Senior Data Scientist

About DeepLight AI: DeepLight AI is a specialist AI partner with extensive experience implementing intelligent enterprise systems across multiple industries, with particular depth in financial services and banking . Our team combines deep expertise in data science, statistical modeling , AI/ML technologies, workflow automation, and systems integration with a practical understanding of complex business operations.

Role Overview: We are looking for a Senior AI/Data Scientist with deep banking subject matter expertise to design, develop and implement statistical models and data-driven solutions for our enterprise clients. The successful candidates will work on risk modeling, portfolio optimization, and regulatory capital management across treasury, wholesale banking, and corporate lending divisions .

Key Responsibilities:

• Develop and implement risk models for treasury operations, corporate lending, wholesale banking, and liquidity management, with deep understanding of the underlying business context
• Build RAROC and RAC optimization frameworks to improve risk-adjusted returns and capital allocation across business lines
• Create statistical models for corporate credit risk, including PD, LGD, and EAD models for lending decisions and portfolio management
• Provide subject matter expertise on Basel requirements, regulatory capital models, and stress testing frameworks
• Partner with business stakeholders in treasury, risk, and corporate banking to translate business requirements into statistical solutions
  
  

Requirements

Requirements

• 8+ years of experience in data science and statistical modeling within banking/financial services
• Proven track record developing risk models for corporate banking, wholesale banking, or treasury functions
• Advanced degree in Statistics, Mathematics, Data Science, or related quantitative field preferred
• Strong proficiency in Python and relevant statistical/ML frameworks but more importantly, deep understanding of the statistical concepts underlying these tools
• Hands-on experience with regulatory capital models and Basel framework
• Strong problem-solving skills and attention to detail
  
  

Note: We're looking for true data scientists with solid statistical foundations AND proven banking domain expertise , not software engineers who've picked up some ML libraries. The ideal candidate has actually built and deployed risk models in production banking environments and can serve as a subject matter expert for our clients.

Benefits

Benefits & Growth Opportunities:

• Competitive salary and performance bonuses
• Comprehensive health insurance
• Professional development and certification support
• Opportunity to work on cutting-edge AI projects
• International exposure and travel opportunities
• Flexible working arrangements
• Career advancement opportunities in a rapidly growing AI company
  
  

This position offers a unique opportunity to shape the future of AI implementation while working with a talented team of professionals at the forefront of technological innovation. The successful candidate will play a crucial role in driving our company's success in delivering transformative AI solutions to our clients.