel free to contact Kristoffer Qvistgaard Holm, +45 53887090 or kristoffer.holm@advisense.com. 

Company Description
Advisense has grown to become a market-leading expert company in governance, risk, and compliance (GRC). Through the acquisition of Transcendent Group in 2022, we are now the largest independent consulting firm in the Nordics in this area, helping our clients with advisory, financial services, technology, and fund solutions. We strive to be the best workplace for GRC experts and have more than 450 employees at our offices in Belgium, Denmark, Finland, Germany, Lithuania, Norway, and Sweden. Read more about us here.