Banking AI Data Scientist — Risk Modeling & AI Solutions

Deeplight; Abu Dhabi; On-site; AED 350,000 - 600,000; Full time

Benefits offered by this job

Competitive salary

Health insurance

Visa sponsorship

Job summary

Deeplight seeks a Data Scientist with banking domain experience to design, develop, and deploy statistical risk models for regional clients. You will span Treasury, Wholesale Banking and Corporate Lending to deliver PD/LGD/EAD architectures and capital optimization tools.

You will translate complex financial challenges into production-ready solutions, write clean Python, and collaborate with risk officers and analysts to present findings.

Qualifications

• Hands-on experience building statistical risk models in corporate banking, wholesale banking or treasury environments.
• Solid understanding of quantitative, mathematical and probabilistic concepts underlying ML and statistics.
• Bachelor's or Master's degree in a quantitative field (Statistics/Math/Data Science/Quantitative Finance).
• Knowledge of Basel III/IV, stress testing and regulatory capital calculations.

Responsibilities

• Design and implement risk models for corporate lending, wholesale banking and liquidity management.
• Develop capital optimization modules (RAROC, RAC) to improve risk-adjusted returns.
• Ensure models align with Basel III/IV and regulatory stress-testing rules.
• Write clean, modular Python code and participate in code reviews.

Skills

Data science

Risk modeling

Statistical analysis

Python programming

Communication with stakeholders

Regulatory knowledge Basel

Education

Bachelor's or Master's in Statistics/Math/Data Science/Quantitative Finance

Tools

PySpark

Spark

Dask

Streamlit

Plotly

PyTorch/TensorFlow

Job description

Deeplight seeks a Data Scientist with banking domain experience to design, develop, and deploy statistical risk models for regional clients. You will span Treasury, Wholesale Banking and Corporate Lending to deliver PD/LGD/EAD architectures and capital optimization tools.

You will translate complex financial challenges into production-ready solutions, write clean Python, and collaborate with risk officers and analysts to present findings.