Risk Data Scientist in Risk Tribe

Risk is at the core of everything we do as the bank. Modelling plays an important role in risk management to understand, interpret and eventually predict the risks that we might face as the bank. Would you like to gain an insight into these risks while developing yourself personally and professionally?

Organised as a matrix the Risk Tribe brings together business and IT professionals into cross-functional squads and specialist chapters, which enables us to work in a truly agile organisation.

As Risk Data Scientist you will belong to the Risk Data Science Chapter as well as the Impairment Data Analytics Squad. The squad is composed of colleagues mastering diverse technical and methodical disciplines allowing you to work in close collaboration with data engineers, developers and credit analysts. Your main focus will be on the impairment model including forward-looking elements and the best estimate of the Bank’s impairments based on different scenarios.

The Risk Data Scientist Chapter consists of skilled Risk Data Scientists, who share and define best practices and knowledge within data science and machine learning.

You will face a great opportunity to gain a deep understanding of Danske Bank’s business model and to get hands-on experience in a pivotal area of risk management.

"A key element to your success is your ability to apply your modelling capabilities in diverse situations. We believe that diversity and inclusion of backgrounds and experiences leads to a better delivery of customer value and creates a more inspiring workplace. We offer a high level of responsibility, but at the same time offer you the support."

You will:

  • Co-own the impairment model for the Bank’s impairment calculation
  • Ongoing development and maintenance of the impairment model
  • Contribute to sensitivity analyses and interpretation of modelled results
  • Play a crucial role in migrating model from current local environment to cloud
  • Handle a wide range of stakeholders across the Bank while acting as an impairment expert
  • Continuously seek improvements in process and automation opportunities while applying best practices
  • Be part of an agile organization coordinating the transformation and improving the ways we do risk data scientist work for Risk management in the bank

About you:

We expect that you

  • Have a proven track record in data modelling and can apply it when solving business problems
  • Have some experience with Python, PySpark or Hadoop. In addition, knowing Azure DevOps or AWS cloud would be considered a benefit
  • Are a self-driven person with a methodical mind-set and have a skilled sense of taking responsibility
  • Have an academic background in mathematics, econometrics, data science or similar
  • Can communicate complex matters in a simple and understandable way
  • Have skilled stakeholder management skills
  • Are curious to learn and understand how impairments are playing an important  part in running the bank
  • Possess Intermediate English skills

We offer:

Monthly salary range from 2720 EUR to 4080 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; health insurance from the first day of employment; 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.

Additional days of vacation

Canteen services and free fruits

Health insurance from the first day of employment

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

See all the benefits HERE.

Contact me @LinkedIn

Jens Leyde, Credit Risk Analysts Chapter Lead

Apply via:

Send your CV

If you are interested, please send your CV in English no later than 31.10.2022. Confidentiality guaranteed.

Your title in job contract will be Data Scientist (IT Data Scientist), Associate.

Please contact if you have any questions.
Jens Leyde
Phone number +45 40 38 69 04