Experienced Data Scientist for IRB Model Development

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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? Then you might be our newest addition to our team of Data Engineers and Data Scientists at the SuperAI Centre of Excellence in Danske Bank!

Join the SuperAI Centre of Excellence team
For 150 years, Danske Bank has strived to be a driver of growth and development in society. At this time, the bank has amassed experience and huge volumes of data that have and can be connected to open a treasure trove of information with societal impact. Our department consists of 60+ professionals that work 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 big data, as well as our modelling and analytic products.

Currently, we are developing the Group’s new suite of IRB Credit Risk models (PD, LGD, and EAD), a task of critical importance to the Group and under significant regulatory scrutiny. Furthermore, we support the task of uncovering and preventing money laundering and other financial crimes, provide credit risk metrics that ensure Danske Bank has a real-time data-driven understanding of the risks it takes on, and conduct academic research to further data efforts within the financial sector.

As a Senior Data Scientist, you will participate in setting and documenting standards and best practices for data science at Danske Bank. You will also be a mentor for junior Data Scientists in the team, sharing your knowledge and experience within data science.

Depending on your experience, you may be offered a different seniority of the role.

You will:

Work on the top priority projects, which are currently focused on re-developing the Bank’s 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 efficiently convert requirements to technical design documentation and conceptual data modelling and communicate with non-technical stakeholders
Develop a sustainable, efficient, and scalable data pipeline for both batch and real-time that meets best practices and is always monitored
Work on developing a good understanding of the Bank’s data to take proactive action on data abnormalities and monitoring cases, as well as user misunderstandings of exposed data
Optimise data delivery, automate manual processes, and improve data quality

About you:

2+ years of experience as a Data Scientist or Data Engineer
Experience developing and supporting credit risk models, in particular IRB models and associated frameworks
Expertise with Python, SQL, and Spark
Hands-on experience with git and coding best practices
Higher education within computer science, engineering, mathematics, physics, or similar
An analytical mindset as well as a fact-based approach to problem solving
You are curious, eager to learn, and open to new methodologies and techniques
Upper-Intermediate English skills

We offer:

Monthly salary range from 3280 EUR to 4920 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: 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.