Senior Data Scientist: AI for Fraud & Risk in Banking

Lunar Denmark; Aarhus; Hybrid; DKK 900,000 - 1,300,000; Full time

Benefits offered by this job

Pension

Health insurance

Enhanced parental leave

Job summary

Lunar Denmark in Aarhus is seeking a Senior Data Scientist to bring data and machine learning into how we prevent fraud, manage risk, and grow the business.

You will design, build, and deploy ML models for fraud detection, transaction monitoring, loan risk, and customer scoring; build experimentation frameworks with MLflow and Metaflow; and partner with data engineers, analysts, and stakeholders to turn insight into decisions.

Qualifications

• Experience developing and deploying machine learning models in a production environment.
• Proficiency in Python and relevant ML libraries (e.g., scikit-learn, TensorFlow, PyTorch)
• Experience with cloud-based ML platforms such as AWS SageMaker or Kubeflow
• Solid grounding in machine learning, statistical modeling, and data analysis techniques — experience in financial services or another regulated industry is a plus
• Strong problem-solving and communication skills, with the ability to translate technical concepts into business insight

Responsibilities

• Design, build, and deploy machine learning and statistical models across fraud detection, transaction monitoring, loan risk assessment, customer risk scoring, and sales and lead generation
• Build and operate experimentation and evaluation frameworks — using tools like MLflow and Metaflow — with strong test sets and benchmarks across projects
• Dive into data analysis and feature engineering to keep pushing model performance further
• Partner closely with data engineers, analysts, and business stakeholders to define requirements and turn insight into decisions
• Document models, methodologies, and results clearly, and bring the latest ML and GenAI advances into how Lunar builds

Skills

ML model deployment

Python

ML libraries

Data analysis

Communication

Tools

MLflow

Metaflow

AWS SageMaker

Kubeflow

TensorFlow

PyTorch

Job description

Lunar Denmark in Aarhus is seeking a Senior Data Scientist to bring data and machine learning into how we prevent fraud, manage risk, and grow the business.

You will design, build, and deploy ML models for fraud detection, transaction monitoring, loan risk, and customer scoring; build experimentation frameworks with MLflow and Metaflow; and partner with data engineers, analysts, and stakeholders to turn insight into decisions.