Senior Data Scientist in the IRB team

Application period has expired.

Do you enjoy data as much as we do? Are you fascinated by defining modelling solutions, which are used in the financial world? Yes! Connect with us in Danske Bank and join our dedicated team of credit risk model developers!

Combine your maths and data skills and support us in developing and maintaining our credit risk models for the Internal Ratings-Based (IRB) approach in Danske. Most of your daily work is related to data in one or the other way, but the highest on the agenda are team efforts and empowerment. With a colleague as a buddy to support you during your first months, you will quickly gain responsibility, which will then enable you to help us defining our next generation of credit risk models (PD, LGD, EAD, etc.). As part of this, you will also collaborate with key stakeholders across the Group in order to obtain the necessary understanding and acceptance of the final results as well as make the models appear transparent across all units.

As a Senior Data Scientist in Danske, you will be working as an integrated part of an international team in Vilnius and Copenhagen. If you think that your core values align with ours (collaboration, agility, expertise and integrity), we are waiting for your application now!

You will be located in Vilnius office.

You will:

  • Maintainance and development of credit risk models, incl. data preparation, methodology design and technical implementation
  • Data analysis, interpretation and usage in risk modelling
  • Presentation of your findings to relevant stakeholders in an easily understandable language and gathering clarification of business needs
  • Providing expertise and insight to stakeholders regarding credit risk modelling area
  • Driving improvements and simplifications of the processes within the modelling area
  • Mentor and support of less experienced colleagues

About you:

  • Higher education in quantitative sciences (i.e. mathematics, physics, economics, engineering, statistics or similar)
  • Work experience in data science, modelling
  • Experience in combining business knowledge and needs with model development skills
  • Experience with SQL, R and/or Python or similar
  • Solid English skills (spoken and written)
  • Experience with the credit risk parameters PD, EAD and LGD will be considered as an advantage
  • You should be a team-oriented person

Join our team!

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

Mark Gregor Thomas, Head of Credit Risk Modelling Team 4

How will your day look like?

You can expect to spend 80% of your time working with data and coding and 20% of your time on analyses, modelling, documentation and other tasks.

Application period has expired.

If you are interested, please send your CV in English no later than 14.01.2021. Confidentiality guaranteed.

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

Please contact if you have any questions.
Mark Gregor Thomas
Phone number +45 42 20 94 41