Senior Machine Learning Engineer

Copenhagen, Denmark

About The Job
Do you want to work with the design, deployment and maintenance of scalable machine learning solutions that help Saxo prevent financial crime? Saxo is an investments bank, with high speed, global colleagues and we are looking for a Senior Machine Learning Engineer to work within the FCP Modelling & Development team.

FCP Modelling & Development is part of 1st Line of defense in Group Operations and located in Saxo's headquarters in Hellerup. We are a team with colleagues coming from different areas within Saxo's FCP organization, and we are looking for an additional colleague to join our program. The goal of our team is to ensure that the models and other data-based automated processes we employ in FCP are sound, fit-for-purpose, adequately documented and regularly reviewed.

You will play a key role in developing and maintaining machine learning pipelines, ensuring deployment of models into production and supporting reliable operation across Saxo's global setup.

Responsibilities

• Design, build and maintain scalable machine learning pipelines that support Transaction Monitoring and other Financial Crime Prevention processes.
• Deploy, monitor and maintain models in production environments, ensuring stability, performance and compliance with governance requirements.
• Collaborate with team members who are Data Scientists, Data Analysts and Developers to develop and optimize models
• Support enhancement of data flows, feature pipelines and compute resources to ensure efficiency, scalability and data integrity.
• Implement model performance monitoring, KPI reporting and develop controls to enable continuous improvement and reliability.
• Work with Databricks, Python, SQL and related technologies to ensure a consistent and secure ML infrastructure across the FCP Modelling & Development team.
• Develop appropriate documentation to ensure comprehensive and transparent models
• Contribute to improving data and engineering standards, tools, documentation and practices within the FCP technology landscape.

Your Profile
The ideal candidate brings extensive experience in data science and a strong portfolio of machine learning and AI projects. Thriving in a dynamic environment where priorities shift quickly, this person maintains a sharp eye for detail and consistently delivers high-quality results.

Expertise in leveraging advanced analytical tools and frameworks is essential to enhance transaction monitoring systems and strengthen financial crime prevention measures. A structured, collaborative, and proactive approach is key, combined with a passion for transforming analytical models into stable, production-ready solutions while ensuring that ML infrastructure remains efficient, secure, and aligned with business needs.

A solid technical foundation is expected, along with enthusiasm for building solutions deployed across multiple geographies and teams. Close collaboration with data scientists, developers, and risk specialists ensures models are successfully implemented and maintained. A degree in computer science, software engineering, data engineering, or a related technical field is required, together with experience in building and maintaining ML pipelines or data-driven systems - preferably within a financial or regulated environment.

Proficiency in Python and SQL, as well as familiarity with Databricks or similar platforms, is important. Knowledge of version control and monitoring principles, combined with a focus on creating reliable, well-documented systems, will set the candidate apart.

Clear communication, a structured and pragmatic work style, and the ability to thrive in a collaborative team with a shared purpose - preventing financial crime through smarter technology - are essential.

If this sounds like the next step in your career, we encourage you to apply as soon as possible, as interviews are conducted on a continuous basis.

We get curious people invested in the world
When you work at Saxo, you become a Saxonian and part of a purpose-driven organisation, where good ideas are always taken seriously, and where you can make a true impact. We are invested in your development, and you can expect a robust career from day one when you join Saxo – no matter which role you take on.

You will join 2,500 other ambitious colleagues across 15 countries and become part of an international organisation. Working in Saxo, you will get to meet colleagues from many different cultures and backgrounds, and you should know that we value diversity and inclusion and see it as a genuine source of strength to drive growth, foster innovation and position us for long-term success.

We encourage an open feedback culture and supportive team environments enabling employees to grow and fulfil their career aspirations.

When you bring passion, curiosity, drive and team spirit, your learning journey will be dynamic and your career opportunities in Saxo will be immense.

At Saxo we don't just offer a job – we offer an opportunity to invest in your future

How To Apply
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