184 Model Validation Jobs - Page 4

As a Senior Data Scientist with 5+ years of experience, you will be responsible for designing and implementing models, mining data for insights, and interpreting complex data structures to drive business decision-making. Your expertise in machine learning, including areas such as NLP, Machine vision, and Time series, will be essential in this role. You will be expected to have strong skills in Model Tuning, Model Validation, Supervised and Unsupervised Learning, and hands-on experience with model development, data preparation, training, and inference-ready deployment of models. Your proficiency in descriptive and inferential statistics, hypothesis testing, and data analysis will help in developing code for reproducible analysis of data. Experience with AWS services like Sagemaker, Lambda, Glue, Step functions, and EC2 is necessary, along with knowledge of Databricks, Anaconda distribution, and similar data science code development and deployment IDEs. Your familiarity with ML algorithms related to time-series, natural language processing, optimization, object detection, topic modeling, clustering, and regression analysis will be highly valued. You should have expertise in Hive/Impala, Spark, Python, Pandas, Keras, SKLearn, StatsModels, Tensorflow, and PyTorch. End-to-end model deployment and production experience of at least 1 year is required, along with a good understanding of Model Deployment in Azure ML platform, Anaconda Enterprise, or AWS Sagemaker. Basic knowledge of deep learning algorithms such as MaskedCNN, YOLO, and familiarity with Visualization and analytics/Reporting Tools like Power BI, Tableau, and Alteryx will be considered advantageous for this role.,

The company, WNS (Holdings) Limited, a leading Business Process Management (BPM) company, collaborates with clients across various industries to create digital-led transformational solutions. WNS empowers businesses in multiple sectors such as Travel, Insurance, Banking and Financial Services, Manufacturing, Retail, Shipping and Logistics, Healthcare, and Utilities to envision their digital future and enhance outcomes through operational excellence. With a workforce of over 44,000 employees, WNS provides a wide range of BPM services in finance and accounting, procurement, customer interaction services, and human resources, tailored to address the unique challenges of each client. WNS is currently seeking CAT Modeling professionals for a global reinsurance client with expertise in Portfolio Modeling, Regulatory Reporting, Model Validation, and Technical Solution. The ideal candidates should possess specific experience levels in each of these areas, as detailed below: 1. **Portfolio Modeling**: - Understand the Cat Modeling process and workflows - Utilize vendor catastrophe modeling platforms (RMS, AIR, Elements) for insureds and conduct portfolio risk analyses - Demonstrate knowledge of RMS model scope and cat-modelling principles - Assist clients in understanding catastrophe risk through analytics - Provide analytical support, develop processes, and improve team operations - Ensure SLAs are met and communicate with onshore SPOCs regularly 2. **Regulatory Reporting**: - Understand Cat Modeling process and workflows - Run catastrophe modeling platforms for accumulation analysis and regulatory requirements - Thorough knowledge of RMS EDM-RDM schema and regulatory reports - Provide analytical support, develop processes, and assist in portfolio rollup activities - Ensure SLAs are met and maintain communication with onshore SPOCs 3. **Model Validation**: - Perform model validation, provide recommendations, and work with internal/external teams - Contribute to Group projects, produce customized reports, and analyze reinsurance structures - Evaluate pricing, analyze real-time events, and demonstrate strong analytical abilities - Excellent written and verbal communication skills, and proficiency in Excel - Desirable: Knowledge of commercial insurance, catastrophe modeling industry, and coding experience 4. **Technical Solution (SQL query)**: - Work as a Catastrophe Modelling Analyst in the Accumulation Management department - Collaborate with the Technical Solutions team to develop customized tools and databases - Maintain existing tools, assist users, test new functionality, and support team projects - Bachelors Degree in Mathematics/ Applied Mathematics/ Statistics/ Operations Research/ Actuarial Science In summary, WNS is looking for CAT Modeling professionals with specific experience levels in Portfolio Modeling, Regulatory Reporting, Model Validation, and Technical Solution to join their global reinsurance client team. Successful candidates will contribute to various aspects of catastrophe risk analysis, regulatory reporting, model validation, and technical solutions, while ensuring operational excellence and effective communication with stakeholders.,

At Lilly, you are part of a global healthcare leader that is committed to uniting caring with discovery to enhance the lives of people worldwide. With our headquarters in Indianapolis, Indiana, our dedicated team of 39,000 employees collaborates to discover and deliver life-changing medicines, enhance disease understanding and management, and contribute to our communities through philanthropy and volunteerism. Our focus is on making a positive impact on people's lives around the world. As part of our ongoing efforts, we are in the process of developing and internalizing a cutting-edge recommendation engine platform. This platform aims to streamline sales and marketing operations by analyzing diverse data sources, implementing advanced personalization models, and seamlessly integrating with other Lilly operations platforms. The goal is to provide tailored recommendations to our sales and marketing teams at the individual doctor level, enabling informed decision-making and enhancing customer experience. Responsibilities: - Utilize deep learning models to optimize Omnichannel Promotional Sequences for sales teams - Analyze large datasets to identify trends and relevant information for modeling decisions - Translate business problems into statistical problem statements and propose solution approaches - Collaborate with stakeholders to effectively communicate analysis findings - Preference for familiarity with pharmaceutical datasets and industry - Experience in code refactoring, model training, deployment, testing, and monitoring for drift - Optimize model hyperparameters and adapt to new ML techniques for business problem-solving Qualifications: - Bachelor's degree in Computer Science, Statistics, or related field (preferred) - 2-6 years of hands-on experience with data analysis, coding, and result interpretation - Proficiency in coding languages like SQL or Python - Prior experience with ML techniques for recommendation engine models in healthcare sectors - Expertise in Feature Engineering, Selection, and Model Validation on Big Data - Familiarity with cloud technology, particularly AWS, and tools like Tableau and Power BI At Lilly, we are committed to promoting workplace diversity and providing equal opportunities for all individuals, including those with disabilities. If you require accommodation during the application process, please complete the accommodation request form on our website. Join us at Lilly and be part of a team dedicated to making a difference in the lives of people worldwide.,

Whether you're at the start of your career or looking to discover your next adventure, your story begins here. At Citi, you'll have the opportunity to expand your skills and make a difference at one of the world's most global banks. We're fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You'll also have the chance to give back and make a positive impact where we live and work through volunteerism. Citi Finance is responsible for the firm's financial management and related controls. We manage and partner on key Citi initiatives and deliverables, such as our quarterly earnings process and ensuring Citi's compliance with financial rules and regulations. The team comprises chief financial officers who partner with each of our businesses and disciplines including controllers, financial planning and analysis, strategy, investor relations, tax and treasury. We're currently looking for a high caliber professional to join our team as Vice President, NTMR Lead Analyst - Hybrid based in Mumbai. Being part of our team means that we'll provide you with the resources to meet your unique needs, empower you to make healthy decisions, and manage your financial well-being to help plan for your future. For instance: - Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses. - We have a variety of programs that help employees balance their work and life, including generous paid time off packages. - We offer our employees resources and tools to volunteer in the communities in which they live and work. In 2019, Citi employee volunteers contributed more than 1 million volunteer hours around the world. In this role, you're expected to take on: The Balance Sheet Management Lead Analyst provides support to the BSM NTMR manager with bank balance sheet management and optimization, balancing financial resources among different competing priorities and how other Non-Trading Market Risk such as FXRBB, Commodity/Equity/CSRBB risk and OCI capital at risk and allocation of cash into debt investment securities contribute to achieving Corporate Treasury's balance sheet optimization objectives and Citi's strategic goals. Ability to learn and understand the strategic direction of the function within the relevant part of the business. Good communication skills are required in order to collaborate and engage a wide range and level of stakeholders. The role is to provide support to the NTMR manager with executing functional strategy in the designed area. Assist with determining the approach to implementing functional strategy and assisting the NTMR manager with reflecting strategic influence on the business and interaction with other functions or businesses. The Balance Sheet Management Model Governance group is the critical team within the Treasury/Balance Sheet Management and is primarily responsible for ongoing maintenance and governance support of the models that are used to generate Non-Trading Market Risk (NTMR) metrics within Treasury, covering Interest Rate Risk, Credit Spread Risk, Foreign Exchange Risk, valuation risk in Fixed Income and derivatives, Funds Transfer Pricing, and other related areas. This team plays an important role in overall balance sheet management and has a direct impact on Citigroup's Capital. The work in this space is subject to heightened regulatory focus and scrutiny. Key Responsibilities: - Provide support to the Non-Trading Market Manager with BSM's management process by providing analytical support with a primary focus on asset allocation, FXRBB, Commodity/Equity/CSRBB risk. - Provide support to the NTMR manager for enhancing BSM's analytics and methodologies and establishing Citi's first-line NTMR management framework (Policy/Standard/Procedures, models, methodologies, reporting, controls, processes, analytics, data, and documentation). - Provide support to align governance and management framework, procedures, and controls for all legal entities that have OCI Risk, FX risk, commodity risk, credit spread risk in the Banking Book. Provide support to the NTMR manager to liaise with businesses, legal entity treasury, CTI and Markets Treasury, and Controllers teams to ensure both an understanding and the ability to manage other non-trading market risks. - Assist with identifying and remediating gaps in other non-trading market risk (excl IRBB) as required by Tier 1 regulations and help to remediate regulatory/audit self-identified issues concerning other non-trading market risks in the banking book and achieve the target state framework. Interact with 2nd line Finance CRO function, regulators, senior management, and Non-Traded Market Risk governance committees. Qualifications and other Requirements: - Relevant statistical modeling/econometrics, model governance or model validation experience in the financial domain - 5 to 7+ years" experience in Financial Services, Treasury, and bank global liquidity investment portfolio. - Experience with debt investment securities and non-trading market risk such as FXRBB, commodity risk, private equity risk, and CSRBB is a plus - Experience with regulatory, compliance, risk management, and financial management, and data governance concerns is a plus - Understanding of Bank ALM, Capital, and Liquidity considerations is a plus - Proven ability to work under pressure in ambiguous environments - Excellent communication skills are imperative i.e. ability to make complex subjects easily digestible for senior management - Exercises proven Power Point and Excel skills - Ability to prioritize in a fast-paced environment Ability to interact with all levels of management Must be a team player Education: - Bachelor's degree in Finance and Business or related fields; an advanced degree is a plus. - Proficient with Bloomberg, fixed income analytical tools, Python and/or database - Strong power point presentation - Understanding of accounting general ledger Take the next step in your career, apply for this role at Citi today.,

Are you seeking an exciting opportunity to join a dynamic and growing team in a fast-paced and challenging environment This unique opportunity allows you to collaborate with the Business team to offer a comprehensive view. As a Model Risk Program Analyst in the Model Risk Governance and Review Group (MRGR), your responsibilities will involve developing model risk policy and control procedures, conducting model validation activities, offering guidance on appropriate model usage, evaluating ongoing model performance, and ensuring that model users are well-informed about the strengths and limitations of the models. Roles within MRGR present promising career paths for individuals involved in model development and validation, working closely with various professionals to make significant contributions to daily model-related risk management decisions and independent model validations. Your duties will include engaging in new model validation activities for all Data Science models, assessing the conceptual soundness of model specification, verifying input reliability, checking the completeness of testing, and evaluating the robustness of numerical aspects and performance metrics. You will conduct independent testing, perform additional model review activities, collaborate with different stakeholders to provide oversight and guidance on model usage, controls, and performance assessment, and maintain the model risk control framework within the bank's coverage area. To excel in this role, you are required to possess strong quantitative and analytical skills, preferably based on a degree in a quantitative discipline such as Computer Science, Statistics, Data Science, Mathematics, Economics, or Math Finance. An advanced degree (Masters or PhD) is preferred. Additionally, you should have a solid understanding of Machine Learning and Data Science theory, techniques, and tools, including but not limited to Transformers, NLP, Deep Learning, OCR, and Reinforcement Learning. Proficiency in Python programming is essential, along with expertise in Python machine learning libraries such as NumPy, SciPy, Scikit-learn, TensorFlow, and Pandas. Prior experience in Data Science, Quantitative Model Development, or Model Validation is desirable. Excellent writing skills are crucial, as the role entails crafting scientific text and presenting logical reasoning effectively. Strong communication skills and a collaborative approach are necessary to engage with various functional areas within the bank on model-related matters. A risk and control mindset is key, enabling you to ask insightful questions, prioritize critical issues, and escalate concerns when needed.,

You will be responsible for participating in the development and maintenance of regulatory and internal risk models such as IMM, VaR, IRC, CRM, and Regulatory CVA. Your tasks will include theoretical modeling, empirical testing, historical back-testing, statistical analysis of market data, numerical implementations, model documentation, supporting risk applications, and providing analytical assistance to Risk Managers. In addition, you will be managing a local team to ensure smooth integration and strong cross-regional engagement with global teams. Your key accountabilities will involve applying cutting-edge quantitative risk methodologies to enhance Market and Counterparty credit risk monitoring, developing computational methods and mathematical models, researching and implementing quantitative solutions for financial product pricing and risk management, performing computations and assessing numerical implementations, validating pricing models, implementing analytics models within Python library, building optimization tools, defining data requirements, and collaborating effectively with colleagues across different time zones. You must possess strong communication and presentation skills to effectively engage with stakeholders and colleagues. Your decision-making and problem-solving abilities will be crucial in evaluating alternatives, making decisions about the best approach, and achieving consensus. As a quantitative analyst, you will need to be a strong leader, excellent communicator, team player, and creative thinker. Essential qualifications for this role include a Masters degree, PhD, or foreign equivalents in Mathematics, Computer Science, Physics, Statistics, or a related quantitative field, along with 7-10 years of experience in a financial quantitative analyst or financial software developer/engineer role. Desirable skills include experience in counterparty/market risk development, knowledge of financial products, analytic skills, programming skills, and familiarity with VaR-type models, statistics, and pricing models. Your main purpose will be to design, develop, implement, and support mathematical, statistical, and machine learning models and analytics for business decision-making. Collaborating with technology, developing high-performing analytics solutions, implementing models, providing ongoing support, and ensuring compliance with risk management policies are some of the key responsibilities associated with this role. As a Director, you will manage a business function, contribute to strategic initiatives, lead a team, provide expert advice, manage resourcing and budgeting, escalate policy breaches, ensure compliance, and focus on external relationships. Your leadership behaviors will be crucial in creating an environment for colleagues to excel, following the LEAD principles of Listening, Energizing, Aligning, and Developing others. Demonstrating Barclays Values and Mindset will also be expected from all team members.,

Project description Luxoft requires a strong Business Analyst to lead several initiatives as part of the Counterparty Credit Risk Technology team. The deliverable will incorporate business and technology deliverables including system upgrades, business workflows and migrations, risk data and control implementations. In this function, the business analyst is responsible for high quality analytics requirements produced by the team, definition of target operating model, testing, training, and user support for various projects focused on Traded Credit Risk. Responsibilities Work with relevant stakeholders (Traded Risk Management, Limits Monitoring, Reporting, Front Office etc) globally to deliver solutions for Counterparty Credit Risk (CCR) management and Front Office. Responsible for the implementations of the Counterparty Credit Risk models (MtM simulation, PFE, EEPE, IM and VM collateral modelling and aggregation). Work with external vendor and internal team on the upgrade of our pricing models and support the regression testing and model validation. Manage measure implementations in ActivePivot including the dynamic collateral modelling under simulation (both IM and VM) and work closely with Model Validation to ensure approval for these models. Be an interface between Risk managers, Counterparty Credit Risk Modelling and FO teams to collate all requirements and ensuring that these are translated into tangible ITO deliveries Writing business requirements documents that fully and clearly cover the user requirements. Planning the required testing ensuring traceability between requirements and test cases Undertaking functional testing of the delivered functionality to ensure it meets the requirements, where required documenting issues and managing to resolution Providing expert support to the business during User Acceptance Testing Providing user training and support for system implementations including performing user verification testing where required. Skills Must have 6-12 years of functional experience in Counterparty Credit Risk Good understanding of financial & capital markets domain with sound knowledge of products in Financial Market trading (OTC, Derivatives and Repo products). Advanced SQL knowledge Coordinate User Acceptance Testing Ability to multi-task and liaise directly with Risk Managers, IT partners and Front Office members. Familiarity and demonstrates confidence working in an agile development environment Self-starter who can manage timelines, drive/facilitate requirements and communicate with Developers Nice to have Any experience with technologies such as PostgreSQL, Kafka or ElasticSearch is a plus. Oracle PL/SQL knowledge, SQL Tuning is a plus Scripting programming in Python is a plus

: Job Title DWS Risk Manager - Investment Risk Models, AVP LocationPune, India Role Description Today, markets face a whole new set of pressures but also a whole lot of opportunity too. Opportunity to innovate differently. Opportunity to invest responsibly. And opportunity to make change. Join us at DWS, and you can be part of an industry-leading firm with a global presence. You can lead ambitious opportunities and shape the future of investing. You can support our clients, local communities, and the environment. Were looking for creative thinkers and innovators to join us as the world continues to transform. As whole markets change, one thing remains clear; our people always work together to capture the opportunities of tomorrow. Thats why we are Investors for a new now. As investors on behalf of our clients, it is our role to find investment solutions. Ensuring the best possible foundation for our clients financial future. And in return, well give you the support and platform to develop new skills, make an impact and work alongside some of the industrys greatest thought leaders. This is your chance to achieve your goals and lead an extraordinary career. About DWS Investment Risk The Chief Risk Office within DWS is an independent function responsible for protecting the business as well as being a trusted adviser and partner for supporting sustainable business growth. As part of the Chief Risk Office, the Investment Risk team is in charge of independent oversight of investment risk of DWS fiduciary portfolios. In this role, it designs and executes the risk programs to identify, measure, control and manage market, liquidity, sustainability, and counterparty risk of fiduciary portfolios. This includes the regular monitoring, analysis, and reporting of risk to portfolio management and DWS management boards. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Develop, test, and document both in-house and vendor-provided models for DWS Design and implement compensating controls to address identified model weaknesses Maintain and enhance existing risk models to deliver high-quality analytics and insights for the Investment and Product Divisions Coordinate and document model development activities, including new releases and updates, in collaboration with model vendors and key stakeholders such as the Investment Divisions and Model Validation team Contribute to the development and continuous improvement of the Model Risk Program for Investment Risk in liquid products, including the creation of global processes and procedures to ensure robust model risk governance Your skills and experience Masters degree in mathematics, Statistics, Quantitative Finance, Physics, or a related field; PhD is a plus Minimum of 5 years of proven experience in the financial industry, ideally in Model Development, Model Validation, Valuation, Risk Management, or Portfolio Management Demonstrated expertise in developing and applying analytical models for financial instruments Familiarity with regulatory frameworks related to model risk in the asset management industry is a plus Strong understanding of liquidity risk models as well as market risk models such as Value at Risk (VaR) and Stress Testing Proficient in programming languages such as Python, MATLAB, or R, and experienced with databases (SQL) Prior experience with BlackRock Solutions Aladdin is preferred Excellent verbal and written communication skills, with the ability to proactively and effectively communicate with management Proactive mindset with a focus on process improvement and innovative solution development Strong organizational skills and the ability to manage multiple priorities effectively How well support you About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm

Job Title: Climate Risk Model Validation Analyst (Nat Cat Floods) Location: Bangalore/ HybridExperience: 47 years Notice Period: Immediate Joiners Only Domain: Financial Services / Risk Modeling Job Description: We are seeking a skilled Climate Risk Model Validation Analyst with strong experience in Natural Catastrophe (Nat Cat) modeling, particularly floods. The ideal candidate will have hands-on expertise in stress testing and validating climate risk models, with a background in analyzing mortgage portfolios. Proficiency in Python is essential to support model implementation, testing, and reporting. Key Responsibilities: Perform validation and backtesting of Nat Cat models, with a focus on flood risk assessment. Conduct stress testing of climate-related models for mortgage portfolios. Evaluate and challenge model assumptions, methodologies, and outputs. Analyze large mortgage datasets for vulnerability to climate risks (especially flood exposure). Automate model validation and reporting using Python. Collaborate with risk, data science, and ESG teams to enhance model performance. Document validation results in line with regulatory standards and internal audit frameworks. Required Skills & Experience: 4+ years of experience in climate risk modeling or model validation. Strong exposure to Natural Catastrophe modeling, especially flood risk. Experience with mortgage portfolio data analysis and risk evaluation. Solid understanding of climate risk stress testing methodologies. Proficient in Python for data processing and model validation scripting. Ability to clearly document technical assessments and communicate with cross-functional teams. Prior experience in financial services or working with regulatory climate risk frameworks is a plus. If interested, please share your resume to sunidhi.manhas@portraypeople.com

With a startup spirit and 90,000+ curious and courageous minds, we have the expertise to go deep with the worlds biggest brandsand we have fun doing it. Now, were calling all you rule-breakers and risk-takers who see the world differently and are bold enough to reinvent it. Come, transform with us. Are you the one we are looking for? We are inviting applications for the role of , Model Validation, Derivatives Valuation Models. In this role, you will be responsible for model development, implementation & documentation - for a BFS client in the US Responsibilities You will be working with the independent model validation function of a large banking client and will involve end-to-end validation of derivatives valuation and risk factor models; development of challenger models will be included as necessary. It will also involve interaction with various stakeholder groups including model development, model owners/lines of business, auditors and client model validators. You will be expected to work hands-on to validate models, build and lead validation teams, and bring in thought leadership and domain/quantitative best practices to present effective challenge to the models. Your activities will include, but will not be limited to the following: End-to-end independent validation of the front office derivative valuation models, including exotic, complex and structured derivatives of various asset classes, e.g., EQ auto-callable accumulator / decumulator with barrier, FX average rate options (ARO), reverse convertible bonds, basket options, etc. and risk factor utility models, e.g., interest rate yield curve, local volatility, stochastic volatility surface, Black Scholes, Hull & White, SABR etc. Assess the models conceptually and quantitatively to ensure the model is suitable for the stated use. Conduct necessary assessments to challenge the model effectively. Assess adequacy of model documentation in line with regulatory guidelines, such as, SR 11-7, SS 1/23 and E23. Development of benchmark models for derivatives valuation and sensitivity analysis. Assessment of the model monitoring and implementation process. Assessment of the model calibration techniques. Prepare model validation report summarizing findings and provide recommendations Assessment of model risk current state and gaps for clients, along with recommendations to address the gaps Bring outside in views, and industry best practice knowledge to guide junior model validators and improve overall validation practice of the firm. Qualifications we seek in you Minimum qualifications PhD or master’s in physics, Mathematics, Statistics, Engineering, etc. with in-depth coursework, projects or research in numerical methods, 8+ years of experience in quantitative finance areas which involves in-depth work on model methodology, of which, 5+ years of model validation experience, of which, 3+ years of derivatives valuation / Greeks’ model validation Deep expertise in at least 2 of all asset classes, i.e., equity, interest rate, forex, commodities, etc. and good understanding of all asset classes; knowledge of Crypto will be valuable. Experience of regulatory models , like, VaR, SVaR, FRTB, SACCR, SIMM, CVA, SA CVA, etc. will be of added advantage but not a substitute of above-mentioned requirements. Hands on experience of simulations, finite difference method or other numerical methods in any programming language. Strong soft skills required: client communications, mentoring / coaching, technical solutions, identification of process improvement opportunities Self-driven, proactive, “can-do” attitude. Ability to work under ambiguity and with minimal supervision Preferred qualifications FRM or CQF certification is a plus Genpact is an Equal Opportunity Employer and considers applicants for all positions without regard to race, color, religion or belief, sex, age, national origin, citizenship status, marital status, military/veteran status, genetic information, sexual orientation, gender identity, physical or mental disability or any other characteristic protected by applicable laws. Genpact is committed to creating a dynamic work environment that values diversity and inclusion, respect and integrity, customer focus, and innovation. For more information, visit www.genpact.com. Follow us on Twitter, Facebook, LinkedIn, and YouTube.

Job ID: 21570 Location: Chennai, IN Area of interest: Technology Job type: Regular Employee Work style: Office Working Opening date: 27 Mar 2025 Job Summary Experience in applying machine learning techniques, Natural Language Processing or Computer Vision using TensorFlow, Pytorch Strong analytical and problem-solving skills Solid software engineering skills across multiple languages including but not limited to Java or Python, C/C++ Build and deploy end to end ML models and leverage metrics to support predictions, recommendations, search, and growth strategies Deep understanding of ML techniques such as: classification, clustering, deep learning, optimization methods, supervised and unsupervised techniques Proven ability to apply, debug, and develop machine learning models Establish scalable, efficient, automated processes for data analyses, model development, validation and implementation, Choose suitable DL algorithms, software, hardware and suggest integration methods. Ensure AI ML solutions are developed, and validations are performed in accordance with Responsible AI guidelines & Standards To closely monitor the Model Performance and ensure Model Improvements are done post Project Delivery Coach and mentor our team as we build scalable machine learning solutions Strong communication skills and an easy-going attitude Oversee development and implementation of assigned programs and guide teammates Carry out testing procedures to ensure systems are running smoothly Ensure that systems satisfy quality standards and procedures Build and manage strong relationships with stakeholders and various teams internally and externally, Provide direction and structure to assigned projects activities, establishing clear, precise goals, objectives and timeframes, run Project Governance calls with senior Stakeholders Strategy As the Squad Lead of AI ML Delivery team, the candidate is expected to lead the squad Delivery for AIML. Business Understand the Business requirement and execute the ML solutioning and ensue the delivery commitments are delivered on time and schedule. Processes Design and Delivery of AI ML Use cases RAI, Security & Governance Model Validation & Improvements Stakeholder Management People & Talent Manage the team in terms of project assignments and deadlines Manage a team dedicated for reviewing models related unstructured and structured data. Hire, nurture talent as required. Key Responsibilities Risk Management Ownership of the delivery, highlighting various risks on a timely manner to the stakeholders. Identifying proper remediation plan for the risks with proper risk roadmap. Governance Awareness and understanding of the regulatory framework, in which the Group operates, and the regulatory requirements and expectations relevant to the role. Regulatory & Business Conduct Display exemplary conduct and live by the Groups Values and Code of Conduct. Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct. Lead the team to achieve the outcomes set out in the Banks Conduct Principles: [Fair Outcomes for Clients; Effective Financial Markets; Financial Crime Compliance; The Right Environment.] * Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters. [Insert local regulator e.g. PRA/FCA prescribed responsibilities and Rationale for allocation]. [Where relevant - Additionally, for subsidiaries or relevant non -subsidiaries] Serve as a Director of the Board of [insert name of entities] Exercise authorities delegated by the Board of Directors and act in accordance with Articles of Association (or equivalent) Key stakeholders Business Stakeholders AIML Engineering Team AIML Product Team Product Enablement Team SCB Infrastructure Team Interfacing Program Team Skills and Experience Use NLP, Vision and ML techniques to bring order to unstructured data Experience in extracting signal from noise in large unstructured datasets a plus Work within the Engineering Team to design, code, train, test, deploy and iterate on enterprise scale machine learning systems Work alongside an excellent, cross-functional team across Engineering, Product and Design create solutions and try various algorithms to solve the problem. Stakeholder Management Qualifications Masters with specialisation in Technology with certification in AI and ML 5-12 years relevant of Hands-on Experience in developing and delivering AI solutions About Standard Chartered We're an international bank, nimble enough to act, big enough for impact. For more than 170 years, we've worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If you're looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we can't wait to see the talents you can bring us. Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, you'll see how we value difference and advocate inclusion. Together we: Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term What we offer Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations. Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum. Flexible working options based around home and office locations, with flexible working patterns. Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning. Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential. www.sc.com/careers,

About KPMG in India KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Jaipur, Hyderabad, Jaipur, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara and Vijayawada. KPMG entities in India offer services to national and international clients in India across sectors. We strive to provide rapid, performance-based, industry-focused and technology-enabled services, which reflect a shared knowledge of global and local industries and our experience of the Indian business environment. Roles And Responsibilities Model Validation, Model Development (Market Risk): Proven experience in market risk, risk modeling or model validation. Assess the model's conceptual soundness and methodology. Models Value at Risk, Counterparty Risk Exposure models, Pricing of plain vanilla and exotic derivatives, FVA, PVA, IPV, Pricing of Credit derivatives , FRTB (SA & IMA), Stress Test Models - CCAR etc. Produce high quality model validation reports, with a particular focus on noting limitations, weaknesses, and assumptions. Strong understanding of regulations and guidelines like SR 11-7 or other equivalent guidelines for model risk management. Assess the models conceptual soundness and methodology. Check appropriateness of input data, the model assumptions and parameters, the accuracy of the model calibration, as well as qualitative or expert adjustments etc. Review outcome, impact, or benchmark analysis, or develop/ validate a benchmark model (as applicable) Assess model risk, perform model robustness analysis, and identify and evaluate model limitations. Programming skills like: SAS, R, Python. Expertise in at least one of these programming languages would be an added advantage. Fair understanding of SQL. Proficient in Microsoft Word, Excel, Visio, and PowerPoint and Latex Equal employment opportunity information ,

As a Senior Model Developer at Barclays, you will play a crucial role in leading the evolution of the digital landscape, driving innovation and excellence within the organization. Your primary responsibility will be to utilize cutting-edge technology to revolutionize digital offerings, ensuring unparalleled customer experiences. Quantitative Analytics (QA) is a global organization comprising highly specialized quantitative modellers and developers, led by Olaf Springer, a member of Risk Exco. In this role, you will be involved in developing, testing, implementing, and supporting quantitative models for various aspects of risk management and valuation across Barclays. Key responsibilities of the Senior Model Developer include: - Developing predictive models, statistical analyses, and optimization procedures - Participating in project design and delivery with other functional teams - Producing robust documentation to ensure replicability of results - Collaborating with colleagues to ensure project completion within agreed time frames - Contributing to the broader Quantitative Analytics department through peer reviews and project collaboration In terms of stakeholder management and leadership, you will be required to lead projects and system migrations, manage business requirements, and ensure timely delivery of projects. Additionally, you will be involved in decision-making processes, problem-solving, and strategic planning related to model development and implementation. The successful candidate for this role should possess a strong background in risk and controls, change management, business acumen, and technical skills relevant to the position. Location of the role is in Noida. The purpose of the role is to design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making. Key responsibilities include designing analytics solutions, collaborating with technology teams, developing high-performing analytics solutions, and providing ongoing support for the effectiveness of these solutions. As an Assistant Vice President, you are expected to advise and influence decision-making, lead a team, and demonstrate a clear set of leadership behaviors. You will collaborate closely with other functions/business divisions, set objectives, and coach employees towards achieving those objectives. Overall, the role of a Senior Model Developer at Barclays requires a combination of technical expertise, leadership skills, and the ability to collaborate effectively with various stakeholders to drive innovation and excellence within the organization.,

: Job TitleDWS Risk Manager, AVP LocationBangalore, India Role description DWS Group (DWS) is one of the world's leading asset managers with some EUR of assets under management (as of 30 June 2022). Building on more than 60 years of experience, it has a reputation for excellence in Germany, Europe, the Americas and Asia. DWS is recognised by clients globally as a trusted source for integrated investment solutions, stability and innovation across a full spectrum of investment disciplines. We offer individuals and institutions access to our strong investment capabilities across all major asset classes and solutions aligned to growth trends. Our diverse expertise in Active, Passive and Alternatives asset management as well as our deep environmental, social and governance focus complement each other when creating targeted solutions for our clients. Our expertise and on-the-ground-knowledge of our economists, research analysts and investment professionals are brought together in one consistent global CIO View, which guides our investment approach strategically. The Risk platform is the independent risk oversight function of DWS. Model Risk is part of the Risk function and is designed to provide governance and control to manage a variety of models used in the Firm and associated risks. The Model Risk team works as a global organization with team members in New York, London and Frankfurt with a focus around validating, testing and overseeing the usage of models related to Corporate Risk (liquidity/economic capital) and Investment Risk for Liquid and Illiquid investment strategies. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities: Conducting model validations on the DWS models, both in-house and vendor models, based on regulatory guidance, internal policy and procedures and best industry practice and communicate findings and recommendations to model owners and prepare the model validation reports. Working closely with Investment teams on topics including model assumptions and limitations to ensure models remain fit for purpose. Carry out independent model reviews on complex topics in accordance with business needs and regulatory requirements. Review ongoing model monitoring reports, identify potential model risk and document the findings to key stakeholders while evaluating the corrective actions. Assist in building benchmark models used across the model validation team, design back testing or other methodologies to test the conceptual soundness of model assumptions. Your skills and experience: Previous quantitative risk management, model validation or model development experience from across the Investments, Consulting or Banking industry with sound experience of validating or developing valuation or risk models across asset classes such as FX, Rates and Equities Strong quantitative skills across programming languages such as R, SQL, C++, SAS, Python, MATLAB. Expertise in at least one of Python or C++ is essential. Good understanding of valuation methods, capital markets, portfolio theory and risk management Excellent verbal and written communications skills -- previous experience of writing either technical documentation related to model validation or development or independent peer-reviewed research articles. Educated to post-graduate degree level in a quantitative field such physics, mathematics, statistics, economics or engineering, or with relevant industry experience / professional qualification. How well support you . . About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We at DWS are committed to creating a diverse and inclusive workplace, one that embraces dialogue and diverse views, and treats everyone fairly to drive a high-performance culture. The value we create for our clients and investors is based on our ability to bring together various perspectives from all over the world and from different backgrounds. It is our experience that teams perform better and deliver improved outcomes when they are able to incorporate a wide range of perspectives. We call this #ConnectingTheDots.

: In Scope of Position based Promotions (INTERNAL only) Job Title Senior Analyst, MoRM (DIPL) Corporate TitleAVP LocationMumbai, India Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Effectively managing and mitigating Model Risks; Supporting the design of Model Risk metrics; Implementing a strong Model Risk Management and governance framework; Supporting bank-wide Model Risk-related policies and practices. This role spans all aspects of validation applicable to the portfolio of estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across all relevant business units and risk types. What well offer you : 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities The core responsibility will be to validate Stress testing models used within the larger CCAR PPNR umbrella for DB USA. Its important and incumbent to have an understanding of different aspects of banks business within different business segments of Corporate Banking, Private Banking, Investment banking. However, the role might necessitate model validator to be flexible in moving around different risk areas within US model validation team, outside of core area of responsibility. Key tasks include, but not limited to model performance testing, scenario analysis, sensitivity analysis, and conceptual assessment of model assumptions/limitations/weaknesses. Developing challenger models including independent data collection and by performing complex analysis and testing. Follow regulatory guidelines and the Banks policies and procedures for model risk management, especially CCAR-specific guidelines. Bringing efficiency by automating processes and uplifting frameworks. Your skills and experience 2-3 years of professional experience in model development/ validation or related areas. Previous experience in stress testing (DFAST/CCAR/ICAAP) would be a plus. The candidate should possess knowledge and experience in working with B/PPNR models across various lines of business, including Corporate Banking, Private Banking, Investment Banking, and Treasury Functions. Ability to analyse and understand financial statements (Balance sheet, Income statement) will be advantageous. Experience and knowledge of Statistical techniques, strong analytical skills with experience in relevant software packages, e.g., R and Python Candidate needs to have experience of report drafting reports and should be able to independently compile model validation reports, follow-through on mitigation of validation findings, and documentation thereof. Good presentation & communication skills Candidates with Mathematics/Statistics/Economics/Engineering/ MBA or allied background holding Graduate/Post-Graduate degrees are preferred. CFA / FRM certification will be a plus for the role. Candidates having experience / strong knowledge in Business Intelligence tools like Power BI, Tableau, Automation through MS-Access / VBA, supporting framework development, designing presentations will be a plus for the role. How well support you . . .

: In Scope of Position based Promotions (INTERNAL only) Job TitleAssociate - CRO Treasury Risk Management / Capital Risk Management LocationMumbai, India Role Description CRO Treasury Risk Management (TRM) provides a holistic coverage of all the risks managed by the Treasury function, including capital risk, liquidity risk, structural interest rate and FX risks, recovery and resolution planning. TRM Capital Risk Management acts as the 2nd line of defense control function for capital risk, which defines the control framework against the risk of insufficient capital at Group and entity level as well as coordinates DBs Internal Capital Adequacy Assessment Process (ICAAP). The Economic Capital & Leverage team sets the banks economic capital adequacy framework, establishes controls for certain economic risks, and acts as second line of defence for Economic Capital Adequacy and Leverage Ratios. Economic capital adequacy framework comprises the banks principles for risk quantification approaches under the economic perspective and economic loss absorbing capacity. Controls for economic risks refer to Pillar 2 risk types such as step-in risk and insurance risk and risks related to intangible assets. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Support in the ongoing monitoring, reporting and escalation of DB Groups economic capital adequacy metric. Maintain a robust control environment for DB Groups economic capital models, including data quality and model risk activities. Contribute to improvement initiatives related to the models that measure the risk related to the banks earnings volatility risk, software assets portfolio and risk type diversification. Analyze the changes in DBs risk profile and the differences between economic and regulatory capital models (i.e. mutual information between Pillar 1 and Pillar 2). Coordinate disclosure (e.g. Pillar 3 report) and external engagement points (DB Group supervisors) on economic capital models. Support in the implementation of measures required by supervisors, auditors and validators. Your skills and experience Education and Experience University degree or equivalent, preferably in Finance, Business Administration or some related field. 4y+ professional experience in Banking or Consulting in Risk Management or Finance, preferably with a link to capital adequacy/ICAAP. Experience with regulatory submissions beneficial. Competencies Knowledge about key regulations on capital adequacy/ICAAP Hands-on working approach with good analytical skills and strong attention to detail. Ability to present information to senior management in an appropriate way (quality & format). Ability to independently liaise with internal stakeholders. Ability to manage multiple tasks or projects at once and within given timeframes. Confident in management of models, handling and analyzing large amount of data. Proficient in Microsoft Office and Power Point. Personal characteristics Excellent communication skills in business-fluent English, verbal and written. A team player, able to work collaboratively in a global diverse team within a complex management structure and virtual team across the globe. Focused and self-motivated with continuous improvement mind-set. Goal-oriented, positive and constructive attitude. Ability to cope well under pressure and within deadlines. How well support you . . . .

Requirement :- - Strong experience and practical in-depth understanding of Credit risk model development/validation methodologies and procedures. - Strong quantitative background in Applied Statistics/Mathematics/Operations Research/ Economics /Engineering / or related quantitative field. - Strong work experience and practical understanding of at least one or more of the following regulatory regimes: US (FRB/OCC), UK (PRA/ECB), CBUAE (MENA), RBI (India), MAS (Singapore), HKMA (Hong Kong). - Strong work experience and/or in-depth practical understanding of Credit Risk models PD (Probability of Default), EAD (Exposure in Default), LGD (Loss Given Default) models from either model development or model validation standpoint. - Sound work experience and good practical understanding of Statistical modeling techniques of Linear Regression, Logistic Regression; Machine learning approaches of Gradient Boosting (GBM), XGboost (Extreme Gradient Boosting), Cat-Boosting, and Random Forest. Time Series modeling knowledge approaches – ARIMA, ARIMAX would be added plus. - Highly proficient in statistical tools/ programming languages (viz. Python, SAS, SQL, R). - Strong Experience with data analysis, data visualization, and data mining techniques. - High quality Report writing skills from either Model Development or Model Validation perspective factoring the regional regulatory guidelines/framework and Standard Operating Procedures. - Strong Critical reasoning skills and analytical capabilities for analyzing models and related modeling/Financial products analysis & exercises. - Adept in Stakeholder Management and excellent in Oral and written communication skills as well as interpersonal skills. - Sound Time management and Multitasking skills. Responsibilities :- - In-depth and End to End Validation of Credit risk models using both classical statistical techniques and machine learning approaches. Models span various Businesses of the Bank including Consumer Finance, Personal loans, Mortgages, Micro-Finance, Small Business Banking, Credit Cards, Corporate Banking, etc. and include both Acquisition and Behavioral score cards as well. - Collect and analyze large datasets to calibrate and validate credit risk models. - Evaluate the creditworthiness of Clients/Businesses and predict potential losses. - Collaborate with cross-functional teams – FLoD (Model Developers, Model Owners, Risk, Businesses), Bureau teams, etc. to opine on the utility of the credit risk models in business decision-making processes. - Staying up-to-date with Banking industry trends and Global/Regional as well as Local regulatory requirements.

Here, your voice and ideas matter, your work makes an impact, and together, you will help us define the future of American Express. How will you make an impact in this role? The Model Validation Testing Team Manager, within MIS and Analytics team, will be responsible for leading teams that review customer interactions to identify specific business requirements, to appropriately categorize and document interactions, and to provide insights to evolve and enhance automated solutions across GS. This is a people leader role where the leader will be responsible for managing the output of multiple model validation teams, and working with key stakeholders to manage intake of requirements, understanding of requirements and in setting expectations around delivery of the same. The work is critical in ensuring the robustness, soundness and fairness of automated solutions across GS, and is also a regulatory requirement to put such solutions into production. Some of the key responsibilities are as follows: Ensure optimal quality and quantity outcome from each validation team. Partner with stakeholders to gather and understand requirements, and align on delivery scope and timelines. Manage career pathing for the team members. Minimum Qualifications Strong familiarity with navigating call recording systems (NICE, Nexidia, Speech Miner, etc.) and customer systems of record (GSP, CSP, Globe star, etc.) Familiar with Excel and Presentation making Effective communication and excellent writing skills Naturally curious, a quick learner, and adept at drawing conclusions High level of professionalism, sense of urgency, knows when to escalate, and track record of doing things the right way. Excellent stakeholder management skills. Ability to lead large teams. We back you with benefits that support your holistic well-being so you can be and deliver your best. This means caring for you and your loved ones physical, financial, and mental health, as well as providing the flexibility you need to thrive personally and professionally:

Here, your voice and ideas matter, your work makes an impact, and together, you will help us define the future of American Express. How will you make an impact in this role? The Model Validation Testing Team Leader, within MIS and Analytics team, will be responsible for leading teams that review customer interactions to identify specific business requirements, to appropriately categorize and document interactions, and to provide insights to evolve and enhance automated solutions across GS. This is a people leader role where the leader will be responsible for team coaching and feedback, managing deadlines for the team members, and optimizing their work inventory for effective and accurate outcomes. The work is critical in ensuring the robustness, soundness and fairness of automated solutions across GS, and is also a regulatory requirement to put such solutions into production. Some of the key responsibilities are as follows: Validate the work of the team-members to ensure quality and volume expectations are met. Validate context and reasoning for evaluation decision. Calibrate as a team to ensure alignment. Coaching and feedback of team members for continued development. Ensuring work volume is distributed equitably and optimally for maximum effectiveness. Minimum Qualifications Strong familiarity with navigating call recording systems (NICE, Nexidia, Speech Miner, etc.) and customer systems of record (GSP, CSP, Globe star, etc.) Familiar with basic excel and presentation making Effective communication and excellent writing skills Naturally curious, a quick learner, and adept at drawing conclusions High level of professionalism, sense of urgency, knows when to escalate, and track record of doing things the right way. Demonstrated ability to influence without authority. Team player who is open to feedback and other s thought process Ability to coach and give feedback and handle difficult communications if required Ability to lead large teams. We back you with benefits that support your holistic well-being so you can be and deliver your best. This means caring for you and your loved ones physical, financial, and mental health, as well as providing the flexibility you need to thrive personally and professionally:

Entity :- Accenture Strategy & Consulting Job location :- Mumbai About S&C - Global Network :- Accenture Global Network - Data & AI practice help our clients grow their business in entirely new ways. Analytics enables our clients to achieve high performance through insights from data - insights that inform better decisions and strengthen customer relationships. From strategy to execution, Accenture works with organizations to develop analytic capabilities - from accessing and reporting on data to predictive modelling - to outperform the competition WHATS IN IT FOR YOU Accenture CFO & EV team under Data & AI team has comprehensive suite of capabilities in Risk, Fraud, Financial crime, and Finance. Within risk realm, our focus revolves around the model development, model validation, and auditing of models. Additionally, our work extends to ongoing performance evaluation, vigilant monitoring, meticulous governance, and thorough documentation of models. Get to work with top financial clients globally Access resources enabling you to utilize cutting-edge technologies, fostering innovation with the worlds most recognizable companies. Accenture will continually invest in your learning and growth and will support you in expanding your knowledge. Youll be part of a diverse and vibrant team collaborating with talented individuals from various backgrounds and disciplines continually pushing the boundaries of business capabilities, fostering an environment of innovation. What you would do in this role Engagement Execution Work independently/with minimal supervision in client engagements that may involve model development, validation, governance, strategy, transformation, implementation and end-to-end delivery of risk solutions for Accentures clients. Ability to manage workstream of large projects / small projects with responsibilities of managing quality of deliverables for junior team members. Demonstrated ability of managing day to day interactions with the Client stakeholders Practice Enablement Guide junior team members. Support development of the Practice by driving innovations, initiatives. Develop thought capital and disseminate information around current and emerging trends in Risk. Qualification Who we are looking for 7 - 12 years of relevant Risk Analytics experience at one or more Financial Services firms, or Professional Services / Risk Advisory with significant exposure to one or more of the following areas: Development, validation, and audit of: Credit Risk- PD/LGD/EAD Models, CCAR/DFAST Loss Forecasting and Revenue Forecasting Models, IFRS9/CECL Loss Forecasting Models across Retail and Commercial portfolios Credit Acquisition/Behavior/Collections/Recovery Modeling and Strategies, Credit Policies, Limit Management, Acquisition Frauds, Collections Agent Matching/Channel Allocations across Retail and Commercial portfolios Regulatory Capital and Economic Capital Models Liquidity Risk Liquidity models, stress testing models, Basel Liquidity reporting standards Anti Money Laundering AML scenarios/alerts, Network Analysis Operational risk AMA modeling, operational risk reporting Conceptual understanding of Basel/CCAR/DFAST/CECL/IFRS9 and other risk regulations Experience in conceptualizing and creating risk reporting and dashboarding solutions. Experience in modeling with statistical techniques such as linear regression, logistic regression, GLM, GBM, XGBoost, CatBoost, Neural Networks, Time series ARMA/ARIMA, ML interpretability and bias algorithms etc. Programing Languages - SAS, R, Python, Spark, Scala etc., Tools such as Tableau, QlikView, PowerBI, SAS VA etc. Strong understanding of Risk function and ability to apply them in client discussions and project implementation. Academic : Masters degree in a quantitative discipline mathematics, statistics, economics, financial engineering, operations research or related field or MBA from top-tier universities. Strong academic credentials and publications, if applicable. Industry certifications such as FRM, PRM, CFA preferred. Excellent communication and interpersonal skills. Accenture is an equal opportunities employer and welcomes applications from all sections of society and does not discriminate on grounds of race, religion or belief, ethnic or national origin, disability, age, citizenship, marital, domestic or civil partnership status, sexual orientation, gender identity, or any other basis as protected by applicable law.

Qualifications B-Tech/MBA Finance / Postgraduate with 1-3 years in quantitative subjects (Statistics/Data Science) Work Experience 1-3 years relevant analytical experience in Model development, ML modelling, Forecasting, Segmentation and Clustering. Significant experience of model risk management, governance and/or model development / validation. Significant experience of local regulators and regulations. Experience of managing senior stakeholder and external communications. Proven ability to develop strong networks with key stakeholders at all points in a matrix structure, creating an ability to execute task at hand with minimum conflict. Providing expert advice, robust challenge and managing risk and controls Excellent written and oral communication skills & Strong attention to detail. Preferred Coding languages: SAS, SQL, R, Python. Classical statistical techniques: Regression, Logistic regression, Clustering, Dimensionality reduction techniques, Hypothesis testing. Experience in handling huge data base and the ability to do root cause analysis. Individual contributor with the capability to deliver projects within timeline. Effective verbal and written communication skills.

Amazon.com, Inc. seeks to be Earths most customer-centric company, where customers can find and discover anything they might want to buy online, and endeavors to offer its customers the widest of selection at low price that drives Amazon s flywheel. The vision of Retail Business Services (RBS) Organization at Amazon is to accelerate Amazon s flywheel by improving customer experience and enabling our Selling Partners (SPs) to grow their business with Amazon. RBS provides catalog augmentation and correction technologies for the Amazon selling community. Our solutions ensure information in Amazons catalogs is both complete and comprehensive enough to give our customers a great shopping experience every time. RBS is looking for a Senior Program Manager who can work at all levels of detail to accomplish team/organization goals, to lead our Storewalk+ service offering. The Storewalk+ business unit within RBS provides our Customers with next generation buying experience by improving their end-to-end experience on our retail shopping platform. Unlike conventional research approaches, it mimics customer s shopping journey to discover and eliminate defects that adversely impact customer s buying experience. Overall, Storewalk+ is designed to delight customers with a seamless decision-making in buying and thereby improving the net conversion for Amazon As a Senior Program Manager, you will: 1) Own vision and definition for the Program and Service expansion 2) Own Planning, Forecasting and OP contributions 3) Set and measure goals for the storewalk team responsible for identifying root-causes responsible for significant customer drop-offs across the purchase journey 4) Be responsible for end-to-end storewalk execution, engagement with category L7/L8s for root-cause validation & collaboration with Storewalk+ Solutioning POD leaders. 5) Define the clear requirement of specific business use cases for tech product mgr. 6) Support data analysts and product managers by turning business requirements into functional specifications and then executing delivery. 7) Establish scalable, efficient processes for large scale data analyses, model development, model validation and model implementation. 8) Own the service s execution strategy. 9) Develop strategies to mitigate risk. 10) Be responsible for all communication to Leadership ( Flash updates, WBR, QBR, LT Deep dives). 5+ years of working cross functionally with tech and non-tech teams experience 5+ years of program or project management experience 5+ years of delivering cross functional projects experience Experience defining program requirements and using data and metrics to determine improvements 2+ years of driving process improvements experience Masters degree, or MBA in business, operations, human resources, adult education, organizational development, instructional design or related field

Amazon Music is an immersive audio entertainment service that deepens connections between fans, artists, and creators. From personalized music playlists to exclusive podcasts, concert livestreams to artist merch, Amazon Music is innovating at some of the most exciting intersections of music and culture. We offer experiences that serve all listeners with our different tiers of service: Prime members get access to all the music in shuffle mode, and top ad-free podcasts, included with their membership; customers can upgrade to Amazon Music Unlimited for unlimited, on-demand access to 100 million songs, including millions in HD, Ultra HD, and spatial audio; and anyone can listen for free by downloading the Amazon Music app or via Alexa-enabled devices. Join us for the opportunity to influence how Amazon Music engages fans, artists, and creators on a global scale. Learn more at Amazon Music Search team is seeking an experienced Applied Scientist who will join a team of experts in the field of machine learning, and work together to break new ground in the world of understanding and classifying different forms of music, and creating interactive experiences to help users find the music they are in the mood for. We work on machine learning problems for music classification, recommender systems, dialogue systems, NLP, and music information retrieval. Youll work in a collaborative environment where you can pursue applied research, with many peta-bytes of data, work on problems that haven t been solved before, quickly implement and deploy your algorithmic ideas at scale, understand whether they succeed via statistically relevant experiments across millions of customers, and publish your research. Youll see the work you do directly improve the experience of Amazon Music customers on Alexa/Echo, mobile, and web. Use machine learning, deep learning, LLMs and NLP techniques to create scalable solutions for business problems Analyze and extract relevant information from large amounts of Amazons data to help automate and optimize key processes Design, development and evaluation of highly innovative models for predictive learning Work closely with software engineering teams to drive model implementations and new feature creations Establish scalable, efficient, automated processes for large scale data analyses, model development, model validation and model implementation Research and implement novel machine learning and statistical approaches A day in the life Imagine being part of an agile team where your ideas have the potential to reach millions. Picture working on highly impactful consumer-facing products, where every single team member is a critical voice in the decision-making process. Envision being able to leverage the resources of a Fortune-500 company within the atmosphere of a start-up. Welcome to Amazon Music, where ideas are born and come to life as Amazon Music Unlimited, Prime Music, and so much more. 3+ years of building machine learning models for business application experience PhD, or Masters degree and 6+ years of applied research experience Experience programming in Java, C++, Python or related language Experience with neural deep learning methods and machine learning Experience with modeling tools such as R, scikit-learn, Spark MLLib, MxNet, Tensorflow, numpy, scipy etc. Experience with large scale distributed systems such as Hadoop, Spark etc.

Data Scientist - Multi-Touch Attribution (MTA)Job Title: Data Scientist - Multi-Touch Attribution (MTA) Location: Bangalore (3 days work from office) Experience: 3+ years About the Role We are looking for a skilled Data Scientist to lead our Multi-Touch Attribution (MTA) modelling efforts. This role will be instrumental in accurately measuring the impact of each marketing channel and touchpoint on user conversions and business outcomes. You will work closely with marketing, growth, and data engineering teams to develop attribution frameworks, enable budget optimisation, and enhance ROI measurement. Key Responsibilities Develop and implement algorithmic attribution models to quantify the impact of various marketing touchpoints. Apply statistical, probabilistic, and machine learning methods to build MTA models that incorporate online and offline signals. Work with large-scale marketing datasets including impressions, clicks, conversions, and engagement metrics. Partner with marketing teams to improve channel efficiency and campaign planning based on attribution insights. Conduct model validations using holdout experiments and out-of-sample testing to ensure reliability. Automate model scoring and reporting pipelines to provide real-time attribution visibility. Create intuitive dashboards and documentation to communicate findings and influence strategic decisions. Qualifications: 3+ years of experience in data science, marketing analytics, or attribution modelling. Strong hands-on experience with Python, SQL, and relevant data science libraries. In-depth knowledge of MTA techniques such as logistic regression, Shapley values, Markov chains, or time decay. Solid understanding of digital marketing channels and customer journey analytics. Experience with model validation, experimentation design, and lift analysis. Strong problem-solving and communication skills with a product mindset.

Model Validation & Data Quality Specialist (Credit Risk) What Youll Do: Validate SAS-based PD/LGD/EAD models: back-testing, sensitivity, stress-testing Profile and fix data issues via SAS/SQL; track data-quality KPIs Draft concise validation reports and regulator-ready documentation Collaborate with model developers, data stewards, audit & regulators Must Have: 3 - 8 yrs in model validation or credit-risk analytics (bank/consultancy) Expert SAS + strong SQL; Python/R a plus Solid grasp of Basel IRB parameters & MRM frameworks (SR 11-7/RBI) Clear report-writing and stakeholder communication Nice to Have: Data-governance tool experience (Collibra/Informatica) PRMIA or similar model-risk certification Automation via SAS macros or Python If interested, Kindly share your resume on simran.salhotra@portraypeople.com