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Data Scientist in Group Impairments

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Would you like to become a central part of running the bank’s impairment process as well as maintaining and implementing changes to the model in Hadoop? Join us in Group Impairments, where you will be able to make a difference and help us build a better bank.

Group Impairments are responsible for the impairment calculation in Danske Bank. This includes an in-depth understanding of the legal landscape covering the area, the models used for running the analysis, and the business procedures involved in classifying our customers.

You will join a team of 7 employees with solid quantitative backgrounds and be situated in our office in Vilnius. Half of the team works out of Denmark, and the other half works out of Lithuania. The team is centrally placed in Group Risk Management and works closely with other risk teams, Technology and Services, CFO area, and Business Units.

In this job, you will need to use your analytical powers in unison with your knowledge of models to maintain and implement changes to our IFRS9 model. The model is crucial for the bank and is used to find the best solutions to support the impairment process and ensure comprehensive risk reporting to stakeholders. To be successful in this role, you should be motivated and results-oriented, but at the same time a team player. Therefore, the ability to communicate technical information in a non-technical and concise manner and the natural drive to take ownership of tasks will be considered a big plus.

Depending on your experience and knowledge, we may offer you different seniority of the role.

Mission

  • Joint ownership of running the bank’s impairment process, including maintenance and implementation of changes to the bank’s IFRS9 model running in Hadoop
  • Driving process optimization across different tasks
  • Work with the extraction of data from the bank’s systems and use the data to solve requests. These can be specific inquiries from the Banks auditors, external audit, the Danish FSA, EBA, or from senior management
  • Working independently on complex ad-hoc requests, where the knowledge of impairments gained from being part of the team will be put to broader use within the bank

Skills

  • Experience with Python/ PySpark /Hadoop is crucial
  • Experience from working in a financial institution or similar field, where advanced models are a vital part of daily operation, is an advantage
  • Knowledge of SQL is key to the position, while advanced SQL knowledge, along with Tableau, Alteryx, or similar tools would be considered an advantage
  • Solid ownership of deliveries and meticulous approach to problem-solving
  • Good collaboration skills and ability to coordinate and communicate well with others
  • Ability to coordinate robust end-to-end solutions and have a focus for continuous improvement
  • Experience in communicating with IT departments while also understanding the business side
  • Higher education (preferably with an associated academic qualification)
  • Great English skills (spoken and written)

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 3000 EUR to 5000 EUR gross EUR/monthly).

We care about your well-being and work-life balance, so we offer a whole package of benefits for you in addition! Check this out

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

Daniel Wald