Experienced LGD Model Developer
3 weeks ago
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 .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.
Does this sound like your next career move?
If you have any questions, you are welcome to contact Natasha Golubeva at
We will be contacting candidates on an on-going basis so please apply today rather than tomorrow.
This position can be located in several locations, if the position is based in Lithuania, the salary will range between 4880-7320 EUR; the exact level is decided based on relevant competencies for the job.
Your title in job contract will be Data Scientist, Principal.
We are looking forward to hearing from you
#NO #DK #LT #SWE #FIN #NI
-
Belfast, United Kingdom Danske Bank Full timeAre you enthusiastic about data and the field of data science? Do you take pride in your data assets and the data-driven decisions and insights they generate? And do you have experience developing credit risk models. Then you might be our newest addition to our team of Data Engineers and Data Scientists at the SuperAI Centre of Excellence in Danske Bank! ...
-
Risk Modelling Manager
1 month ago
Belfast, United Kingdom eFinancialCareers Full timeJoin us as a Risk Modelling Manager - We're looking for someone to lead the development and maintenance of quantitative models used in the bank's risk frameworks - You'll have the chance to supervise the day-to-day operation of analysts in your team, giving depth and variety to your development - This is an opportunity to interact with different credit risk...
-
NLP Model Developer
2 weeks ago
Belfast, United Kingdom Symphony.com Full timeAbout us @Symphony We’ve spent the last 10 years building the financial markets largest, most trusted communication network. Over 500 market participants across the buy-side, sell-side, securities servicing, and beyond. Over half a million users from trading desks to operations and custody teams interacting securely and in real-time on Symphony. But...
-
Quantitative Risk Analyst, UK
4 days ago
Belfast, United Kingdom Allied Irish Bank Full timeRole title: Quantitative Risk Analyst Location: London, Belfast, Northampton (Hybrid) This role is being offered on a permanent basis. Are you passionate about driving insight and value from data?Do you have a bachelor’s degree in a quantitative analytical discipline (e.g. mathematics, applied mathematics, physics, statistics, engineering,...
-
Hydraulic Modeller/Engineer
4 weeks ago
Belfast, United Kingdom AECOM Technology Corporation Full timeAt AECOM, we're delivering a better world. Whether improving your commute, keeping the lights on, providing access to clean water, or transforming skylines, our work helps people and communities thrive. We are the world's trusted infrastructure consulting firm, partnering with clients to solve the world's most complex challenges and build legacies for future...
-
Hydraulic Modeller/Engineer
10 hours ago
Belfast, United Kingdom AECOM Technology Corporation Full timeAt AECOM, we're delivering a better world. Whether improving your commute, keeping the lights on, providing access to clean water, or transforming skylines, our work helps people and communities thrive. We are the world's trusted infrastructure consulting firm, partnering with clients to solve the world's most complex challenges and build legacies for future...
-
Senior Drainage Modeller
4 weeks ago
Belfast, United Kingdom McCloy Consulting Limited Full timeCompany Description McCloy Consulting Limited is a team of dedicated civil and environmental engineers and geo-environmental consultants, specializing in multiple areas including Flood Risk Assessment, Hydraulic Modelling, Sustainable Drainage Systems, Contaminated Land Assessment, and Water Resource Assessment. We have completed numerous projects across...
-
Senior Drainage Modeller
4 weeks ago
Belfast, United Kingdom McCloy Consulting Limited Full timeCompany Description McCloy Consulting Limited is a team of dedicated civil and environmental engineers and geo-environmental consultants, specializing in multiple areas including Flood Risk Assessment, Hydraulic Modelling, Sustainable Drainage Systems, Contaminated Land Assessment, and Water Resource Assessment. We have completed numerous projects across...
-
Hydraulic Modeller/Engineer
10 hours ago
Belfast, United Kingdom Lovin- JobBoard Full timeSenior Hydraulic Modeller, Water Engineering At AECOM, we're delivering a better world. Whether improving your commute, keeping the lights on, providing access to clean water, or transforming skylines, our work helps people and communities thrive. We are the world's trusted infrastructure consulting firm, partnering with clients to solve the world’s most...
-
Hydraulic Modeller/Engineer
1 month ago
Belfast, United Kingdom Lovin- JobBoard Full timeSenior Hydraulic Modeller, Water Engineering At AECOM, we're delivering a better world. Whether improving your commute, keeping the lights on, providing access to clean water, or transforming skylines, our work helps people and communities thrive. We are the world's trusted infrastructure consulting firm, partnering with clients to solve the world’s most...
-
Risk Modelling Lead Analyst
1 month ago
Belfast, United Kingdom eFinancialCareers Full timeJoin us as a Risk Modelling Lead Analyst - You'll be developing and maintaining compliant and fit for purpose models used in the bank's risk framework - With your skills and expertise, you'll be able to provide clear and well-presented analysis - Join a collaborative and supportive team environment, where you'll be valued for sharing your ideas and learning...
-
Mortgage Modelling Lead Analyst
1 month ago
Belfast, United Kingdom eFinancialCareers Full timeJoin us as a Mortgage Modelling Lead Analyst within Retail Mortgage Modelling - You'll be developing and maintaining compliant and fit for purpose models used in the bank's risk framework - With your skills and expertise, you'll be able to provide clear and well-presented analysis - Join a collaborative and supportive team environment, where you'll be valued...
-
Energy System Modeller
4 weeks ago
Belfast, United Kingdom Hunter Savage Full timePermanent Full-time Belfast 46104 Job description Job title Energy System Modeller Location Belfast Reporting to Network planning lead Reason for the role As a TSO, responsibility for ensuring that its network is capable of meeting the current and future needs of NI consumers. As demand for gas in Northern Ireland has grown over the years, the...
-
Risk Modelling Lead Analyst
2 months ago
Belfast, United Kingdom NatWest Group Full timeJoin us as a Risk Modelling Lead AnalystYou’ll be developing and maintaining compliant and fit for purpose models used in the bank’s risk frameworkWith your skills and expertise, you’ll be able to provide clear and well-presented analysisJoin a collaborative and supportive team environment, where you’ll be valued for sharing your ideas and learning...
-
Belfast, United Kingdom Queen's University Belfast Full time**Job details**: **Job reference** 22/110559 **Date posted** 09/01/2023 **Application closing date** 30/01/2023 **Salary** Research Assistant: £29,619 - £34,308 per annum. Research Fellow: £35,333 - £36,386 per annum. **Job category/type** Research **Attachments** - Blank**Research Fellow or experienced Research Assistant**: **Job...
-
Senior Model Risk Quantitative Analyst
1 month ago
Belfast, United Kingdom eFinancialCareers Full timeJoin us as a Senior Model Risk Quantitative Analyst - If you have experience building and validating pricing models, this is a fantastic opportunity join our innovative, vibrant team in our Risk function - You'll be providing oversight of the bank's pricing models through analytics and model reviews, and working with Front Office quant teams to monitor and...
-
Hydraulic Modeller
2 weeks ago
Belfast, United Kingdom McCloy Consulting Limited Full timeCompany DescriptionMcCloy Consulting Limited is a team of dedicated civil and environmental engineers and geo-environmental consultants, specializing in multiple areas including Flood Risk Assessment, Hydraulic Modelling, Sustainable Drainage Systems, Contaminated Land Assessment, and Water Resource Assessment. We have completed numerous projects across the...
-
Hydraulic Modeller
2 months ago
Belfast, United Kingdom McCloy Consulting Limited Full timeCompany Description McCloy Consulting Limited is a team of dedicated civil and environmental engineers and geo-environmental consultants, specializing in multiple areas including Flood Risk Assessment, Hydraulic Modelling, Sustainable Drainage Systems, Contaminated Land Assessment, and Water Resource Assessment. We have completed numerous projects across...
-
Hydraulic Modeller
2 months ago
Belfast, United Kingdom McCloy Consulting Limited Full timeCompany Description McCloy Consulting Limited is a team of dedicated civil and environmental engineers and geo-environmental consultants, specializing in multiple areas including Flood Risk Assessment, Hydraulic Modelling, Sustainable Drainage Systems, Contaminated Land Assessment, and Water Resource Assessment. We have completed numerous projects across...
-
Hydraulic Modeller
1 week ago
Belfast, United Kingdom McCloy Consulting Limited Full timeCompany DescriptionMcCloy Consulting Limited is a team of dedicated civil and environmental engineers and geo-environmental consultants, specializing in multiple areas including Flood Risk Assessment, Hydraulic Modelling, Sustainable Drainage Systems, Contaminated Land Assessment, and Water Resource Assessment. We have completed numerous projects across the...