Oliver Wyman - Senior / Lead Data Scientist - Gurugram
Marsh (company site, opens in a new tab)3–8 yrsGurugramHybridDirect career pageEst. 20–40 LPA
Posted on 4 Sept
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Job description
Structured overview of role & requirements
About This Role
- Develop, implement, enhance, and independently validate quantitative models related to credit risk, loss forecasting, provisioning, stress testing, capital, and other financial models.
- Translate business and risk questions into analytical approaches and measurable model outcomes, including data preparation, methodology design, model performance assessment, and documentation.
- Collaborate with business and risk stakeholders to refine requirements, explain model results, and support model implementation and governance.
Minimum Requirements
- 3 to 8 years of experience in credit risk quantitative modeling and model development/validation (IRB, CECL, IFRS9, predictive modelling, forecasting).
- Bachelor’s or master’s degree in Statistics, Mathematics, Economics, Finance, Engineering, Computer Science, Data Science, or quantitative discipline.
- Proficiency in programming languages Python and SQL; experience with SAS, R, Spark, or cloud analytics environments is an advantage.
- Knowledge of Model Risk Management frameworks (1LoD, 2LoD, 3LoD) and standards (SR 11-7, E-23, CP6-22/SS1-23) is required.
Ideal Candidate Profile
- Experience working in banking, financial services, consulting, analytics GCCs, risk, finance, or advanced-analytics teams with financial-services use cases.
- Strong analytical judgment with ability to challenge model assumptions and focus on practical business impact.
- Comfortable working independently and collaboratively in a fast-paced, global consulting environment, including cross-time zone collaboration and occasional travel.