Senior Data Security Engineer: Purview & Insider Risk

Saxo Group; København; On-site; DKK 900,000 - 1,300,000; Full time

Job summary

Saxo Group in Copenhagen is seeking a Senior Data Security Engineer to design and implement advanced data protection controls across Microsoft Purview and insider risk platforms within a highly regulated financial environment.

You will collaborate with security, compliance and business stakeholders, lead Insider Risk Management initiatives, drive data discovery and classification, and continuously improve policies to safeguard Saxo’s data assets.

Qualifications

• 7–10 years of experience in data security or information security engineering.
• Hands-on expertise with Microsoft Purview (DLP, labelling, Insider Risk).
• Experience in regulated environments, preferably financial services.

Responsibilities

• Design and implement data protection controls across Microsoft Purview.
• Translate data security risks and regulatory requirements into robust technical solutions.
• Lead rollout and optimisation of Insider Risk Management and user activity monitoring tools like Teramind.
• Drive data discovery, classification, and visibility across data environments.
• Monitor, tune, and improve protection policies and controls.
• Collaborate with security, compliance, and business stakeholders to strengthen governance.

Skills

Data security engineering

Regulatory compliance

Threat mitigation

Data discovery and classification

Stakeholder collaboration

Education

SC-400 Certification

Tools

Microsoft Purview

Azure

Microsoft 365

Teramind

PowerShell

Job description

Saxo Group in Copenhagen is seeking a Senior Data Security Engineer to design and implement advanced data protection controls across Microsoft Purview and insider risk platforms within a highly regulated financial environment.

You will collaborate with security, compliance and business stakeholders, lead Insider Risk Management initiatives, drive data discovery and classification, and continuously improve policies to safeguard Saxo’s data assets.