Senior Data Scientist

Job description / Role

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

• 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 have 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 & 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.