Senior Data Scientist

Responsibilities

• Develop and implement risk models for treasury operations, corporate lending, wholesale banking, and liquidity management, with a 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 to support 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

• 8+ years experience in data science and statistical modeling within banking/financial services
• Proven track record developing risk models for corporate banking, wholesale banking, or treasury
• Advanced degree in Statistics, Mathematics, Data Science, or related quantitative field (preferred)
• Strong proficiency in Python and relevant statistical/ML frameworks, with deep understanding of underlying statistical concepts
• Hands-on experience with regulatory capital models and Basel framework
• Strong problem-solving skills and attention to detail
• Candidates must have built and deployed risk models in production banking environments and serve as domain experts

Benefits

• 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 in a rapidly growing AI company

About the Company

Deeplight AI is a specialist AI partner with extensive expertise in implementing intelligent enterprise systems across multiple industries, with a focus on financial services and banking. The team brings together deep data science, statistical modeling, AI/ML technologies, workflow automation, and systems integration knowledge with practical business operation insight.