Experienced Data Scientist for IRB Model Development

Send your CV

Are you enthusiastic about data and the field of data science? Do you take pride in your data assets and the data-driven decisions and insights they generate? And do you have experience developing credit risk models or other models? Then you might be our newest addition to our team of Data Engineers and Data Scientists at SuperAI in Danske Bank!

Our department consists of 60+ professionals that works with other teams across the bank to understand, develop and exploit the bank’s data value chain. This enables us to master the end-to-end journey of our data, as well as our modelling and analytic products.

We are on a journey to fundamentally transform our IRB model landscape to comply with recently implemented EBA guidelines and are seeking an experienced model developer to join us in developing best-in-class credit risk models. You will be part of the team working on Probability of Default models for the largest business customers.

Our team is responsible for the entire model life cycle, covering everything from model design to developing robust solutions in Python, following software engineering best practices. Additionally, we ensure our models remain relevant and perform optimally in production.

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

You will:

Work on the top priority projects, which currently are focused on re-developing the Banks IRB models
Develop end-to-end data science solutions – from understanding the problem and designing the model to deploying and maintaining the final solution
Obtain relevant business and system knowledge to convert requirements efficiently to technical design documentation and conceptual data modelling and communicate with non-technical stakeholders
Participate in setting and documenting the standards and best practices for data science at Danske Bank
Engage in discussions with both internal auditors and external supervisors to ensure a comprehensive understanding of the details related to the developed models
Provide input to our stakeholders to ensure our models are embedded into the bank’s relevant processes

About you:

Proven experience working as a Data Scientist or in Data Engineering role
Higher education within computer science, engineering, mathematics, physics or similar
Previous experience in developing and supporting credit risk models (in particular, IRB models and associated frameworks)
Expertise with Python, SQL, Spark
Team-oriented and collaborative personality, while also being capable of organizing your own work
A proactive approach to challenges and motivated to learn new concepts and methodologies
An analytical mindset and a fact-based approach to problem solving
Solid stakeholder management skills with effective communication abilities and advanced English skills, both written and spoken

We offer:

Monthly salary range from 3440 EUR to 5160 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.