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Senior Data Security Engineer

Saxo Bank 2900 Hellerup, Denmark Posted 13 Jul 2026 Saxo Bank verified public ATS · finance-fintechSenior specialist
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Summary

Designs and implements data protection controls, with a focus on Microsoft Purview and insider risk solutions. The role translates regulatory and data risks into technical safeguards and collaborates with security, compliance, and business stakeholders.

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Opportunity summary

Employment type: Full time. Requisition: R-19148. Country: Denmark. HQ Copenhagen, Denmark Join Saxo’s Enterprise Identity & Data Security (EIDS) team and play a pivotal role in protecting the bank’s most valuable asset it’s data.

About the role

In this role, you will design and implement advanced data protection controls across modern security platforms, with a strong focus on Microsoft Purview and insider risk solutions. You will translate complex regulatory and data risk requirements into scalable, effective technical controls that safeguard sensitive information and strengthen Saxo’s security posture.

This is a unique opportunity to contribute to Saxo’s broader agenda around security, governance, and operational resilience within a highly regulated financial environment, working closely with stakeholders across technology, compliance, and the business.

Your responsibilities

As a Senior Data Security Engineer, you will:

- Design and implement data protection controls across Microsoft Purview (DLP, Information Protection, Insider Risk Management) - Translate data security risks and regulatory requirements into robust, enforceable technical solutions - Lead and support the rollout and optimisation of Insider Risk Management and user activity monitoring tools (e.g1 …

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