Banking Data Scientist — Risk Modeling & Basel Solutions
Deeplight
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Benefits offered by this job
Job summary
DeepLight AI is a specialized data consultancy focusing on building robust statistical models and data-driven solutions for regional clients in finance. The Data Scientist will develop risk models for corporate lending, wholesale banking, and treasury, and implement capital optimization and regulatory-compliant frameworks.
The role emphasizes collaboration with risk officers and analysts, delivering production-ready Python code, and communicating complex results to stakeholders for strategic
Qualifications
- Bachelor's or Master's degree in statistics, mathematics, data science, quantitative finance or related field.
- Strong Python proficiency and experience with ML libraries.
- Hands-on experience building statistical risk models in banking or financial services.
Responsibilities
- Design and implement statistical risk models for corporate lending, wholesale banking, and treasury operations.
- Develop risk and capital optimization modules (RAROC/RAC) to improve risk-adjusted returns.
- Ensure Basel III/IV compliance and stress testing integration for models.
- Write clean, modular Python code and participate in peer code reviews.
- Collaborate with risk officers and analysts to translate requirements into production-ready solutions.
Skills
Education
Tools
Job description
DeepLight AI is a specialized data consultancy focusing on building robust statistical models and data-driven solutions for regional clients in finance. The Data Scientist will develop risk models for corporate lending, wholesale banking, and treasury, and implement capital optimization and regulatory-compliant frameworks.
The role emphasizes collaboration with risk officers and analysts, delivering production-ready Python code, and communicating complex results to stakeholders for strategic
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