Data Scientist

About the Company

The Opportunity

What You'll Do

• Build risk models for corporate lending, wholesale banking, liquidity management, and treasury, including PD, LGD, and EAD architectures.
• Develop RAROC and RAC optimization frameworks for risk-adjusted returns.
• Apply Basel III/IV, stress testing, and regulatory capital rules to model designs.
• Write modular Python code, participate in peer reviews, and maintain high scientific and engineering standards.
• Collaborate with client risk officers, business analysts, and technical leads to present findings and defend methodologies.

Required Qualifications

• Hands-on statistical risk-modeling or quantitative-framework experience in corporate banking, wholesale banking, or treasury is required.
• Strong quantitative, mathematical, probabilistic, and machine-learning foundations are required.
• Strong Python and scientific-computing proficiency is required.
• Working knowledge of Basel III/IV, regulatory capital calculations, and banking stress testing is required.
• Strong analytical problem-solving, attention to detail, and communication skills are required.
• A Bachelor's or Master's degree in a quantitative discipline is required.

Additional Advantages

• Experience with experiments and causal analysis for high-stakes financial decisions is advantageous.
• Transformers, sequence models, large-scale data processing, and interactive dashboards are advantageous.

Benefits

• The role includes competitive salary, health insurance, visa sponsorship, professional development and certification support, subscription reimbursement, and an employee incentive program.
• The company offers exposure to cutting-edge AI projects and career advancement opportunities.