Job Description

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.