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Are you enthusiastic about data and the field of data science? Do you take pride in your data assets and the data-driven decisions and insights they generate? And do you have experience developing credit risk models or other models? Then you might be our newest addition to our team of Data Scientists at SuperAI in Danske Bank!
Our department consists of 60+ professionals that works with other teams across the bank to understand, develop and exploit the banks data value chain. This enables us to master the end-to-end journey of our data, as well as our modelling and analytic products.
We are on a journey to fundamentally transform our IRB model landscape to comply with recently implemented EBA guidelines and are seeking an experienced model developer to join us in developing best-in-class credit risk models. You will be part of the team working on Probability of Default models for the largest business customers.
Our team is responsible for the entire model life cycle, covering everything from model design to developing robust solutions in Python, following software engineering best practices. Additionally, we ensure our models remain relevant and perform optimally in production.
Depending on your experience and knowledge, we may offer you different seniority of the role.
You will:
- Work on the top priority projects, which currently are focused on re-developing the Banks IRB models
- Develop end-to-end data science solutions – from understanding the problem and designing the model to deploying and maintaining the final solution
- Obtain relevant business and system knowledge to convert requirements efficiently to technical design documentation and conceptual data modelling and communicate with non-technical stakeholders
- Participate in setting and documenting the standards and best practices for data science at Danske Bank
- Engage in discussions with both internal auditors and external supervisors to ensure a comprehensive understanding of the details related to the developed models
- Provide input to our stakeholders to ensure our models are embedded into the banks relevant processes
About you:
- Proven experience working as a Data Scientist or in Data Engineering role
- Higher education within computer science, engineering, mathematics, physics or similar
- Previous experience in developing and supporting credit risk models (in particular, IRB models and associated frameworks)
- Expertise with Python, SQL, Spark
- Team-oriented and collaborative personality, while also being capable of organizing your own work
- A proactive approach to challenges and motivated to learn new concepts and methodologies
- An analytical mindset and a fact-based approach to problem solving
- Solid stakeholder management skills with effective communication abilities and advanced English skills, both written and spoken
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.
- Additional days of vacation
- Canteen services and free fruits
- Health insurance
- Third pillar pension fund
Location
- Vilnius, Vilniaus apskritis, Lithuania
Time of work
- Full-time
Languages
- English
- Lithuanian
Experienced Data Scientist for IRB Model Development
Consider us as “the engine of the bank” – while we do not provide banking services to customers in Lithuania, we are the brain and muscle behind many of Danske Bank’s services to our global customers. Our high-quality delivery and can-do approach led us to becoming a strategic site for Danske Bank, an international community of 22,000+ colleagues worldwide.
Danske Bank Lithuania is Danske Bank’s strategic unit, providing finance, IT and global business services to serve our customers worldwide. We are on a journey to push the banking boundaries and make constant improvements in how we operate. We aim to do this by combining the best of two worlds: the strengths of what Danske Bank has built over 150 years and the approach of start-ups to what we are going to create in the future.
We see diversity as our potential, and the cornerstone of our company’s success, that will ensure our continued competitiveness and innovative strength.
We try to create an inclusive workplace where differences are our strengths and where people feel valued and can realise their full capabilities.
Because of that, the critical focus point for us is to be able to recruit, develop and retain employees without attaching any specific labels to them.
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Vilnius
€ 2400 – 3000
Deadline: 2025.08.31