Senior Data Scientist in ESG Risk Area

Join our team as a Sr. Data Scientist!

Yes, you can! That's our attitude towards our work, ambitions, ideas and relationships. We, at Luminor, believe that anyone has the potential to achieve big things and we encourage everyone to achieve them – professionally and personally.

Whoever you are, and whatever your role is, with Luminor you will get a once-in-a-lifetime opportunity to literally build a local banking champion.

Luminor is offering employment for people displaced by the invasion of Ukraine. We are a dynamic, Pan-Baltic bank with a diverse team and have a number of great professional opportunities available both in business and support functions.

What You Will Do:

• Play one of the key roles in establishing data science capabilities in Luminor’s modelling team
• Be responsible for the full life cycle design and development of different risk models and other predictive analytical solutions, initially – with the focus on the ESG rating models
• Research new modelling methodologies and help to improve the current solutions
• Identify and implement new model attributes and data sources
• Work with data analysts and engineers to select the appropriate data sets and data representation methods
• Improve the implementation and design of current models
• Maintain relationships with a broad range of internal and external stakeholders to ensure successful implementation of new models and analytical initiatives
• Communicate and present the results, findings and detailed technical information in a simple and concise manner
• Transfer the knowledge and support the junior team members

What We Expect:

• Master's degree in mathematics, physics or statistics
• Extensive professional experience (at least 3-5 years) in modelling, data science and data analysis
• Excellent research skills – ability to collect, read and summarize large volumes of information and transform the knowledge into actionable advice and models
• Demonstrated history of delivering complicated models / business solutions
• Excellent knowledge of applied statistics, mathematical modelling and data science concepts (estimation of probability, time series, regression, classification, estimation of model accuracy, optimization, neural networks, decision trees, etc.)
• Knowledge of SQL and data preparation techniques
• Knowledge of ESG, climate risks, sustainability, credit risks is strongly desirable but not mandatory
• Several years of experience in banking, financing, lending services or fintech services
• Knowledge and practical experience in Python or R, ability to write a clean and readable code, and review the code developed by junior team members
• Fluent in English, both written and spoken

What We Offer:

• Flexibility. Flexible working hours, remote work and possibility to work from anywhere in EU, Iceland, Switzerland and UK (in total 90 days per year)
• International teams. Teams that go outside Pan-Baltic boarders where people value challenging work together with good humour and having fun
• More vacation. Additional week of vacation available to all employees who have been in the company for 1 year or more
• Volunteer time off. We care about giving back to society, therefore, you will get additional days off for volunteering purposes
• Health benefits. A competitive benefits package in addition to your salary that includes health insurance in Lithuania and Latvia, and Wellness package in Estonia. As well as, Health days in case of your absence due to sickness
• Wellbeing. Access to tools and resources that help to feel good and be productive at work and in life
• Professional growth. Internal and external training programs, workshops, conferences, online training etc.
• Gross salary. 2660-4000 EUR/month, which is to be determined depending on your level of experience and competencies

 Application deadline is 28th of November