Oliver Wyman - Senior / Lead Data Scientist - Gurugram
Mmc Careers3–8 yrsGurugramHybridDirect career pageEst. 20–35 LPA
Posted on 4 Sept
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Job description
Structured overview of role & requirements
About This Role
- Develop, implement, and enhance quantitative models (PD, LGD, EAD, IFRS 9/ECL, stress testing, etc.) for credit risk and financial services use cases.
- Translate business and risk questions into analytical models and measurable outcomes, including data preparation, methodology design, and performance assessment.
- Collaborate with partners and stakeholders to support model validation, documentation, and business implementation.
Minimum Requirements
- 3 to 8 years of experience in credit risk quantitative modeling including IRB, CECL, IFRS9, predictive modeling, or forecasting models.
- Bachelor's or master's degree in Statistics, Mathematics, Economics, Finance, Engineering, Computer Science, Data Science, or related quantitative discipline.
- Proficiency in Python and SQL; experience with SAS, R, Spark, or cloud analytics is advantageous.
- Knowledge of Model Risk Management framework and related regulatory standards (e.g., SR 11-7, E-23).
Ideal Candidate Profile
- Experienced in banking, financial services, consulting, or analytics teams with focus on credit risk and portfolio analytics.
- Demonstrates strong analytical judgment with capability to challenge model assumptions and focus on business impact.
- Operates independently while effectively collaborating with global teams in a fast-paced consulting environment.