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 or other models? Then you might be our newest addition to our team of Data Engineers and Data Scientists at SuperAI in Danske Bank!

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 data, as well as our modelling and analytic products.

We are on a journey to fundamentally transform our IRB model landscape to comply with recently implemented EBA guidelines and are seeking an experienced model developer to join us in developing best-in-class credit risk models. You will be part of the team working on Probability of Default models for the largest business customers.

Our team is responsible for the entire model life cycle, covering everything from model design to developing robust solutions in Python, following software engineering best practices. Additionally, we ensure our models remain relevant and perform optimally in production.

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

Mission

• 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
• Participate in setting and documenting the standards and best practices for data science at Danske Bank
• Engage in discussions with both internal auditors and external supervisors to ensure a comprehensive understanding of the details related to the developed models
• Provide input to our stakeholders to ensure our models are embedded into the bank’s relevant processes

Skills

• Proven experience working as a Data Scientist or in Data Engineering role
• Higher education within computer science, engineering, mathematics, physics or similar
• Previous experience in developing and supporting credit risk models (in particular, IRB models and associated frameworks)
• Expertise with Python, SQL, Spark
• Team-oriented and collaborative personality, while also being capable of organizing your own work
• A proactive approach to challenges and motivated to learn new concepts and methodologies
• An analytical mindset and a fact-based approach to problem solving
• Solid stakeholder management skills with effective communication abilities and advanced English skills, both written and spoken

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 3440 EUR to 5160 EUR gross EUR/monthly).

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

Anne Mette Skousen