Data Engineer - QuantumBlack, AI by McKinsey

McKinsey & Company; København; On-site; DKK 600,000 - 800,000; Full time

Benefits offered by this job

World-class benefits

Continuous learning opportunities

Global community inclusion

Job summary

McKinsey & Company is looking for a Data Engineer to design and maintain scalable data pipelines that support cutting-edge AI applications. This role involves collaboration with cross-functional teams to tackle complex challenges and directly support the firm's AI initiatives.

The ideal candidate will have a degree in Computer Science or Engineering and will be proficient in Python and SQL. You will work within a global community, contributing to innovative AI solutions as part of McKinsey’s commitment to delivering exceptional results for clients.

Qualifications

• 0-5+ years' experience in a data-focused role.
• Ability to write clean, well-documented code.
• Interest in Agentic AI and Generative AI.

Responsibilities

• Build foundational data infrastructure for AI applications.
• Design and maintain scalable data pipelines.
• Collaborate with cross-functional teams to tackle real-world challenges.

Skills

Python

SQL

Data engineering

Machine Learning

Business Intelligence

Git

Education

Degree in Computer Science or Engineering

Tools

Databricks

Snowflake

AWS

Azure

GCP

Job description

Location:

• Copenhagen
• Stockholm

As a Data Engineer, you will build the foundational data infrastructure that powers cutting‑edge AI applications leveraging LLMs, retrieval systems, workflows, and emerging agentic architectures.

You will design and maintain scalable data pipelines, manage secure data environments, and prepare data for AI‑driven systems while collaborating with cross‑functional teams and clients. You’ll tackle real‑world challenges by contributing to the development of next‑generation AI systems and grow as a technologist by working alongside diverse experts across industries.

In this role, you will design and build the scalable, reproducible data components essential for machine learning, agentic, and autonomous AI systems. You’ll assess data landscapes, apply data quality fundamentals, and prepare data for AI solutions. Additionally, you’ll learn to translate simple hypotheses into engineered features, manage secure data environments, and contribute to R&D initiatives focused on innovating and scaling next‑generation AI capabilities.

Your work will help solve some of the most complex and high‑impact challenges facing clients across industries. Collaborating across McKinsey’s QuantumBlack and Labs teams, you’ll help develop innovative AI capabilities and scalable enterprise solutions. You’ll help build robust data foundations for scalable, production‑ready AI systems. Your contributions will directly support the firm’s ability to accelerate AI adoption, solve complex business problems at scale, and enable clients to achieve meaningful, lasting impact.

You’ll be based in Copenhagen or Stockhoolm as part of our global Data Engineering community. Working in cross‑functional Agile teams, you’ll collaborate closely with Data Scientists, Machine Learning Engineers, and industry experts to deliver AI solutions. By partnering with clients from data owners to C‑level executives you’ll help solve complex problems that drive tangible business value and begin to build your skills as a client‑facing technologist.

This role offers a unique opportunity to grow at the forefront of AI, data engineering, and emerging agentic technologies. You’ll develop expertise at the intersection of technology and business by tackling diverse challenges in the evolving AI landscape. Working alongside multidisciplinary teams, you’ll gain a holistic understanding of how data engineering enables advanced AI while collaborating with some of the leading AI and data experts in the industry.

Driving lasting impact and building long‑term capabilities with our clients is not easy work. You are the kind of person who thrives in a high performance/high reward culture - doing hard things, picking yourself up when you stumble, and having the resilience to try another way forward.

In return for your drive, determination, and curiosity, we’ll provide the resources, mentorship, and opportunities you need to become a stronger leader faster than you ever thought possible. Your colleagues—at all levels—will invest deeply in your development, just as much as they invest in delivering exceptional results for clients. Every day, you’ll receive apprenticeship, coaching, and exposure that will accelerate your growth in ways you won’t find anywhere else.

When you join us, you will have:

• Continuous learning: Our learning and apprenticeship culture, backed by structured programs, is all about helping you grow while creating an environment where feedback is clear, actionable, and focused on your development. The real magic happens when you take the input from others to heart and embrace the fast‑paced learning experience, owning your journey.
• A voice that matters: From day one, we value your ideas and contributions. You’ll make a tangible impact by offering innovative ideas and practical solutions, all while upholding our unwavering commitment to ethics and integrity. We not only encourage diverse perspectives, but they are critical in driving us toward the best possible outcomes.
• Global community: With colleagues across 65+ countries and over 100 different nationalities, our firm’s diversity fuels creativity and helps us come up with the best solutions for our clients. Plus, you’ll have the opportunity to learn from exceptional colleagues with diverse backgrounds and experiences.
• World‑class benefits: On top of a competitive salary (based on your location, experience, and skills), we provide a comprehensive benefits package to enable holistic well‑being for you and your family.

Your qualifications and skills

• Degree in Computer Science/Engineering, or equivalent experience.
• 0‑5+ years’ experience in a data‑focused role (internships, academic projects).
• Ability to write clean, well‑documented code in a modern programming language, with a strong preference for Python and SQL.
• Interest in or exposure to data engineering in the context of Agentic AI, Generative AI, Machine Learning, or Business Intelligence across different types of data formats (structured vs unstructured) and processing methods (streaming vs batch).
• Familiarity with commonly used data platforms (Databricks, Snowflake, BigQuery, PSQL, etc.), cloud platforms (AWS, Azure, GCP) and engineering tools (Pandas, Spark, dbt, LangChain, etc.).
• Exposure to modern software development practices, including version control (Git) and foundational concepts in DevOps and MLOps/LLMOps and CI/CD principles.
• Strong communication skills, both verbal and written, in English and local office language(s).
• Exceptional time management in a complex and largely autonomous work environment.
• Willingness to learn quickly and adapt to different project situations and tech stacks.
• Experience using coding agents (Cursor, Claude Code, Codex, etc.) is a plus.