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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? 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 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 Group’s 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.

Mission

• Work on the top priority projects, which are currently focused on re-developing the Bank’s 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 Bank’s 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

Skills

• 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:

We will ensure that exact salary offered for you will be based on your qualifications, competencies, professional experience and requirements for the corresponding job function (salary range from 3280 EUR to 4920 EUR gross EUR/monthly).

Your title in job contract will be Data Scientist, Senior.

Mojtaba Shabani