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Risk Data Scientist in Risk Tribe

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Risk is at the core of everything we do as the bank. Modelling plays an important role in risk management to understand, interpret and eventually predict the risks that we might face as the bank. Would you like to gain an insight into these risks while developing yourself personally and professionally?

Organised as a matrix the Risk Tribe brings together business and IT professionals into cross-functional squads and specialist chapters, which enables us to work in a truly agile organisation.

As Risk Data Scientist you will belong to the Risk Data Science Chapter as well as the Impairment Data Analytics Squad. The squad is composed of colleagues mastering diverse technical and methodical disciplines allowing you to work in close collaboration with data engineers, developers and credit analysts. Your main focus will be on the impairment model including forward-looking elements and the best estimate of the Bank’s impairments based on different scenarios.

The Risk Data Scientist Chapter consists of skilled Risk Data Scientists, who share and define best practices and knowledge within data science and machine learning.

You will face a great opportunity to gain a deep understanding of Danske Bank’s business model and to get hands-on experience in a pivotal area of risk management.

Mission

  • Co-own the impairment model for the Bank’s impairment calculation
  • Ongoing development and maintenance of the impairment model
  • Contribute to sensitivity analyses and interpretation of modelled results
  • Play a crucial role in migrating model from current local environment to cloud
  • Handle a wide range of stakeholders across the Bank while acting as an impairment expert
  • Continuously seek improvements in process and automation opportunities while applying best practices
  • Be part of an agile organization coordinating the transformation and improving the ways we do risk data scientist work for Risk management in the bank

Skills

We expect that you

  • Have a proven track record in data modelling and can apply it when solving business problems
  • Have some experience with Python, PySpark or Hadoop. In addition, knowing Azure DevOps or AWS cloud would be considered a benefit
  • Are a self-driven person with a methodical mind-set and have a skilled sense of taking responsibility
  • Have an academic background in mathematics, econometrics, data science or similar
  • Can communicate complex matters in a simple and understandable way
  • Have skilled stakeholder management skills
  • Are curious to learn and understand how impairments are playing an important  part in running the bank
  • Possess 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 2720 EUR to 4080 EUR gross EUR/monthly).

Your title in job contract will be Data Scientist (IT Data Scientist), Associate.

Jens Leyde