Senior Data Engineer in Credit Risk Modeling

Application period has expired.

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!

You will:

  • Drive the model migration to OpenShift
  • Participate in data discovery, profiling, modelling, and translating high-level business requirements into ETL specifications
  • Collaborate with data scientists on the development initiatives
  • Explore & Process (Exploration, analyses, metrics, cleaning, transformation)
  • Creating and maintaining sound data practices
  • Drive improvements and simplification of the processes within the data area

About you:

  • 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)

Join our team!

We are looking for a curious and knowledgeable team member with hands-on experience in modelling.

Gabriele Mongirdaite,

Application period has expired.

If you are interested, please send your CV in English no later than 26.01.2021. Confidentiality guaranteed.

Your title in job contract will be Data Scientist – Senior.

Please contact if you have any questions.
Gabriele Mongirdaite
Phone number +37062691697