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Role Overview: We are looking for a Senior AI/Data Scientist with deep banking subject matter expertise to design, develop and implement statistical models and data-driven solutions for our enterprise clients. The successful candidates will work on risk modeling, portfolio optimization, and regulatory capital management across treasury, wholesale banking, and corporate lending divisions.
Key Responsibilities:
- Develop and implement risk models for treasury operations, corporate lending, wholesale banking, and liquidity management, with deep understanding of the underlying business context
- Build RAROC and RAC optimization frameworks to improve risk-adjusted returns and capital allocation across business lines
- Create statistical models for corporate credit risk, including PD, LGD, and EAD models for lending decisions and portfolio management
- Provide subject matter expertise on Basel requirements, regulatory capital models, and stress testing frameworks
- Partner with business stakeholders in treasury, risk, and corporate banking to translate business requirements into statistical solutions
Requirements
- 8+ years of experience in data science and statistical modeling within banking/financial services
- Proven track record developing risk models for corporate banking, wholesale banking, or treasury functions
- Advanced degree in Statistics, Mathematics, Data Science, or related quantitative field preferred
- Strong proficiency in Python and relevant statistical/ML frameworks but more importantly, deep understanding of the statistical concepts underlying these tools
- Hands-on experience with regulatory capital models and Basel framework
- Strong problem-solving skills and attention to detail
Benefits
Benefits & Growth Opportunities:
- Competitive salary and performance bonuses
- Comprehensive health insurance
- Professional development and certification support
- Opportunity to work on cutting-edge AI projects
- International exposure and travel opportunities
- Flexible working arrangements
- Career advancement opportunities in a rapidly growing AI company
Key Skills
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