Are you an experienced IRB model developer who is looking for a new opportunity? Do you want to be part of shaping the future IRB model landscape in Danske Bank? Then come join our team of data scientists in the SuperAI department!

We are on a journey of fundamentally transforming our IRB 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.

You will join the IRB development team within the SuperAI department consisting of 80+ employees. Here, our aim is to build data science products to uncover and harness the value in our data and improve decision making at Danske Bank.

Our team oversees the entire model life cycle, from model design, to developing robust solutions in Python using best practices from software engineering to model implementation.

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

You will:

• Develop end-to-end data science solutions for PD, LGD, EAD models – from understanding the problem and designing the model, to deploying the final solution
• Be a mentor for junior data scientists in the team, sharing your own knowledge and experience within data science, in general, and IRB modelling in particular
• Communicate with non-technical stakeholders - distil complex concepts into a format that is easily understood, so that we can get the relevant business input to allow us to build representative and appropriate models
• Participate in setting and documenting the standards and best practices for data science at Danske Bank

About you:

• Deep knowledge of PD, LGD & EAD modelling through hands-on development and implementation of industry standard models in your previous workplace(s)/ including newly implemented EBA guidelines
• Solid background in the mathematics underpinning data science and machine learning methodologies, as well as experience of implementing and deploying models using software engineering best practices
• Experienced Python programmer (or similar OOP language)
• Solid data science skills, especially within machine learning techniques applicable to IRB, storytelling through data and deployment of models to a production environment (version control, CI/CD tools, model performance tracking, etc.)
• Good communication skills
• Self-driven and collaborative mindset with the capability of thinking out-of-the-box
• Upper-Intermediate English skills

Don't meet every single requirement? At Danske Bank we are committed to building a diverse, inclusive, and authentic workplace, so if you are interested in this role but your experience doesn't align perfectly with every qualification in the job description, we encourage you to apply anyway.

“Everyone is welcome – bring your authentic and full self to work.”

We offer:

This position can be located both in Lithuania and Denmark. If the position is located in Lithuania the monthly salary range will be from 3280 EUR to 4920 EUR gross (based on your competencies relevant for the job).

Additionally, each Danske Bank employee receives employee benefits package (benefits are only valid for Lithuania the same as the salary ranges) 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.

See all the benefits HERE.

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

If you're interested in this role and joining my team, feel free to contact me - Kotryna Paulauskiene via LinkedIn, and I will answer your questions!

#DK