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Data Scientist in IRB team

Application period has expired.

Do you enjoy data as much as we do? Are you fascinated by defining modelling solutions, which are used in the financial world? If yes, connect with us in Danske Bank and join our dedicated team of credit risk model developers!

Combine your maths and data skills and support us in developing and maintaining our credit risk models for the Internal Ratings-Based (IRB) approach in Danske Bank. Most of your daily work will be related to data in one way or another, but the highest on the agenda are team efforts and empowerment

With our support during your first months, you will quickly gain responsibility, which will enable you to help us define our next generation of credit risk models (PD, LGD, EAD, etc.). As part of this, you will also collaborate with key stakeholders across the Group to obtain the necessary understanding and acceptance of the final results, as well as make the models appear transparent across all units

As a Data Scientist in Danske, you will be working as an integrated part of an international team in Vilnius and Copenhagen. If you think that your core values align with ours (collaboration, agility, expertise, and integrity), we are waiting for your application now!

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

You will:

  • Maintainance and development of credit risk models, incl. data preparation, methodology design, and technical implementation
  • Data analysis, interpretation, and usage in risk modelling
  • Presentation of your findings to relevant stakeholders in an easily understandable language and gathering clarification of business needs
  • Providing expertise and insight to stakeholders regarding the credit risk modelling area
  • Driving improvements and simplifications of the processes within the modelling area

About you:

  • Higher education in quantitative sciences (i.e., mathematics, physics, economics, engineering, statistics, or similar)
  • Work experience in data science, modelling
  • Experience in combining business knowledge and needs with model development skills
  • Experience with SQL, R and/or Python or similar
  • Excellent English skills (spoken and written)
  • Experience with the credit risk parameters PD, EAD, and LGD will be considered as an advantage
  • Pro-active team player with a can-do attitude

Join our team!

I invite you to be a part of our team and create the value together!

Kotryna Paulauskiene,

Application period has expired.

If you are interested, please send your CV in English no later than 04.06.2021. Confidentiality guaranteed.

Your title in job contract will be Data Scientist.