Data Scientist – Banking Risk Modeling

About the role

Deeplight AI is seeking a Data Scientist with deep banking domain expertise to design, develop, and deploy statistical risk models for leading regional financial institutions. You will work across Treasury, Wholesale Banking, and Corporate Lending to translate complex financial challenges into production‑ready solutions.

Key responsibilities

• Design and implement advanced risk models (PD, LGD, EAD) for corporate lending, wholesale banking, liquidity management and treasury operations.
• Build analytical modules for RAROC and RAC optimization to enhance risk‑adjusted returns.
• Apply Basel III/IV requirements, stress‑testing frameworks and regulatory capital rules to ensure compliance.
• Write clean, modular Python code and participate in peer code reviews to maintain high engineering standards.
• Collaborate with client risk officers, business analysts and technical leads to gather requirements, present findings and defend model methodologies.

Required profile

• Strong banking domain knowledge, particularly in risk management and regulatory frameworks.
• Proven experience developing statistical risk models for financial services.
• Ability to deliver production‑ready solutions in Python.
• Quantitative background with solid understanding of Basel regulations.

Required skills

• Python
• Statistical modeling
• Risk modeling (PD, LGD, EAD)
• Data analysis