Risk Management - Gen AI Lead Data Scientist

Join us to transform wholesale credit risk with cutting-edge AI solutions that have real impact.

This role offers the chance to work with advanced machine learning and generative AI technologies in a fast-paced environment.

You will collaborate closely with diverse teams to bring innovative ideas from concept to production.

Your work will directly strengthen risk management and decision-making across the firm.

If you enjoy building reliable, high-impact AI tools, this opportunity offers both scope and visibility.

As an Applied AI Lead Data scientist within Wholesale Credit Risk Quantitative Research, you will design and deliver generative AI and agentic solutions, including LLM-powered agents, multi-agent orchestration, reasoning loops, and retrieval-augmented systems that transform the end-to-end wholesale credit risk process.

Additionally, you will work closely with cross-functional partners, you will translate business needs into scalable, production-ready capabilities, build model-agnostic agent harnesses that combine persistent memory, tool use, and context management and uphold rigorous standards for performance, safety, and reliability across the full model lifecycle.

Job responsibilities


* Develop and implement applied AI and machine learning solutions - spanning generative AI, agentic workflows, and traditional ML - that address core wholesale credit risk challenges.


* Build LLM-powered agents and multi-agent systems with capabilities such as planning, parallel sub-task execution, entity resolution, and human-in-the-loop escalation.


* Design context management strategies - including retrieval, isolation, compaction, and offloading - to maintain quality across long-running analyses.


* Partner with cross-functional teams to translate business requirements into technical designs and concrete deliverables.


* Lead solution delivery across the full lifecycle, evolving capabilities from POC to autonomous skill execution.


* Build verification and validation loops that check agent outputs against business rules before delivery.


* Prepare and present clear, stakeholder-ready materials covering objectives, methodology, results, and limitations.


* Monitor deployed solutions and continuously evaluate model performance, stability, and drift through regression testing and evaluation datasets.



* Required qualifications, capabilities, and skills



* Advanced degree in data science, computer science, engineering, mathematics, or statistics.


* Minimum 5 years of experience in applied artificial intelligence and machine learning.


* Strong practical understanding of machine learning methods and model development.


* Proficiency in Python (including modern scientific computing workflows).


* Hands-on experience with at least one deep learning framework (TensorFlow, Keras, or PyTorch).


* Experience working with large-scale data using tools such as Spark.


* Proficiency in SQL for...