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We are on a journey of fundamentally transforming our Credit Risk model landscape to comply with recently implemented EBA guidelines and are looking for an expert to join us in developing best-in-class PD, LGD & EAD models for capital allocation, impairments, and internal steering.
Our department of 80+ employees master the entire model life cycle, from model design, to developing robust solutions in Python using best practices from software engineering to maintenance and monitoring to ensure our models remain relevant and performant.
We strive to build a culture that is open and collaborative, and where team members come to work to have fun with colleagues while delivering impactful solutions for Danske Bank and society. You will be joining an international team, located between Copenhagen and Vilnius, therefore solid English skills are a necessity for this role.
You will:
- Contribute to the development, deployment and operations of our data science solutions – from the initial research and design to operations
- Design and implement the technical framework for building and deploying models
- Ensure that models are trained, tested and integrated into the banks systems in an optimal and stable way
- Co-develop and document standards and best practices for ML Engineering
About you:
- Knowledge of the model lifecycle and key concepts of ML Ops
- Software engineering background with good knowledge around software development best practices including code testing and code quality
- Professional experience with Python and preferably other software development languages
- Experience working with CI/CD pipelines
- Curiosity, eagerness to learn, and an openness to new methodologies and techniques
- Higher education within mathematics, engineering, computer science, physics or similar
- Upper-Intermediate English language skills
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
ML Engineer for IRB Models
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.