About

I am currently a Senior Data Scientist at Danske Bank and hold a PhD from the Institute of Data Science and Digital Technologies at Vilnius University. I have more than 6 years of developer experience. Previously, I spent 4 years in London working in various engineering positions at JP Morgan, UBS, and CME Group.

Education

Publications

• Chang, T. A., et al. Global PIQA: Evaluating Physical Commonsense Reasoning Across 100+ Languages and Cultures. arXiv preprint arXiv:2510.24081 (2025). (Contributor)
• Tautvaišas, S., Žilinskas, J. Heteroscedastic Bayesian Optimization using Generalized Product of Experts. Journal of Global Optimization (2023). Link
• Tautvaišas, S., Žilinskas, J. Scalable Bayesian optimization with generalized product of experts. Journal of Global Optimization (2022). Link

Work experience

Danske Bank - Vilnius, Lithuania
Senior Data Scientist, GenAI
02/2025 – current

• Researching and evaluating AI models for innovative AI products;
• Creating benchmarks and evaluation for AI models, RAG systems, and agents;
• Advising business domains on adopting generative AI solutions;
• Presenting latest AI research in internal reading group.

Senior Data Scientist, SuperAI
07/2021 – 02/2025

• Development and maintenance of credit risk models (probability of default);
• Worked on data quality and feature engineering for new SME risk model;
• Building tools to improve the monitoring of customers credit scores;
• Ad-hoc data analysis for Danish financial regulators;
• Redeveloped capital impact model from R to Python;
• Created PoC for new default collection using DBT library;
• Proposed and implemented new credit rating override thresholds methodology;
• Technology stack: Python, R, STATISTICA, SQL, Azure DevOps, Git.

JP Morgan Asset Management - London, United Kingdom
Software Engineer, Multi-Asset Solutions Technology
08/2018 – 06/2019

• Building new generation investment platform for multi-asset solutions portfolio managers;
• Developing and improving benchmark service application to compare portfolios against benchmarks;
• Created new application in ReactJS to visualize FX rates historical data;
• Technology stack: Java 8, C#, Spring Boot, ReactJS, HighchartsJS.

UBS Investment Bank - London, United Kingdom
Java Developer, Rates & Credit Market Technology
04/2017 – 07/2018

• Worked on developing low latency Smart Order Router based on Aeron messaging system and binary encoding;
• Developed performance tests for SOR and different messaging queues (TIBCO, Disruptor, Aeron);
• MIFID II development duties for SOR and Fix Gateways;
• Joined new cross-functional team to develop Algo trading platform for FX and Rates based on low latency Equities Algo Execution Services platform;
• Technology stack: Java 8, ION MarketView, JMH, Disruptor, RxJava, KDB, FIX.

CME GROUP - London, United Kingdom
Software Engineer, Risk and Pricing Systems Department
12/2015 – 04/2017

• Developed historical scenarios reference data module working with Quants for Futures/Options/OTC products P&L and Risk pricing;
• Development duties for Admin UI (JavaScript, AngularJS, MongoDB) for supporting P&L and Risk pricing application;
• Created Cucumber automated tests for risk pricing engine;
• Developed python scripts to compare different risk models (HVar, SPAN) using client portfolios and historical market data;
• Technology stack: Java 8, Python, Angular JS, Spring Boot, Mongo DB, Karma, Jasmine, Cucumber, JUnit, Splunk.

CF Partners Asset Management LLP - London, United Kingdom
Intern Quantitative Python Developer
09/2015 – 12/2015

• Internship at a London-based specialist Long/Short commodities/utilities hedge fund;
• Created an automated stock screener and backtester using Python, Numpy, Pandas, and Bloomberg API;
• Researched financial ratios importance for screener performance and implemented GA algorithm for optimization;
• Researched causality relationships between commodities and stocks using VAR model.

Barclays Technology Centre Lithuania - Vilnius, Lithuania
Support Analyst
12/2013 – 08/2015

• Level 3 support for client-facing personal banking application;
• Fixing Java and JavaScript code defects, implementing application improvements;
• Technology stack: Java 6, JavaScript, JQuery, CSS, Spring MVC, MySQL.