Experienced Data Scientist for IRB model development

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!
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. In 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 works with other teams across the bank to understand, develop and exploit the bank's 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, EAD), a task of critical importance 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 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. In the role you get to:

• 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.
• Develop sustainable, efficient, and scalable data pipeline for both batch and real-time that meet best practices and are always monitored.
• Work with developing a good understanding of the banks data to take proactive action on data abnormalities and monitoring cases, as well as user miss-understanding of exposed data.

Additionally, you will be tasked with optimizing data delivery, automating manual processes and improving data quality.

Analytical Data Scientist with knowledge and interest in machine learning
As a person you have 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. We imagine that you possess:

• Higher education within computer science, engineering, mathematics, physics or similar.
• 2+ years of experience as a Data Scientist or Data Engineering role.
• Experience developing and supporting credit risk models – in particular IRB models and associated frameworks.
• Expertise with Python, SQL, Spark.
• Hands-on experience with git and coding best practices.

Does this sound like you? Don't hesitate to apply!
If you have any questions regarding the profile, please reach out to Mojtaba Tabatabaeipour, Head of Data Science Compliance, e-mail: [email protected].

We are reviewing applications on an ongoing basis, so do not hesitate to apply for the position if this opportunity aligns with your career goals.

If the position is to be based in Lithuania, your title in job contract will be Data Scientist, Senior and the salary range will be from 3280 EUR to 4920 EUR gross (based on your competencies relevant for the job).

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

We are looking forward to hearing from you!
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Adresse:
Bernstorffsgade 40
1577 København V