Location: Vilnius, Lithuania

Are you interested in data and its application in data science? Do you take pride in creating efficient data pipelines and collaborating with users and stakeholders? Then you might become the newest addition to our team of data engineers at Danske Bank!

At Danske Bank, we are on a journey of transforming our credit risk model landscape to comply with recently implemented EBA guidelines. Therefore, we are looking for a new colleague to join us in developing best-in-class PD, LGD & EAD models used for capital allocation, impairments, and internal risk steering.

Our department, Risk Modelling & Analytics, consists of 80+ employees that collaborate with other teams across the bank to oversee the entire model life cycle, from model design, over development of robust solutions in Python, to maintenance and monitoring in order to ensure our models remain relevant and compliant. You will work in the Data Engineering Central team of the department.

We aim to build a culture that is open and collaborative, and where team members come to work to have fun with colleagues while delivering impactful solutions for Danske Bank and society. You will join an international team, located between Copenhagen and Vilnius, and thus solid English skills are a necessity for this role.

You will

•    Work on high-priority projects encompassing re-development of the bank’s IRB models
•    Be a point of reference for data engineering topics in projects, while collaborating with stakeholders in the department and across the bank
•    Obtain relevant business, data and system knowledge to create relevant data solutions
•    Explore, integrate and aggregate data, including data cleansing, data massage, error handling, and schema change
•    Design, develop, document, and maintain data pipelines used for IRB model development, credit risk analysis, and transaction analysis
•    Contribute to the development and deployment of our data science solutions in our model framework to production
 

About you

•    2+ years of experience in a Data Engineering, Data Scientist, or Data Analyst role 
•    Higher education within Computer Science, Engineering, Mathematics, Physics or similar
•    Skills in Python and SQL, and possibly Spark
•    Experience with data engineering tools such as GIT and Airflow and with data pipelines
•    Knowledge about bank data and concepts, statistical models, and possibly experience with IRB models
•    A curious, team-oriented and collaborative mindset, while also being good at organizing your own work
•    A proactive approach to challenges and motivated to understand the functional domains of our pipelines

Don't meet every single requirement? At Danske Bank we are dedicated to building a diverse, inclusive and authentic workplace, so if you are interested in this role but your experience doesn't align perfectly with every qualification in the job description, we encourage you to apply, anyway.
 

We offer:

Monthly salary range from 3440 EUR to 5160 EUR gross (based on your competencies relevant for the job).

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.