AI Risk Evaluator

Do you want to work on AI risk management in one of the leading financial institutions in the Nordics? Join Danske Bank's newly established AI Model Assessment team in Business Controls & Product Management, operating as a central 1st Line of Defence capability. You will help build a consistent, evidence-based approach to assessing AI models and AI-enabled solutions across the Bank. As an AI Risk Evaluator, you will assess solutions before deployment and throughout their lifecycle, helping Model Owners and development teams demonstrate that intended use, performance, limitations, risks and controls are understood, tested and documented. This is a unique opportunity to work at the intersection of cutting-edge AI technologies, risk ownership, control execution and financial regulation. Who are we? The AI Model Assessment team is a central 1st Line of Defence capability responsible for supporting the identification, assessment, mitigation and monitoring of risks arising from AI solutions across the Bank. We work closely with Model Owners, business units, data scientists, engineers, model developers and governance functions to translate risk and control requirements into practical assessments, testing and traceable evidence. Our mission is to enable innovation while helping the business fulfil its responsibility to manage AI model risk and deploy AI systems in a safe, robust and well-governed manner. What you will be doing As an AI Risk Evaluator, you will operate within the Bank's 1st Line of Defence, performing lifecycle assessments that help Model Owners and business areas exercise their accountability for AI model risk, execute effective controls, address weaknesses and maintain decision-useful evidence. You will provide assessment evidence and respond to objective challenge from relevant 2nd Line of Defence function, which retain responsibility for oversight and, where applicable, validation. Your responsibilities will include:

• Conducting assessments of foundation models, GenAI applications, AI agents, and traditional machine learning models.
• Understanding the business process, intended use, technical architecture, human oversight and potential impact of a solution as the basis for an appropriate evaluation.
• Translating identified risk and control requirements into testable evaluation objectives, metrics, datasets and acceptance criteria.
• Providing robust challenge to use-case owners, model developers and other stakeholders regarding assumptions, risks, controls and evaluation evidence.
• Designing and executing evaluations covering model performance, robustness, hallucination and grounding, harmful behaviour, prompt injection, overreliance and other relevant failure modes.
• Assessing the quality, representativeness and limitations of evaluation data; identifying risks and control weaknesses; and producing clear, traceable findings and recommendations to support risk acceptance, governance and deployment decisions.
• Contributing evaluation findings to reusable methodologies, test assets and minimum assessment standards.
• Preparing complete and reproducible assessment evidence for independent review, challenge and, where applicable, validation by relevant Second Line of Defence functions.
• Supporting Model Owners and development teams in addressing findings, strengthening controls and reassessing solutions following material changes or identified issues.

This position can be based in Copenhagen, Denmark, Vilnius, Lithuania, Warsaw, Poland, Stockholm, Sweden or Helsinki, Finland. About you An experienced AI or machine learning professional with a strong understanding of AI technologies and the risks they introduce. Ideally, you have:

• Extensive experience working with AI, machine learning, model validation, model risk management, AI governance, or a related field.
• Strong understanding of Large Language Models (LLMs), foundation models, retrieval-augmented generation (RAG), AI agents, and modern AI architectures.
• Ability to connect technical findings with enterprise risks, controls, business processes and governance decisions.
• Experience evaluating AI systems from a technical and risk perspective.
• Familiarity with AI evaluation methodologies and benchmarking frameworks.
• Experience using Python for data analysis, model testing, or experimentation.
• Strong communication skills and the ability to engage both technical and non-technical stakeholders.
• Curiosity, critical thinking, and the confidence to challenge assumptions.

Experience from financial services or regulated industries is an advantage. Candidates from strong applied AI or technical evaluation backgrounds who can demonstrate an understanding of enterprise risk and controls are also encouraged to apply. What we offer you You will join a newly established AI Model Assessment team that is building the Bank's central capability for AI model assessment. The team combines deep technical AI expertise with practical risk and control capabilities and works on some of the Bank's most strategic AI initiatives. We collaborate across the organisation, including with independent Second Line of Defence functions, and continuously evolve our methodologies as AI technologies and governance expectations mature. This is an opportunity to help define how AI risk is managed at scale in one of the most advanced AI environments in the Nordic financial sector. If hired in Lithuania, your monthly salary would range from 3680 EUR to 5520 EUR gross (based on your competencies relevant for the job). Additionally, each Danske Bank employee receives employee benefits package which includes:

• Growth opportunities: professional & supportive team, e-learnings, numerous development programs; (incl. professional certificates); 100+ professions for internal mobility opportunities.
• Health & Well-being: a diverse, inclusive, work & life balance work environment; additional health insurance; mental well-being practices; partial psychologist counselling compensation; silence and sleep zones at the office; game rooms.
• Hybrid working conditions: Work from home up to two days a week; home office budget (after the probation period); modern Danske Campus workplace developed with anthropologist for the best employee experience.
• Additional days of leave: for rest, health, volunteering, exams in higher education institutions, and other important activities. Moreover, for seniority with Danske Bank.
• Monetary compensation package: accidents & critical diseases insurance; financial support in case of unfortunate events, travel insurance; IIIrd Pillar Pension Fund contribution.

. Your job function (position) in the job contract will be AI Science Are you ready for the next step? If you are passionate about understanding how AI works, identifying its risks, and helping organisations deploy AI safely and responsibly, we would love to hear from you. For questions about the role, please contact Khaled Alizai Head of AI Model Assessmentat khali@danskebank.dk. Join us and help grow the AI Model Assessment team at Danske Bank. We’ll be screening the applications on an ongoing basis so we encourage you to apply.