Anders Balle Jensen Email and Phone Number

Continue strengthening the Non-Financial Risk framework in Jyske Bank and embed these essential risk concepts and methodologies more deeply into the business areas.

Leadership of the ERM team at BEC Financial Technologies.• Developing and enhancing the Enterprise Risk Management framework.• Collaborate closely with business units to integrate the risk framework and the Risk-and-Control Self-assessment (RCSA) process.• Develop risk policies and risk assessment instructions.• Ensure compliance with regulation and internal policies, e.g. "Executive Order on Management and Control of Banks etc."• Provide oversight over BEC’s Non-Financial Risk profile, including operational risks, IT risks, and compliance risks.

Experienced risk leader, contributing in maintaining and developing 2nd line of defense risk management in Danske Bank, Group Risk Management, LC&I Non-Financial Risk.- Performing review and challenge of Non-Financial risk and control assessments by 1st line of defense, business units.- Handling material operational risk events.- Supporting business units and tribes in performing risk and control assessments - creating and maintaining the risk profile for each business unit.- Supporting development of risk policies and Non-Financial Risk instructions.- Conduct training of 1st line business and risk units in performing risk assessments and applying the ERM and the Non-Financial Risk framework.- Support compliance with regulation and internal policies, e.g. "Executive Order on Management and Control of Banks etc.".- Performing strategic risk assessment of strategic commercial plans.

Lead the 2nd line risk function.* Ensuring maintenance and effectiveness of the enterprise risk management system.* Provide support to business units in implementing effective risk management practices, ensuring all significant risks are identified, assessed, monitored, managed, and reported accurately.* Foster and enhance the risk culture within the organization, promoting awareness and a shared risk language.* Update and develop policies and guidelines related to risk management.* Responsible for calculating solvency capital requirements and assessing solvency needs.* Provide regular risk reporting to the executive management and the board of directors.* Serve as a permanent member and facilitator of the risk committee.

Responsible for the risk management function (Chief Risk Officer).* Accountable for assessing and overseeing the effective identification, management and reporting of risks, including market, credit, liquidity, operational, and IT risks, to provide a comprehensive risk overview.* Provide ongoing reports to the executive board and board of directors.* Serve as a regular participant in risk committee meetings.

Leading development and maintenance of credit risk models for both the corporate and personal segments. * Oversee and manage a team of 12 employees.* Emphasize active leadership, motivation, and professional development of team members, as well as fostering collaboration with stakeholders and other departments within the bank.* Regularly participate in risk committee meetings.

- Risk management (operational and strategic)- Project risk management- Enterprise risk management, COSO - Risk policy design and development- Risk reporting to executive management- Internal teaching enterprise risk management- Conducting risk workshops, strategic risks and project risks

* General improvement and development in Risk Management* Analyse and optimise business processes* Identification and analysis of business and strategic risk in market strategies* Risk management (identification, assessment and mitigation) of new business cases* Development of Strategic Risk Management framework

Development of quantitative investment models in Jyske Markets and Quantitative Research* Investment models in commodities (dynamic long-short) * Fair-value and technical analysis models in FX * Cross asset allocation models * Optimized portfolio models * Screening models in equities * Risk management and VaR models.