{bc}
indeed

Data Scientist

Deeplight
Dubai, UAE
Contract
Onsite
Discovered Yesterday
Statistical risk modelingCorporate bankingWholesale bankingTreasury operationsProbability of Default, Loss Given Default, and Exposure at DefaultRAROC and RAC optimization
Free

Job Fit Check

Base Career helps you apply smarter for this job.

?%
Ready to Scan

Key skills for this role

Statistical risk modelingCorporate bankingWholesale banking
Smart Apply

Full Job Posting

About DeepLight AI

DeepLight AI is an AI and data consultancy focused on bespoke intelligent systems, data science, statistical modeling, workflow automation, and systems integration.

The consultancy has particular depth in financial services and banking and builds secure, scalable solutions integrated with enterprise architectures.

The Opportunity

The company is seeking a Data Scientist with deep banking domain awareness to design, develop, and deploy robust statistical models and data-driven solutions.

The role works across Treasury, Wholesale Banking, and Corporate Lending to build risk models, portfolio optimization frameworks, and regulatory capital solutions.

The position combines quantitative science with practical banking operations and requires translating financial challenges into production-ready statistical solutions.

What You Will Do

  • Design and implement statistical risk models for corporate lending, wholesale banking, liquidity management, and treasury operations.
  • Develop Probability of Default, Loss Given Default, and Exposure at Default model architectures.
  • Build Risk-Adjusted Return on Capital and Risk-Adjusted Capital optimization frameworks.
  • Apply Basel III/IV requirements, stress testing frameworks, and regulatory capital rules to model designs.
  • Write clean, modular, and well-documented Python code and participate in peer code reviews.
  • Collaborate with client risk officers, business analysts, and technical leads to decompose requirements.
  • Present quantitative findings and defend model methodologies to technical and business audiences.

What We Are Looking For

  • Hands-on experience developing statistical risk models or quantitative frameworks in corporate banking, wholesale banking, or treasury environments.
  • Strong theoretical and practical understanding of quantitative, mathematical, and probabilistic concepts underlying machine learning and statistical tools.
  • Strong proficiency in Python and its scientific computing ecosystem, including NumPy, SciPy, Pandas, Scikit-learn, Statsmodels, and PyTorch or TensorFlow.
  • Working knowledge of Basel III/IV, regulatory capital calculations, and banking stress testing protocols.
  • Excellent analytical problem-solving skills, rigorous attention to detail, and ability to explain complex statistical trade-offs clearly.
  • Bachelor's or Master's degree in Statistics, Mathematics, Data Science, Quantitative Finance, or a related quantitative discipline.

Additional Advantages

  • Experience running experiments and performing causal analysis for high-stakes financial decisions is advantageous.
  • Familiarity with Transformers and sequence models for financial sentiment analysis or time-series forecasting is advantageous.
  • Experience using PySpark, Spark, or Dask on petabyte-scale enterprise data lakes is advantageous.
  • Skill in creating interactive data narratives and dashboards with tools such as Streamlit or Plotly is advantageous.

Benefits

  • Benefits include personal health insurance, visa sponsorship, professional development and certification support, role-related subscription reimbursement, an employee incentive program, and career advancement opportunities.
  • The role offers the opportunity to work on AI projects and contribute to AI implementation for clients.

Apply for this job in 1 click

Skip the repetitive application forms

Install the Base Career Chrome Extension and autofill job applications across major job boards with your profile.

Sarah M.James T.Maya R.

Trusted by over 500,000 job seekers on Base Career

Start Free Today

More from this employer

More jobs at Deeplight