Banking Data Scientist - Risk Modeling & AI Solutions

Deeplight AI; Dubai; On-site; AED 350,000 - 600,000; Full time

Benefits offered by this job

Competitive salary

Health insurance

Visa sponsorship

Job summary

DeepLight AI seeks a Data Scientist with banking domain awareness to design, develop, and deploy robust statistical models for premier regional clients. You will work across Treasury, Wholesale Banking, and Corporate Lending to build risk models, capital optimization frameworks, and regulatory capital solutions.

You’ll translate complex financial challenges into production-ready statistical solutions while collaborating with risk officers, business analysts, and technical leads to deliver

Qualifications

• Hands-on experience building statistical risk models or quantitative frameworks in banking or treasury environments.
• Strong grasp of quantitative, mathematical and probabilistic concepts behind ML/statistics, beyond library calls.
• Excellent analytical skills and ability to communicate trade-offs clearly to technical and business audiences.

Responsibilities

• Design and implement statistical risk models for corporate lending, wholesale banking, liquidity management, and treasury operations (PD/LGD/EAD).
• Develop Risk-Adjusted Return on Capital (RAROC) and RAC optimization modules.
• Ensure Basel III/IV compliance, stress testing and regulatory capital rules across models.
• Write clean, modular Python, participate in peer code reviews, and document engineering work.
• Collaborate with client risk officers and analysts to translate complex needs into production-ready solutions.

Skills

Python proficiency

Statistical modeling

Quantitative reasoning

Communication with stakeholders

Education

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

Tools

NumPy/SciPy/Pandas/Scikit-learn

PyTorch/TensorFlow

Job description

DeepLight AI seeks a Data Scientist with banking domain awareness to design, develop, and deploy robust statistical models for premier regional clients. You will work across Treasury, Wholesale Banking, and Corporate Lending to build risk models, capital optimization frameworks, and regulatory capital solutions.

You’ll translate complex financial challenges into production-ready statistical solutions while collaborating with risk officers, business analysts, and technical leads to deliver