Senior Data Security Engineer

Saxo Bank • Copenhagen, Capital Region of Denmark • Posted July 16, 2026

Position Overview

HQ Copenhagen, Denmark
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 ...
        