Experienced LGD Model Developer

at  Danske Bank

Are you an enthusiastic LGD model developer who is looking for a new opportunity ? Do you want to be part of shaping the future IRB model landscape in Danske Bank? Then come join our team of data scientists in SuperAI department!

JOIN THE SUPERAI CENTRE OF EXCELLENCE TEAM

We are on a journey of fundamentally transforming our IRB model landscape to comply with recently implemented EBA guidelines and are looking for an expert to join us in developing best-in-class LGD & EAD models for capital allocation, impairments, and internal steering.
You will join the LGD & EAD team within the SuperAI department consisting of 40+ employees. Here, our mission is to build data science products to uncover and harness the value in our data and improve decision making at Danske Bank.
As a modelling centre of excellence, we deliver a positive societal impact with the help of data science; uncovering and preventing money laundering and other financial crimes, ensuring Danske Bank has a data-driven understanding of the risks it takes on, and supporting academic research to further data science efforts within the financial sector.

EXPERIENCED LGD MODEL DEVELOPER TO JOIN SUPERAI

Our team master’s the entire model life cycle, from model design, to developing robust solutions in Python using best practices from software engineering to maintenance and monitoring to ensure our models remain relevant and performant.

In this role, you will:

• Develop end-to-end data science solutions for LGD, EAD and partly IFRS9 models – from understanding the problem and designing the model, to deploying and maintaining the final solution.
• Be a mentor for junior data scientists in the team, sharing your own knowledge and experience within data science, in general, and LGD modelling in particular.
• Communicate with non-technical stakeholders - distil complex concepts into a format that is easily understood, so that we can get the relevant business input to allow us to build representative and appropriate models.
• Participate in setting and documenting the standards and best practices for data science at Danske Bank.

CONTRIBUTE TO OUR TEAM’S COLLECTIVE ACHIEVEMENTS

We are seeking a colleague who has acquired a deep knowledge of LGD & EAD modelling through hands-on development and implementation of industry standard models in your previous workplace(s). As such, we envision that you also have a solid background in the mathematics underpinning data science and machine learning methodologies, as well as experience of implementing and deploying models using software engineering best practices.

Other set of skills, you may possess:

• Practioner’s knowledge of LGD & EAD specific IRB regulation incl. newly implemented EBA guidelines.
• Experienced python programmer (or similar OOP language).
• Solid data science skills, especially within machine learning techniques applicable to IRB, storytelling through data and deployment of models to a production environment (version control, CI/CD tools, model performance tracking etc.).

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

• Develop end-to-end data science solutions for LGD, EAD and partly IFRS9 models – from understanding the problem and designing the model, to deploying and maintaining the final solution.
• Be a mentor for junior data scientists in the team, sharing your own knowledge and experience within data science, in general, and LGD modelling in particular.
• Communicate with non-technical stakeholders - distil complex concepts into a format that is easily understood, so that we can get the relevant business input to allow us to build representative and appropriate models.
• Participate in setting and documenting the standards and best practices for data science at Danske Bank