ML Engineer for IRB Models

Send your CV

We are on a journey of fundamentally transforming our Credit Risk model landscape to comply with recently implemented EBA guidelines and are looking for an expert to join us in developing best-in-class PD, LGD & EAD models for capital allocation, impairments, and internal steering.

Our department of 80+ employees master the entire model life cycle, from model design, to developing robust solutions in Python using best practices from software engineering to maintenance and monitoring to ensure our models remain relevant and performant.

We strive to build a culture that is open and collaborative, and where team members come to work to have fun with colleagues while delivering impactful solutions for Danske Bank and society. You will be joining an international team, located between Copenhagen and Vilnius, therefore solid English skills are a necessity for this role.

You will:

Contribute to the development, deployment and operations of our data science solutions – from the initial research and design to operations
Design and implement the technical framework for building and deploying models
Ensure that models are trained, tested and integrated into the banks systems in an optimal and stable way
Co-develop and document standards and best practices for ML Engineering

About you:

Knowledge of the model lifecycle and key concepts of ML Ops
Software engineering background with good knowledge around software development best practices including code testing and code quality
Professional experience with Python and preferably other software development languages
Experience working with CI/CD pipelines
Curiosity, eagerness to learn, and an openness to new methodologies and techniques
Higher education within mathematics, engineering, computer science, physics or similar
Upper-Intermediate English language skills

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.