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Data Scientist in ESG Risk Methods and Analytics

Are you passionate about managing financial risks and working with data? This role offers an exciting opportunity to work in the interesting and rapidly evolving field of Environmental, Social, and Governance (ESG) risks.

We are a team of Data Scientists, Risk Specialists, and Business Analysts sitting in the Enterprise Risk Management department. While we work across all risk types at Danske Bank, we particularly focus on credit risk due to its importance. Using our analytical and risk-management skills, we both define the overall Group’s approach to ESG risk management and design detailed ESG risk analyses, such as climate stress tests. We use data to quantify ESG risks and enjoy finding new data solutions, where market trends are still emerging.

We assess ESG risks and create frameworks to manage and mitigate them. This includes reporting, integrating ESG risks into broader processes, and advising stakeholders. We also stay updated on regulations like the EBA Guidelines (EBA/GL/2025/01) and ESG Scenario Analyses (EBA/GL/2025/02) and directly engage with regulators on these topics.

This role focuses on simple data extraction and modelling techniques, using tools like SQL and Python to deal with large data sets, and often Excel to summarise and present findings. We value strong motivation for risk management and regulatory understanding together with a basic technical skill set for quantitative data analyses over motivation for applying advanced machine learning techniques.

We are excited about the possibility of working together with you to advance the Group’s ESG risk profile, reporting solutions and developing impactful risk management solutions.

We are a global team with colleagues in Copenhagen, Vilnius and Helsinki. This position is located in Copenhagen, Vilnius or Helsinki.

*Depending on your experience and knowledge, we may offer you different seniority of the role.

"We celebrate multiple approaches and points of view. So, be yourself and bring your new ideas in. We like it that way."

You will:

  • Support the Group in ensuring that all significant ESG risks are identified, measured, managed and reported to relevant stakeholders, as well as integrated into the various risk-management processes
  • Use your data extraction and programming skills to quantify ESG risks over short-, medium- and long-term horizons
  • Build expertise in regulatory requirements and the Group’s approach to ESG risk management across risk types
  • Ensure compliance with internal and external reporting requirements for ESG-related risks
  • Provide insights and expertise to stakeholders across the Group, supporting risk-management decisions and driving processes such as reporting exercises

About you:

  • Higher education in finance, economics, mathematics or a related field
  • Proficiency in data extraction and basic programming languages such as SQL and Python
  • Strong motivation or proven experience in risk management within the financial sector, ideally with a focus on credit risk
  • Motivation to enhance your understanding of ESG risks and relevant regulatory requirements
  • Advanced writing and communication skills in English
  • An interest in reporting, data extraction, and high focus on collaborative teamwork
  • Experience with ESG risk management and regulations, as well as professional certifications such as CFA or FRM, will be considered an advantage

We offer:

Monthly salary range from 2680 EUR to 4020 EUR gross (based on your competencies relevant for the job).

Additionally, each Danske Bank employee receives employee benefits package which includes:
    • Growth opportunities: professional & supportive team, e-learnings, numerous development programs; (incl. professional certificates); 100+ professions for internal mobility opportunities.
    • Health & Well-being: a diverse, inclusive, work & life balance work environment; additional health insurance; mental well-being practices; partial psychologist counselling compensation; silence and sleep zones at the office; game rooms.
    • Hybrid working conditions: Work from home up to two days a week; home office budget (after the probation period); modern Danske Campus workplace developed with anthropologist for the best employee experience.
    • Additional days of leave: for rest, health, volunteering, exams in higher education institutions, and other important activities. Moreover, for seniority with Danske Bank.
    • Monetary compensation package: accidents & critical diseases insurance; financial support in case of unfortunate events, travel insurance; IIIrd Pillar Pension Fund contribution.

Additional days of vacation

Canteen services and free fruits

Health insurance

Free parking & charging ports - cars, bicycles, e-scooters

See all the benefits HERE.

We look forward to receiving your application! If you have any questions, please contact me @LinkedIn

Mark Thomas, Head of ESG Risk Methods & Analytics

Apply via:

Send your CV

If you are interested, please send your CV in English no later than 23.10.2025. Confidentiality guaranteed.

Your title in job contract will be Data Scientist.