Are you ready to harness the power of data in the world of credit risk? We are seeking a talented and driven Senior Data Scientist to join our Advanced Modelling team and transform the way we approach credit risk modelling in Lunar. In this pivotal role, you will play a crucial part in developing cutting-edge models, mitigating model risks, and paving the way for smarter lending decisions.
At Lunar we are democratizing the power of money and changing the way we all bank, pay, and invest. We have grown by leaps and bounds since starting in Aarhus in 2015 and are now considered a major player in the Nordics with offices in Aarhus, Copenhagen, Stockholm, and Oslo, as well as employees working remotely across Europe.
As we continue to scale our impact, we are looking for a Senior Data Scientist to join our Advanced Modelling team in Copenhagen or Stockholm. The team consists of 4 dedicated members, led by Peter Hindkjær, who is strongly passionate about modelling. This is the team that will constantly keep the thread of news in the area active and we think that you are also a person who looks for more information to share with the rest. We’re eager to learn new things and advance how we work!
In this role, you will collaborate closely with cross-functional teams, including risk analysts, data engineers, and business stakeholders. Your ability to translate complex data concepts into actionable insights will be crucial in guiding the development of risk models that comply with regulatory standards while maximizing accuracy and efficiency.
Key Responsibilities:
Develop, test, and refine credit risk models to predict borrower default probabilities, loss distributions, and other key risk indicators.
Analyse large-scale credit data sets to identify trends, patterns, and potential risks.
Collaborate with stakeholders to define and implement risk assessment strategies, ensuring compliance with industry regulations and company policies.
Design and implement statistical models, machine learning algorithms, and other quantitative techniques to enhance the accuracy and efficiency of credit risk, creditworthiness assessment as well as pricing, profitability, and Lifetime Value
Continuously monitor the performance of existing models, identifying opportunities for improvement and recalibration.
Stay abreast of industry advancements and emerging trends in credit risk modelling, integrating new methodologies and best practices into our risk management framework.
We welcome all to apply to this exciting and impactful role and look forward to following up with candidates who we believe are the best potential fit based on the following criteria:
Advanced degree in a quantitative discipline such as Mathematics, Engineering, Statistics, Economics, or Computer Science.
Strong expertise in credit risk modelling
Proficient programming skills in languages such as Python, SQL and familiarity with Git
Familiarity with financial services regulations, such as Basel III, IFRS 9, or similar frameworks.
Excellent problem-solving abilities and a keen eye for detail.
Effective communication skills with the ability to translate complex findings into clear, actionable insights.
Experience with modern cloud-based data-warehouse solutions (Redshift, BigQuery, Snowflake)
Join the journey today!
Check out Lunar’s careers page for information on benefits and our interview process.
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Depending on the regulations in the country you will be employed, we will ask to see or obtain information about your criminal record.
