Senior Model Validator

Job description

Join us in this role where you’ll validate quantitative risk models used across Ørsted, ensuring they are robust, well-governed, and fit for purpose. You’ll work deeply with models, data, and assumptions while translating complex model risk into clear insights that support sound decision-making across the organisation. Welcome to Group Model Risk: You’ll be part of Group Model Risk within Group Risk, where you together with your colleagues will form a newly established model validation capability acting as a second line of defence. The team works closely across our locations in Warsaw and Gentofte and collaborates with model owners, users, and stakeholders across Ørsted to assess models used in areas such as market risk, liquidity risk, and credit risk. As a team, we combine deep analytical curiosity with collaboration, openness, and room for different perspectives, and we take pride in building strong, well-documented, and transparent validation practices together. You’ll play an important role in: - conducting in-depth validations of quantitative models, including data, assumptions, methodologies, and outputs. - assessing market, liquidity, and credit risk models to identify mode...