Senior Data Security Engineer
About this role
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.g. Teramind)
- Drive data discovery, classification, and visibility across structured and unstructured data environments
- Monitor, tune, and continuously improve the effectiveness of data protection policies and controls
- Collaborate with security, compliance, and business stakeholders to mitigate data risks and strengthen governance frameworks
Your profile
We are looking for a proactive and technically strong professional who can balance risk, regulation, and real-world implementation:
- 7–10 years of experience in data security or information security engineering
- Hands-on expertise with Microsoft Purview (DLP, labelling, Insider Risk)
- Strong understanding of data protection risks, insider threats, and mitigation strategies
- Experience working in regulated environments (financial services is an advantage)
- Solid knowledge of Microsoft 365, Azure, and enterprise security tooling
- Experience with automation or scripting (e.g. PowerShell, APIs) is a plus
- Relevant certifications such as SC-400 are preferred
We get curious people invested in the world
When you work at Saxo, you become a Saxonian and part of a purpose-driven organisation, where good ideas are always taken seriously, and where you can make a true impact. We are invested in your development, and you can expect a robust career from day one when you join Saxo – no matter which role you take on.
You will join 2,500 other ambitious colleagues across 11 countries and become part of an international organisation. Working in Saxo, you will get to meet colleagues from many different cultures and backgrounds, and you should know that we value diversity and inclusion and see it as a genuine source of strength to drive growth, foster innovation and position us for long-term success.
We encourage an open feedback culture and supportive team environments enabling employees to grow and fulfil their career aspirations.
When you bring passion, curiosity, drive and team spirit, your learning journey will be dynamic and your career opportunities in Saxo will be immense.
At Saxo we don’t just offer a job – we offer an opportunity to invest in your future!
How to apply :
Click here to create an account and upload your resume and a short motivation. We look forward to getting to know you better!
Company at a glance
At Saxo we believe that when you invest, you unlock a new curiosity for the world around you.
Discovering an intuitive desire within to actively learn, explore, and ask questions, you will engage with new companies, new communities, maybe even new countries. You could call this an appetite or passion for new knowledge and skills. We call it curiosity. Ultimately everything we do as a company is focused on getting curious people invested in the world by giving our clients more ways to make more of their money.
We began in Copenhagen, Denmark in 1992 with a clear vision: to make the global financial markets accessible for more people. In 1998, we launched one of the first online trading platforms in Europe, providing professional-grade tools and easy access to global financial markets for anyone who wanted to invest.
Today we are a well-capitalised Danish (EU) bank with top capital ratios and positive rating from S&P, trusted by over 1.2 million clients. As an international award-winning investment firm for investors and traders who are serious about investing, our clients enjoy regulated and reliable access to over 71,000 financial instruments on our industry-leading platforms. Keeping our headquarters in our beloved Denmark, we have expanded our reach to having more than 70 nationalities employed in offices in 14 countries.
We are proud of our Scandinavian heritage and we are committed to the values of trust, fairness, and security. We believe this gives our clients the confidence to be adventurous and curious.
Curiosity can lead you to places you never could have imagined. When you invest, you stimulate the mind, you see new perspectives, and you broaden your horizons. Personal transformation is inevitable as you develop a sincere interest and curiosity for not only the world, but also for others.
At Saxo our greatest hope is for everyone to become engaged, to feel empowered, and to Be Invested.
Top Benefits
- Career Development
- Diversity And Inclusion
- Open Feedback Culture
- Supportive Team Environment
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