Data Scientist - Banking Risk & Regulatory Models

Deeplight AI; Abu Dhabi; On-site; AED 300,000 - 480,000; Full time

Benefits offered by this job

Competitive salary

Comprehensive Gold Level personal健康? 介

Individual Visa Sponsorship

Professional development and certifi c?

Subscription reimbursement relating to

Opportunity to work on cutting-edge AI

Monthly Employee Incentive program

Career advancement opportunities in a迅

Other

Job summary

DeepLight AI is seeking a Data Scientist with banking domain awareness to design and deploy robust statistical models for regional clients. You will work across treasury, wholesale banking, and corporate lending to build PD/LGD/EAD architectures and capital optimization frameworks.

Join a team that sits at the intersection of quantitative science and practical banking operations, translating complex challenges into production-ready solutions while collaborating with risk officers and technical

Qualifications

• Hands-on experience developing statistical risk models or quantitative frameworks within corporate banking, wholesale banking, or treasury environments.
• Strong theoretical and practical understanding of ML and probabilistic concepts beyond library calls.
• Proficiency in Python and its scientific computing ecosystem.
• Solid knowledge of Basel III/IV framework, regulatory capital calculations, and banking stress testing.
• Bachelor's or Master's in a quantitative discipline.

Responsibilities

• Design, develop, and deploy statistical models for banking clients.
• Build risk models for PD/LGD/EAD architectures across lending and treasury domains.
• Develop capital optimization frameworks (RAROC, RAC) to improve risk-adjusted returns.
• Ensure models comply with Basel standards and regulatory requirements.
• Write clean, modular Python code and participate in code reviews.
• Collaborate with risk officers and tech leads to translate requirements and present findings.

Skills

Python

Statistics

ML/AI

Data Analysis

Banking domain knowledge

SQL

Communication

Education

Bachelor's or Master's in Statistics, Mathematics, Data Science, Quantitative Finance

Tools

PySpark

Spark

Dask

Plotly

Streamlit

NumPy

Pandas

SciPy

Scikit-learn

PyTorch

TensorFlow

Job description

DeepLight AI is seeking a Data Scientist with banking domain awareness to design and deploy robust statistical models for regional clients. You will work across treasury, wholesale banking, and corporate lending to build PD/LGD/EAD architectures and capital optimization frameworks.

Join a team that sits at the intersection of quantitative science and practical banking operations, translating complex challenges into production-ready solutions while collaborating with risk officers and technical