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Risk Nordics
November 2024

Darius Grinvaldas
Head of Risk Analytics at Luminor Group
Speaker

Profile

Education: BSc and MSc from Vilnius University in Financial and Actuarial Mathematics.

Professional Experience: more than 13 years of experience in risk management and modelling areas.

Been working in credit risk management area of Danske Bank Group for more than 10 years. Expertise and experience covers overall credit risk management, various aspects of the IRB parameters estimation and modelling, other IRB related projects and activities including various regulatory challenges.

Since 2017 been working as Site Leader for Group Risk Management Vilnius Site (around 120 risk management professionals from more than 20 different teams).

Since 2018 been heading modelling experts (from 2019- also leaders in modelling area) and running with various IRB development activities and projects for the whole Danske Bank Group.

In the last role was Deputy Head of IRB modelling area.

From 2020 November joined Luminor Group as Head of Model Risk & Validation department, where the main activity was to create ‘the state of the art’ Model Risk & Validation function and keep the ultimate responsibility of the Luminor Group’s model risk topics.

Since 2023 took over Risk Analytics department with the major focus to improve and rebuild existing risk model landscape for the Group.

Agenda Sessions

  • Exploring the growth of model risk in modern risk departments

    11:50