- Skelbimas
- Atlygis/Miestas
- Apie įmonę
Area
Do you enjoy data and modelling as much as we do? Are you fascinated by owning modelling solutions that are used in the financial world? Yes! If you think that your core values align with ours (team up, own it, and be open), we are waiting for your application now!
Combine your data and math skills and become an expert in our credit risk models for the Internal Ratings-Based (IRB) approach in Danskes IRB Framework. The IRB Framework team consists of approximately 25 employees working in Vilnius and Copenhagen with different educational backgrounds, ranging from economists and regulatory experts to model specialists with mathematical or data expertise. What combines us is not only an informal atmosphere and a flat organisation but also a very close collaboration across geographic locations.
Most of your daily work will be related to data, programs, and analyses in one or the other way, but team efforts, development, and empowerment are at the top of the agenda. You will also collaborate with key stakeholders across the Group to obtain the necessary understanding and acceptance of the final results. As well as make the models appear transparent across all units.
The IRB credit risk models are of key importance to Danske Bank. They are widely used across the whole Group, and the key application is in the calculation of own funds capital requirements. The models are highly regulated in the different markets, and there is a heavy focus on strong governance, which ensures the high quality of the models in production.
Depending on your experience and knowledge, we may offer you different seniority of the role.
You will:
- Become the technical expert of our IRB models in production (i.e., PD models, LGD models, EaD models, etc.) and provide expertise and insights to stakeholders and model users
- Perform data analyses, model monitoring, validation tasks, and data preparation for various purposes
- Implement model changes, when necessary, following the IRB governance process
- Present your findings to relevant stakeholders in an easily understandable language and gather clarification of business needs
- Drive improvements and simplifications of the processes within the modelling area
- Be a mentor and support less experienced colleagues
About you:
- At least 2-3 years of experience in data science and modelling
- Higher education in quantitative sciences (i.e. mathematics, physics, economics, engineering, statistics or similar)
- Proven experience in combining business knowledge and needs with model development skills
- Experience with SQL, Python or similar
- Advanced English skills (spoken and written)
- High focus on collaboration
- Experience with the credit risk parameters PD, EaD and LGD or AVM is desirable
We offer
Monthly salary range from 3200 EUR to 4800 EUR gross (based on your competencies relevant for the job).
Additionally, each Danske Bank employee receives employee benefits package 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; health insurance from the first day of employment; mental well-being practices; partial psychologist counselling compensation; silence and sleep zones at the office; game rooms.
- Hybrid working conditions: 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.
- Additional days of vacation
- Health insurance from the first day of employment
- Third pillar pension fund
- Free parking & charging ports - cars, bicycles, e-scooters
Vietovė
- Vilnius, Vilniaus apskritis, Lietuva
Laikas
- Visa darbo diena
Kalbos
- Anglų
- Lietuvių
Senior Data Scientist in IRB Framework
Consider us as “the engine of the bank” – while we do not provide banking services to customers in Lithuania, we are the brain and muscle behind many of Danske Bank’s services to our global customers. Our high-quality delivery and can-do approach led us to becoming a strategic site for Danske Bank, an international community of 22,000+ colleagues worldwide.
Danske Bank Lithuania is Danske Bank’s strategic unit, providing finance, IT and global business services to serve our customers worldwide. We are on a journey to push the banking boundaries and make constant improvements in how we operate. We aim to do this by combining the best of two worlds: the strengths of what Danske Bank has built over 150 years and the approach of start-ups to what we are going to create in the future.
We see diversity as our potential, and the cornerstone of our company’s success, that will ensure our continued competitiveness and innovative strength.
We try to create an inclusive workplace where differences are our strengths and where people feel valued and can realise their full capabilities.
Because of that, the critical focus point for us is to be able to recruit, develop and retain employees without attaching any specific labels to them.