Senior Data Scientist

Description

The role is a senior data engineer position based in Copenhagen, Denmark.

The work centres on data engineering, platform development and data-driven automation for financial crime prevention.

The company is an investment bank that uses technology and data to stop financial crime. It has about 2,500 colleagues across 11 countries.

The hiring team is FCP Modelling & Development, part of the first line of defence in Group Operations. It is based at the company's headquarters in Hellerup.

The team builds and maintains models and automated data processes used across financial crime prevention. Its aim is to keep these data assets and processes sound, fit for purpose, well documented, secure and regularly reviewed.

The team is open to feedback and supports members in growing toward their career goals.

Responsibilities

• Build, run and steadily improve reusable AML data products, data-modelling components and user-facing interfaces. You own their lineage, documentation, quality controls and production reliability.
• Design dependable ETL pipelines and integration interfaces for operational, analytical, model-development and external-platform needs, so data moves securely and efficiently between internal and external systems.
• Turn FCP and AML requirements into durable, adaptable production systems. Take part in architecture decisions on design patterns, scalability, regulatory compliance and flexibility across AML processes.
• Work with FCP and AML subject-matter experts on transaction monitoring, customer segmentation, scenario development, client risk rating, surveillance support and other AML initiatives that strengthen financial crime prevention.
• Define automated checks covering completeness, consistency, validity, reconciliation, source-to-target integrity, architecture, security, performance and governance.
• Own observability, alerting, incident response, backfills, runbooks, performance tuning, production support and resilience for critical data assets.
• Raise engineering standards through design and code reviews, mentoring, reusable patterns, clean and well-documented code, test-driven development, secure coding, CI/CD optimisation, automated testing and continuous improvement.

Requirements

• At least 5 years of experience in data engineering, software engineering or a similar production data role.
• Strong skills in Python, SQL and Spark, including building and maintaining production data pipelines and data models.
• Practical experience with modern data platforms such as Databricks, Kafka, Snowflake, Airflow, Azure or similar.
• Experience supporting ML workflows, such as feature engineering, feature data preparation, dataset versioning, reproducible training and validation datasets, model-validation support and production-ready model inputs.
• Experience deploying production workloads, including CI/CD, containerised services and Kubernetes or similar orchestration platforms.
• Solid understanding of authentication, authorisation, data access controls, encryption and secure handling of sensitive data. Practical use of Azure services such as Microsoft Entra ID, Azure Key Vault, Azure RBAC and Managed Identities is expected.
• Hands-on experience running production data pipelines, including data quality testing, reconciliation, lineage, metadata management, documentation, monitoring and operational controls.
• Experience in financial crime prevention within regulated financial services, covering AML, KYC/CDD/ODD, sanctions screening, transaction monitoring, client risk rating and market-abuse surveillance support.
• Experience with GDPR-sensitive data, audit evidence, regulator-facing reporting or data governance in control-heavy environments.
• Nice to have: experience with data quality validation tools such as Great Expectations (GX), dbt-expectations, Soda, Deequ or Microsoft Fabric.
• Clear communication in English with both technical and non-technical stakeholders.

Conditions

Location: Copenhagen, Denmark. The team sits at the headquarters in Hellerup.

The company values diversity and inclusion.

Benefits

• The company invests in your development, and you can expect real career growth from your first day.