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Experienced Data Scientist for IRB Model Development
Danske Bank Lithuania
Experienced Data Scientist for IRB Model Development
Danske Bank Lithuania
Experienced Data Scientist for IRB Model Development
Danske Bank Lithuania

Experienced Data Scientist for IRB Model Development

Danske Bank Lithuania

Area

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? Then you might be our newest addition to our team of Data Engineers and Data Scientists at the SuperAI Centre of Excellence in Danske Bank!

Join the SuperAI Centre of Excellence team
For 150 years, Danske Bank has strived to be a driver of growth and development in society. At this time, the bank has amassed experience and huge volumes of data that have and can be connected to open a treasure trove of information with societal impact. Our department consists of 60+ professionals that work 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 big data, as well as our modelling and analytic products.

Currently, we are developing the Groups new suite of IRB Credit Risk models (PD, LGD, and EAD), a task of critical importance to the Group and under significant regulatory scrutiny. Furthermore, we support the task of uncovering and preventing money laundering and other financial crimes, provide credit risk metrics that ensure Danske Bank has a real-time data-driven understanding of the risks it takes on, and conduct academic research to further data efforts within the financial sector.

As a Senior Data Scientist, you will participate in setting and documenting standards and best practices for data science at Danske Bank. You will also be a mentor for junior Data Scientists in the team, sharing your knowledge and experience within data science.

Depending on your experience, you may be offered a different seniority of the role.

You will:

  • Work on the top priority projects, which are currently 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 efficiently convert requirements to technical design documentation and conceptual data modelling and communicate with non-technical stakeholders
  • Develop a sustainable, efficient, and scalable data pipeline for both batch and real-time that meets best practices and is always monitored
  • Work on developing a good understanding of the Banks data to take proactive action on data abnormalities and monitoring cases, as well as user misunderstandings of exposed data
  • Optimise data delivery, automate manual processes, and improve data quality

About you:

  • 2+ years of experience as a Data Scientist or Data Engineer
  • Experience developing and supporting credit risk models, in particular IRB models and associated frameworks
  • Expertise with Python, SQL, and Spark
  • Hands-on experience with git and coding best practices
  • Higher education within computer science, engineering, mathematics, physics, or similar
  • An analytical mindset as well as a fact-based approach to problem solving
  • You are curious, eager to learn, and open to new methodologies and techniques
  • Upper-Intermediate English skills

We offer

Monthly salary range from 3280 EUR to 4920 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: 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
  • Additional health insurance package
  • Third pillar pension fund
  • Free parking & charging ports - cars, bicycles, e-scooters
Брутто-зарплата в месяцБрутто/мес.  € 3280 - 4920

Место работы

    Vilnius, Vilniaus apskritis, Литва

Тип работы

  • Полный рабочий день

Языки

  •  Английский
  •  Литовский
Контактное лицо
Experienced Data Scientist for IRB Model Development
In Danske Bank Lithuania we gathered smart, innovative and open colleagues with can-do mindset, who are reimagining banking services and creating an ingenious product portfolio, and at the same time – ensure smooth daily operations of the entire Danske Bank Group.

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.



Вебсайт компанииhttps://job.danskebank.lt/