Job description
Role Overview
Data Scientist at DeepLight AI. DeepLight is a specialist AI and data consultancy located in a regional market, dedicated to transforming the corporate landscape through bespoke, high-impact intelligent systems.
Company Overview
DeepLight AI combines deep expertise in data science, statistical modeling, AI/ML technologies, workflow automation, and systems integration with practical understanding of complex corporate operations. The firm has particular depth in the financial services and banking sectors, helping clients bridge the gap between complex data and actionable business strategy by building secure, scalable solutions that integrate seamlessly into enterprise architectures.
Role Purpose
Design, develop, and deploy robust statistical models and data-driven solutions for premier regional banking clients. You will work across Treasury, Wholesale Banking, and Corporate Lending divisions to build high-impact risk models, portfolio optimization frameworks, and regulatory capital solutions, translating complex financial challenges into precise, production-ready statistical solutions.
Key Responsibilities
Risk Modeling
- Design and implement statistical risk models for corporate lending, wholesale banking, liquidity management, and treasury operations.
- Build Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) architectures.
Capital Optimization
- Build analytical modules for Risk-Adjusted Return on Capital (RAROC) and Risk-Adjusted Capital (RAC) optimization frameworks.
- Help business lines maximize risk-adjusted returns.
Regulatory Compliance
- Apply Basel requirements (Basel III/IV), stress testing frameworks, and regulatory capital rules.
- Guarantee all model designs conform to global and regional banking standards.
Engineering & Code Quality
- Write clean, modular, and well-documented Python code.
- Actively participate in peer code reviews to maintain high scientific and software engineering standards.
Stakeholder Engagement
- Partner closely with client risk officers, business analysts, and technical leads.
- Decompose complex requirements and present quantitative findings.
- Defend model methodologies to high-level stakeholders.
- Articulate the "why" behind technical decisions.
- Communicate complex statistical trade-offs clearly to diverse technical and business audiences.
Qualifications & Experience
- Bachelor's or Master's degree in Statistics, Mathematics, Data Science, Quantitative Finance, or a related quantitative discipline.
- Hands-on experience developing statistical risk models or quantitative frameworks within corporate banking, wholesale banking, or treasury environments.
- Strong theoretical and practical understanding of quantitative, mathematical, and probabilistic concepts underlying ML and statistical tools.
- Solid working knowledge of the Basel III/IV framework, regulatory capital calculations, and banking stress testing protocols.
Skills & Competencies
- Strong proficiency in Python and its scientific computing ecosystem (NumPy, SciPy, Pandas, Scikit-learn, Statsmodels, PyTorch/TensorFlow).
- Excellent analytical problem-solving skills.
- Rigorous attention to detail.
- Ability to explain complex statistical concepts clearly.
- Experience running experiments and performing causal analysis for high-stakes financial decisions (advantageous).
- Familiarity with Transformers and sequence models for financial sentiment analysis and time-series forecasting (advantageous).
- Hands-on experience using PySpark, Spark, or Dask to process and train models on petabyte-scale enterprise data lakes (advantageous).
- Skill in creating interactive data narratives and dashboards using tools such as Streamlit and Plotly (advantageous).
Additional Information
- Competitive salary.
- Comprehensive Gold Level personal health insurance.
- Individual Visa Sponsorship.
- Professional development and certification support.
- Subscription reimbursement relating to your role.
- Opportunity to work on cutting-edge AI projects.
- Monthly Employee Incentive program.
- Career advancement opportunities in a rapidly growing AI company.