Job Description

As a part of Derivatives & Risk IT organization, we are responsible for the development and maintenance of the system used for Counterparty Credit Risk modelling within Danske Bank: The system ensures that the Counterparty Credit Risk – meaning risk of losses caused by counterparties defaulting – is understood, managed and checked against client limits.

To determine the Counterparty Credit Risk we have an internal risk model measuring and reporting the risk. The model generates market future scenarios based on historical data. It consists of a number of parts:

  • Potential Future Exposure (PFE) – determines the maximum expected credit exposure over a specified period at multiple confidence levels.

  • Effective Expected Positive Exposure (eEPE) – determines the weighted average over time of the effective expected exposure over the next year.

  • Stress test – determines the current exposure to predetermined risk factors.

Currently, we are a team of four developers working agile in DevOps roles in close collaboration with our business. Our responsibility is to work with business to enhance the system with new functionality to comply with regulation and improve the business efficiency.


  • Work as DevOps in an agile development team

  • Engage with stakeholders and be proactive when solving problems

  • Take ownership of tasks and make sure they are successfully implemented

  • Keep system running on production, including on-call schedule.


  • Proven experience in developing in Microsoft object-oriented software development.
  • Proven experience designing and building APIs
  • Knowledge in using Docker, Kubernetes and other technologies
  • Good Problem Solving and delivery using Micro service approach.
  • Good understanding of design patterns and SOLID design principles
  • Experience with relational databases
  • Experience with agile development, using code review, automated testing, and Continues Integration and Continues Delivery
  • Good communication skills in English
  • Passionate about software development
  • Highly effective teamwork


  • Financial domain expertise
  • Microsoft tools for creating web application with graphical user interfaces
  • Experience in *nix environments
  • Experience with source control systems
  • Experience with collaboration and repository management tools

  • Company offers

    • An inspiring environment in a large IT organization

    • A perfect opportunity to join an IT team and face the challenge and the opportunity to influence and shape the team in Vilnius

    • Work in an international team, which concentrates on innovative business facing solutions

    • An extensive training program to ensure that your skills are maintained and updated on an ongoing basis

    • Highly skilled team and career opportunities

    • Cross business career opportunities in the bank

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    Darbo skelbimo numeris

    Job type:
    Additional info:
    Gross salary: 3350 - 5000 €/m Before tax
    Expiration date:
    11 June 2020
    22 May 2020
    Siųsti CV

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    Senior Software Engineer (.Net)

    Alliance for Recruitment

    Alliance for Recruitment is the largest recruitment consultancy in Lithuania measured by capacity, number of successful placements and annual growth. We are a high performing team of recruitment experts from various different industries.

    Danske Bank Group IT Lithuania (DGITL) is a part of an organization, which delivers world-class digital financial solutions to customers. DGITL is newly established IT site operating from the end of 2014 but it is already the fastest growing IT organization in Lithuanian market. We have an understanding that the current change is Technology-driven, and we prioritize IT as a key component for success in our journey to drive digital disruption in the bank. 
    DGITL teams work with complex tech challenges and develop Danske Bank’s global competitive edge on innovative digital solutions. Teams are driven by job content, share ownership of strategic services, own service strategy and lead improvement. One more important feature – senior leadership is present on site.

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    Senior Software Engineer (.Net)
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    Senior Software Engineer (.Net)
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