Danske Bank A/S Lietuvos filialas
Danske Bank A/S Lietuvos filialas

Senior Data Scientist for Stress Testing the Credit Portfolio Losses

3.280 - 4.920 €
Neatskaičius mokesčių
4 Peržiūros

Area

Join our collaborative team driving the Stress test calculations on loan losses at Danske Bank. We are responsible for maintaining and operating a suite of models utilised by several departments across the bank.

A key aspect of the role is the ability to aggregate and present model outputs in a clear and understandable manner. Our team also supports the strategic risk steering of the bank through quantitative analysis, including setting risk tolerance levels to protect the bank against severe losses and conducting ‘what if’ analyses such as scenarios involving the return of inflation, increasing interest rates, and decreasing house prices.

You will join a friendly team of eight data scientists with diverse quantitative backgrounds. Half of the team is based in Copenhagen, while the other half works from Vilnius..

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

Mission

  • Co-own the continuous development and optimisation of the bank’s stress test models in Python
  • Engage with stakeholders and continuously improve the understanding and presentation of model outputs
  • Deliver input to the dialogue with the bank’s auditors, model validators, external audit, and regulatory authorities

The tasks of the team are varied and model-centric, and we value the diverse skills each team member brings. If you are passionate about data science and are ready to embark on your career with us, we encourage you to apply.

Skills

  • Proficiency in Python
  • Experience in presenting and visualising complex data to stakeholders
  • Experience in working with Amazon Web Services (AWS) cloud-based setups
  • A solid quantitative background
  • Proactive mindset with great collaboration and communication skills
  • Analytical skills with the ability to communicate technical information in a non-technical and concise manner
  • Banking experience is welcome but not essential; however, a genuine interest in exploring the fascinating world of banking is expected
  • Experience in building and operating models is highly valued
  • Upper-intermediate English both written and oral

We invite candidates with a degree in a quantitative field to apply, even if you do not meet every skill listed. Your enthusiasm and potential could be exactly what we need.

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.

Lars Thejls Aagaard
City:

Vilnius

Remote work:

No

Working time:

Full time

Valid till:

2025-02-26

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