- Skelbimas
- Atlygis/Miestas
- Apie įmonę
Area
Portfolio & Loss Intelligence is responsible for the impairment calculation in Danske Bank. This includes maintaining and operating a suite of expected loss and stress test models used in the bank.
You will join a team of 7 employees with solid quantitative backgrounds and be situated in our office in Vilnius. We encourage hybrid working so work is a mix of working from the office and from home. Half of the team works out of Denmark, and the other half works out of Lithuania. The team is centrally placed in Group Risk Management and works closely with other risk teams, Technology and Services, CFO area, and Business Units.
In this job, you will need to use your analytical powers in unison with your knowledge of models to maintain and implement changes to our expected loss and stress test models. The models are crucial for the bank and is used for reporting in the financial statements and but also to safe guard the bank as part of the internal risk appetite. The ability to communicate technical information in a non-technical and concise manner and the natural drive to take ownership of tasks is key to succeeding in the role.
*Depending on your experience and knowledge, we may offer you different seniority in the role.
You will:
- Own a joint of running the bank’s impairment and stress test models, including maintenance and implementation of changes to the bank’s models running in PySpark on Hadoop
- Optimise process across different tasks with a focus on continuous improvement
- Work with the extraction of data from the bank’s systems and use the data to solve requests. These can be specific inquiries from the Banks auditors or model validators, external audit, the Danish FSA, or from senior management
- Work independently on complex ad-hoc requests, where the knowledge of impairments gained from being part of the team will be put to broader use within the bank
About you:
- Prior experience with Python/ PySpark /Hadoop is a big plus
- Similarly experience from building and/or operating models in a data driven organisation is highly valued – could be skills in model governance, version controlling or other areas.
- Knowledge of SQL is key to the position, while knowledge of Tableau, Alteryx, or similar tools would be considered an advantage
- Prior banking experience is not a pre-requisite if you are prepared for a steep learning curve
- Good collaboration skills and ability to coordinate and communicate well with others
- Experience in communicating with IT departments while also understanding the business side
- A quantitative education (preferably with an associated academic qualification)
- Good English skills (spoken and written)
We offer
Monthly salary range from 2240 EUR to 3360 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 paid days off: 2 to recharge, 2 sick days, 1 for volunteering, for round birthdays, for seniority in Danske Bank;
- Monetary compensation package: accidents & critical diseases insurance; financial support in case of unfortunate events, travel insurance; IIIrd Pillar Pension Fund contribution after 1 year of working;
- Free parking & charging ports - cars, bicycles, e-scooters
- 24/7 gym services and group trainings
- Canteen services and free fruits
- Kids playroom
Vietovė
- Vilnius, Vilniaus apskritis, Lietuva
Laikas
- Visa darbo diena
Kalbos
- Anglų
- Lietuvių
Data Scientist for Expected loss and Stress test models
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.