Senior Data Engineer in Credit Risk Modeling

Do creativity, data, and risk modelling sound like something you could juggle in your everyday work? Do you enjoy exploring the data and are fascinated by its application in business? If you answered – yes, then we are looking for you!

Currently, we are looking for a data engineer for the IRB team. In this job, you will use your large toolbox of skills to handle the technical and analytical aspects of data management. You will also participate in the migration process bringing IRB models to a 21st-century model platform.

As a Data Engineer, you will be working as an integrated part of an international team in Vilnius and Copenhagen with no borders. If you think that your core values align with ours, mainly agility and collaboration, we are waiting for your application now!

• Hands-on experience in the data engineering field
• Experience with Python and SQL is a must; R, Git or Spark, is an advantage
• Higher education in quantitative sciences (i.e., mathematics, physics, engineering, statistics, IT, or similar)
• Interest in working with a large amount of data
• Experience with the credit risk parameters PD, LGD, and property valuation will be considered an advantage
• You must be a team player and be able to collaborate
• Excellent English skills (spoken and written)