Lead Data Scientist: IRB Credit Risk Modeling

Danske Bank; København; Hybride; DKK 360 000 - 540 000; Plein temps

Avantages offerts par ce poste

Growth opportunities

Health & Well-being

Hybrid work

Extra leave days

Insurance & pension

Résumé du poste

Danske Bank is seeking a Chief Data Scientist to lead IRB LGD/CF model development within Risk Modelling and Analytics. You will own complex modelling topics, collaborate across Risk Management, Validation, IT, and data teams, and drive decisions shaping credit risk models.

You will build robust, explainable models using Python/SQL, contribute to regulatory dialogue, and mentor other Data Scientists. This role offers a Nordic employer with strong growth opportunities and hybrid work arrangements.

Qualifications

• 5+ years in data science, credit risk, or IRB model development.
• Strong IRB experience incl. LGD/CF models preferred.
• Proficient in Python and SQL with good software engineering habits.

Responsabilités

• Lead end-to-end development of IRB LGD and CF models from data exploration to documentation.
• Own complex modelling challenges and contribute to key methodological decisions.
• Build robust, explainable, and regulatory-compliant models using statistical and ML techniques.
• Act as a technical sparring partner, sharing knowledge with other Data Scientists.
• Contribute to regulatory dialogue and improve IRB modelling standards and practices.

Connaissances

Python

SQL

Data Science

Communication

Outils

GitHub Copilot

Description du poste

Danske Bank is seeking a Chief Data Scientist to lead IRB LGD/CF model development within Risk Modelling and Analytics. You will own complex modelling topics, collaborate across Risk Management, Validation, IT, and data teams, and drive decisions shaping credit risk models.

You will build robust, explainable models using Python/SQL, contribute to regulatory dialogue, and mentor other Data Scientists. This role offers a Nordic employer with strong growth opportunities and hybrid work arrangements.