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Risk is at the core of everything we do as the bank. Modelling plays an important role in risk management to understand, interpret and eventually predict the risks that we might face as the bank. Would you like to gain an insight into these risks while developing yourself personally and professionally?
Organised as a matrix the Risk Tribe brings together business and IT professionals into cross-functional squads and specialist chapters, which enables us to work in a truly agile organisation.
As Risk Data Scientist you will belong to the Risk Data Science Chapter as well as the Impairment Data Analytics Squad. The squad is composed of colleagues mastering diverse technical and methodical disciplines allowing you to work in close collaboration with data engineers, developers and credit analysts. Your main focus will be on the impairment model including forward-looking elements and the best estimate of the Bank’s impairments based on different scenarios.
The Risk Data Scientist Chapter consists of skilled Risk Data Scientists, who share and define best practices and knowledge within data science and machine learning.
You will face a great opportunity to gain a deep understanding of Danske Bank’s business model and to get hands-on experience in a pivotal area of risk management.
You will:
- Co-own the impairment model for the Bank’s impairment calculation
- Ongoing development and maintenance of the impairment model
- Contribute to sensitivity analyses and interpretation of modelled results
- Play a crucial role in migrating model from current local environment to cloud
- Handle a wide range of stakeholders across the Bank while acting as an impairment expert
- Continuously seek improvements in process and automation opportunities while applying best practices
- Be part of an agile organization coordinating the transformation and improving the ways we do risk data scientist work for Risk management in the bank
About you:
We expect that you
- Have a proven track record in data modelling and can apply it when solving business problems
- Have some experience with Python, PySpark or Hadoop. In addition, knowing Azure DevOps or AWS cloud would be considered a benefit
- Are a self-driven person with a methodical mind-set and have a skilled sense of taking responsibility
- Have an academic background in mathematics, econometrics, data science or similar
- Can communicate complex matters in a simple and understandable way
- Have skilled stakeholder management skills
- Are curious to learn and understand how impairments are playing an important part in running the bank
- Possess Intermediate English skills
We offer
Monthly salary range from 2720 EUR to 4080 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; health insurance from the first day of employment; mental well-being practices; partial psychologist counselling compensation; silence and sleep zones at the office; game rooms.
- Hybrid working conditions: 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 from the first day of employment
- Free parking & charging ports - cars, bicycles, e-scooters
Location
- Vilnius, Vilniaus apskritis, Lithuania
Time of work
- Full-time
Languages
- English
- Lithuanian
Jens Leyde
+45 40 38 69 04
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.