Oliver Wyman - Senior / Lead Data Scientist - Gurugram
Marsh (company site, opens in a new tab)3–8 yrsGurugramHybridDirect career pageEst. 18–35 LPA
Posted on 4 Sept
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Job description
Structured overview of role & requirements
About This Role
- Develop, implement, and validate credit risk and financial models including PD, LGD, EAD, IFRS 9/ECL, stress testing, and provisioning.
- Translate business and risk requirements into quantitative solutions covering data preparation, methodology design, implementation, and performance assessment.
- Collaborate with partners and client stakeholders to deliver high-quality models, documentation, and communication across risk, finance, and technology teams.
Minimum Requirements
- 3 to 8 years experience in credit risk quantitative modelling, model development, or validation (IRB, CECL, IFRS9, predictive modeling, forecasting).
- Bachelor’s or master’s degree in a quantitative discipline such as Statistics, Mathematics, Economics, Finance, Engineering, Computer Science, or Data Science.
- Proficiency in Python and SQL; experience with SAS, R, Spark, or cloud analytics is a plus.
- Experience with Model Risk Management frameworks, including knowledge of governance standards like SR 11-7, E-23, CP6-22/SS1-23, and model risk monitoring.
Ideal Candidate Profile
- Comfortable working independently in a fast-paced consulting environment with strong ownership and attention to detail on model development and delivery.
- Experienced in financial services or consulting contexts involving credit risk, portfolio analytics, and regulatory model compliance.
- Effective at clear technical communication for mixed technical and business audiences and collaborating with global teams across time zones.