Experienced Data Scientist in Risk Modelling and Analytics

Job Description

Are you a committed PD model developer who is looking for a new opportunity? Do you want to be part of shaping the future IRB model landscape in Danske Bank? Then come join our team of Data Scientists in Risk Modelling and Analytics department!

We are on a journey of transforming our IRB model landscape to comply with recently implemented EBA guidelines and are looking for an expert to join us in developing best-in-class PD models for capital allocation, impairments, and internal steering.

You will join the PD development team within the Risk Modelling and Analytics department consisting of 80+ employees. Here, our mission is to build data science products to uncover and harness the value in our data and improve decision making at Danske Bank.

Our team master’s the entire model life cycle, from model design, to developing robust solutions in Python using best practices, from software engineering to maintenance and monitoring to ensure our models remain relevant.

You will

• Develop end-to-end data science solutions for PD models – from understanding the problem and designing the model, to deploying and maintaining the final solution
• Be a mentor for junior data scientists in the team, sharing your own knowledge and experience within data science, in general, and PD modelling in particular
• Communicate with non-technical stakeholders - distil complex concepts into a format that is easily understood, so that we can get the relevant business input to allow us to build representative and appropriate models
• Participate in setting and documenting the standards and best practices for data science at Danske Bank
  
  

About You

• At least 3 years of experience in building data science solutions or IRB Model development
• A solid background in the mathematics underpinning data science and machine learning methodologies, as well as experience of implementing and deploying models using software engineering best practices
• Practioner’s knowledge of PD specific IRB regulation, including newly implemented EBA guidelines
• Experienced python programmer (or similar OOP language)
• Solid data science skills, especially within machine learning techniques applicable to IRB, storytelling through data and deployment of models to a production environment (version control, CI/CD tools, model performance tracking, etc.)
• Solid stakeholder management experience
• Self-driven and team goal oriented
  
  

We offer:

Monthly salary range from 3440 EUR to 5160 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; additional health insurance; mental well-being practices; partial psychologist counselling compensation; silence and sleep zones at the office; game rooms.
• Hybrid working conditions: Work from home up to two days a week; 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.
  
  

See all the benefits HERE.

Your job function (position) in the job contract will be Data Scientist, Senior. From 1 April 2026 it will be renamed to AI Science under our new job architecture, with no impact on the role or responsibilities.

If you're interested in this role and joining my team, feel free to contact me - Kotryna Paulauskiene via LinkedIn, and I will answer your questions!

About Us

Danske Bank is a Nordic bank with bridges to the world around us. For 150 years, we have supported people and businesses in releasing their potential. A career with us is an opportunity to join a community of 22,000 colleagues in a culture where we are committed to Teaming Up, Owning It and Being Open. Together, we are on a journey to transform Danske Bank into a better bank. For our customers, our employees and the societies around us.