146 Risk Modeling Jobs

Formulation of Credit Policy for assigned products Review amendment proposal to credit policies Monitor effective implementation of credit policies Review and Analysis of historical loan data to understand the pattern from delinquency point of view Apply statistical tool to analyze the pattern and come with detailed assessment Review and Prepare risk dashboard for management which shows all important risk parameters Customer, vendor, competition visits & Market analysis Develop rating model/scorecard for various retail and corporate loans based on historical data Testing of scorecard/model on a regular basis and update Coordinate with various stakeholder for the rating model implementation Prepare and maintain database of loan products from risk assessment point of view Ensure data is correctly captured in the system and coordinate with different teams to fix the issue. Review and Preparation of regular credit risk reports for Board meeting and other management committee meeting consumption Regulatory, Audit reporting interested candidate can share their resume on adarsh.pandey@utkarsh.bank.

Position Purpose :- Lead the Card Risk Analytics team which supports the credit cards business in the following areas: Modelling, Acquisition, Credit Risk Management & Fraud Risk Position Responsibilities :- Drive next generation of analytical solutions in Credit Cards :- - Revamp Acquisition Rules to drive profitable and risk-adjusted growth - Enhance Card Limit assignment framework - Identify cohorts and segments to drive acquisition volume for various sourcing channels and key co-brand partners - Drive Portfolio interventions both Positive and Negative – to identify enhancement opportunities (offer base enhancement, line/loan amount assignment) - Enhance Fraud Risk Management by enhancing Rule efficacy, developing Fraud Models Lead Risk, Collection and Marketing model development and monitoring of the models for Credit Cards portfolio Drive business efficiencies :- - Focus on Cross-Sell: Develop targeted pre-approved bases for Cross-sell of Loans/Cards to existing customers in the Bank - Develop portfolio segmentation to enhance customer engagement, encourage profitable spend and reduce Credit losses through sharper interventions - Work towards achieving Infrastructure enhancements that would facilitate advanced analytics and data science Independently manage and lead analytics projects and manage relationship with stakeholders Engage with internal stakeholders – such as Business, Risk, Collection for generating ideas of analytics projects and answer / explain challenges in respective areas Engage with external stakeholders – Partners, Credit Bureaus, Fintechs etc. Manage a large team of 25+ people

You will be a part of KPMG India, a professional services firm affiliated with KPMG International Limited, with offices in various cities across the country. Your role will involve working on Model Validation and Model Development related to Market Risk. You should have proven experience in market risk, risk modeling, or model validation, and be familiar with assessing the conceptual soundness and methodology of models such as Value at Risk, Counterparty Risk Exposure models, Pricing of derivatives, and Stress Test Models. Your responsibilities will include producing high-quality model validation reports, understanding regulations and guidelines for model risk management, and assessing the appropriateness of input data, model assumptions, and parameters. You will also be required to review outcomes, perform benchmark analysis, and identify model limitations. Proficiency in programming languages like SAS, R, Python, and a fair understanding of SQL, along with proficiency in Microsoft Word, Excel, Visio, PowerPoint, and Latex will be advantageous. As part of KPMG India, you will have the opportunity to work with national and international clients across various sectors, providing industry-focused and technology-enabled services based on global and local industry knowledge and experience of the Indian business environment.,

Role & responsibilities Implement Credit policy logic in Credit/Business rule engine and monitoring Develop logic and conduct testing of implemented logic Responsible for implementing credit policy in coordination with risk ,IT , product and Business Support in implementation of projects and product development to mitigate credit risk in the organization Prepare/Analyse/maintain credit risk models (scenario testing) in line with requirements of organization. Prepare risk reports on a regular basis. Identifying and analysing potential credit risk areas based on the data provided and recommending action plans Preferred candidate profile 1-4 years experience (preferably in MFI/FI/Bank/working in Credit risk domain) Engineering/ MBA(Finance) Proficient in MS-Office (Excel, PowerPoint and Word) Strong analytical skills. Knowledge of analytical tool (preferably R/Python/SAS)- python must Strong English verbal and writing skills understanding of MFI/FI/Bank business environment is plus Regards, Sandipa 7980475998

About The Role : In Scope of Position based Promotions (INTERNAL only) Job Title- IB Business Information Records Officer (BIRO) Location- Mumbai, India Corporate Title - VP Role Description Group Strategic Analytics: Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital. 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 Treasury Strat's The candidate is required to work in collaboration with London/New York/Frankfurt team on various quantitative and regulatory driven projects. Candidate is required to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform. Implementation of the project needs to be done in Python and C++ programming language. Candidate should possess a very good English communication skill in order to coordinate and communicate their work effectively with various stakeholders spread across globe. Role Responsibilities Development of complex processes, framework or risk analysis as well as improvements Implement, enhance and maintain existing framework to measure market risks across the bank Understand and decipher business problem to convert into manageable smaller problem statements Coordinate and gather information from various stakeholders for deeper understanding of the business Design an automated solution which is optimized and scalable Develop and design tables and databases required for the storage of the data Develop applications/libraries for the implementation of the solution Remediation of regulatory as well as external and internal findings against the MR HS models in line with the assigned tasks Constant awareness and understanding of the key market risks taken by the business areas and communication to senior management and with ex External stakeholders, challenge the business within assigned areas when required Quality assurance (e.g. 4 eyes principle reviews) Your skills and experience Competencies Programming Skills At least 4 years experience in Python/C++ programming Good knowledge of OOPs programming concepts ( Class, Pointers, Data structure stacks, queue) Experience in pulling data from various Market data sources. Independent handling and mitigating methodological or process weaknesses identified by regulators, auditors and internal model validation team Strong communication skills and presentation ability with attention to detail Good problem solving instincts and strong analytical skills Personal characteristics Ability to work independently as well as flexibly within intra or inter-departmental groups. Continuous advancement of own skills and knowledge Can-Do attitude & Able to cope well under pressure and tight deadlines. Education/ Qualifications: Strong educational background in Engineering/Science, Economics, Statistics or other numerate discipline preferably from good colleges in India e.g. IIT, NIT, ISI etc. Good knowledge of financial instruments and markets across all asset classes Knowledge of financial pricing models, risk models would be desirable Experience with applied econometrics (Hypothesis testing, PCA, Linear/Non-Linear Regression etc) will be a plus Certification courses like CFA/FRM/CQ How well support you

About The Role : Job TitleQuant Analyst, AVP LocationMumbai, India Role Description Group Strategic Analytics: Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital. 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 Treasury Strat's The candidate is required to work in collaboration with London/New York/Frankfurt team on various quantitative and regulatory driven projects. Candidate is required to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform. Implementation of the project needs to be done in Python and C++ programming language. Candidate should possess a very good English communication skill in order to coordinate and communicate their work effectively with various stakeholders spread across globe. Role Responsibilities Development of complex processes, framework or risk analysis as well as improvements Implement, enhance and maintain existing framework to measure market risks across the bank Understand and decipher business problem to convert into manageable smaller problem statements Coordinate and gather information from various stakeholders for deeper understanding of the business Design an automated solution which is optimized and scalable Develop and design tables and databases required for the storage of the data Develop applications/libraries for the implementation of the solution Remediation of regulatory as well as external and internal findings against the MR HS models in line with the assigned tasks Constant awareness and understanding of the key market risks taken by the business areas and communication to senior management and with ex External stakeholders, challenge the business within assigned areas when required Quality assurance (e.g. 4 eyes principle reviews) Your skills and experience Competencies Programming Skills At least 4 years experience in Python/C++ programming Good knowledge of OOPs programming concepts ( Class, Pointers, Data structure stacks, queue) Experience in pulling data from various Market data sources. Independent handling and mitigating methodological or process weaknesses identified by regulators, auditors and internal model validation team Strong communication skills and presentation ability with attention to detail Good problem solving instincts and strong analytical skills Personal characteristics Ability to work independently as well as flexibly within intra or inter-departmental groups. Continuous advancement of own skills and knowledge Can-Do attitude & Able to cope well under pressure and tight deadlines. Education/ Qualifications: Strong educational background in Engineering/Science, Economics, Statistics or other numerate discipline preferably from good colleges in India e.g. IIT, NIT, ISI etc. Good knowledge of financial instruments and markets across all asset classes Knowledge of financial pricing models, risk models would be desirable Experience with applied econometrics (Hypothesis testing, PCA, Linear/Non-Linear Regression etc) will be a plus Certification courses like CFA/FRM/CQ How well support you

Enterprise Portfolio Researcher We are looking for a motivated Quantitative Risk Modeler with 1- 3 years of experience to join our team. This role focuses on developing and maintaining multi-asset class analytics frameworks to the Firmwide portfolio of teams and senior management decision-making. If you have a passion for quantitative finance, risk modeling, and applied statistics, this is an excellent opportunity to grow your career in a dynamic and collaborative environment. Principal Responsibilities: Development of multi-asset class analytics across all MLP strategies, supporting the Office of the CIO across Enterprise-wide initiatives. This includes working on the centralized performance evaluation framework at MLP, improvements on VaR and Stress methodologies, as well as implementing centralized back-testing and model performance frameworks. Contributions to the development of multi-asset class content generation, as well as centralized visualization tools for the platform used by senior management. Ownership in developing a quantitative framework for identifying, measuring, managing, and reporting multi-asset class analytics across the platform PM performance measurement and analytics to help inform management decisions. Ownership of a multi-asset class stress-testing framework, including insights into key risk drivers to action management decisions. Capital utilization and allocation models across portfolio manager teams. Cost of liquidation measurement and management, as well as associated returns relative to constrained resources. Post initial model development work, coordinate with relevant Technology departments to ensure changes are deployed into to production. Qualifications: The candidate should have a degree in a quantitative field such as statistics, mathematics, computer science or financial engineering. Strong programming skills, prior experience with Python (Polars and/or Pandas). Proficiency in at least a compiled and statically typed language is a plus. Knowledge of mathematical and statistical analytics tools: estimation of linear models, dimensionality reduction techniques e.g. Equity Factor Models, Principal Component Analysis, and performance analytics (e.g., Sharpe ratios, drawdowns). Sense of responsibility and integrity. Intellectual curiosity and entrepreneurial mindset. Willingness to work and have fun in the process. Good presentation and communication skills, experience in either preparing or participating presentation for senior management-style meetings.

You are a highly skilled Quantitative Developer / Algorithmic Developer with 3 to 7 years of experience, seeking to join a team focused on building advanced, production-grade crypto trading systems. Your role involves developing and optimizing algorithmic trading strategies, designing robust infrastructure, integrating with exchanges, and converting research ideas into actionable trading logic. You should excel at strategy development, high-performance Python programming, and system design, with a deep interest in cryptocurrency markets. Your key responsibilities will include designing, building, and deploying crypto trading strategies across spot, futures, and derivatives. You will translate strategy logic into efficient Python code, work on data ingestion and pattern recognition, integrate machine learning models, interface with exchange APIs, manage data storage, optimize for latency and robustness, and develop internal tools for monitoring and strategy deployment. To excel in this role, you must have strong hands-on programming experience in Python, solid understanding of algorithmic trading systems, proficiency in PostgreSQL, Redis, and FastAPI, familiarity with crypto exchange APIs, and quantitative strategy concepts. You should be detail-oriented, have prior experience with strategy development, and possess a deep curiosity about crypto markets. Preferred qualifications include experience in systematic trading, knowledge of pattern detection systems, exposure to machine learning models applied to financial data, and an understanding of portfolio optimization and risk modeling. If you are passionate about crypto markets and want to contribute to the next generation of intelligent trading systems, this role offers an exciting opportunity to collaborate with quant researchers, infra engineers, and traders in shaping the future of crypto trading.,

You are a highly accomplished and strategic professional sought after to join the Financial Risk Management (FRM) team within the Risk Advisory service line at KPMG India. Your deep expertise in financial risk, regulatory compliance, and advisory services, particularly in the banking and financial services sector, will be invaluable in this role. As a Director in the FRM team, you will lead and manage large-scale risk transformation programs focusing on credit risk, market risk, and regulatory compliance. Your responsibilities will include performing Basel III Reforms divergence analysis, optimizing ICAAP processes, automating regulatory reports, and leading regulatory change initiatives such as Basel III/IV, ICAAP, RRP, APRA, PRA, FINMA, and RBI compliance. Additionally, you will support quarterly capital reporting for APRA and drive client engagement from proposal development to delivery. To excel in this role, you should possess 12-15+ years of experience in financial risk management, either in consulting or the BFSI sector, along with a strong understanding of regulatory frameworks. You must have proven experience in managing P&L, delivering on revenue and margin targets, and exceptional leadership, communication, and stakeholder management skills. Analytical and quantitative skills, including risk modeling and scenario analysis, are essential, as well as excellent communication and presentation skills for CXO-level interactions. Your qualifications should include CA, MBA (Finance), CFA, FRM, or equivalent professional certifications, along with a strong academic background in finance, economics, statistics, or related fields. Additional certifications in risk management or data analytics would be considered a plus. KPMG India is an equal opportunity employer where professionals like you can leverage the global network of firms, stay informed about local laws, regulations, markets, and competition, and contribute to the growth and success of the organization.,

Role & responsibilities The role of Auditor involves: Review and assess the model governance, development, validation, documentation, and implementation to evaluate the effectiveness of the scoring, economic capital, rating and other models using statistical, machine learning techniques. Automate audit testing by utilizing a variety of modeling, data analysis, and programming tools. Identifies anomalies, trends, and risks by analyzing large, complex data sets. Ability to evaluate models across multiple functional domains, such as wholesale, retail, fraud, etc. Proficiency with Python/R, SQL Server, SAS, Excel, JIRA, Bitbucket. Opportunity to contribute to one or more areas of audit covering risk function like audit of Credit Risk, Market Risk, Operational Risk, Pillar II, ICAAP, ERM, Fraud Risk as per RBI guidelines. Key Responsibilities Review and assess the model governance, development, validation, documentation, and implementation to evaluate the effectiveness of the scoring, economic capital, and rating models using statistical, machine learning techniques. Drafting of detailed audit reports with assessment details, preparation of supporting workpapers, clearly documenting the observations noted with implications and recommending corrective actions to auditee. Preferred candidate profile A master's degree in Statistics, Mathematics, or related fields. 7 - 12 years of experience in the financial services industry, preferably with model development, validation, model risk audit, data analytics. Understanding of Risk Management processes like Market, Credit , Operational, ALM, Capital adequacy, Fraud is good to have but not essential. Demonstrate good understanding of model risk function. Knowledge of various modelling techniques used in the banking industry. Experienced with various programming languages used in risk modelling. Drafting of detailed audit reports with assessment details, preparation of supporting workpapers, clearly documenting the observations noted with implications and recommending corrective actions to auditee. Coordinating and supporting the Banks compliance team during RBI Audits and other external audits. Good communication (both verbal & written) and inter-personal skills. Ability to work as a part of team and contribute towards team goals.

Job Responsibilities: Data Collection and Preparation: Collaborate with cross-functional teams, including domain experts, to collect and preprocess relevant data from multiple sources (e.g., healthcare records, financial transactions). Conduct thorough data analysis, cleaning, and feature engineering to transform raw data into usable formats for model development. Ensure data privacy and security compliance when handling sensitive data. Machine Learning Model Development: Design, build, and implement machine learning models tailored to solve specific business challenges Select appropriate datasets and data representation methods for various projects (e.g., time-series data, structured/unstructured data). Experiment with and optimize algorithms (e.g., supervised learning, unsupervised learning, anomaly detection) to improve model accuracy and efficiency. Perform statistical analysis, test different hypotheses, and fine-tune models using test results. Model Optimization and Evaluation: Evaluate model performance using various metrics (accuracy, precision, recall, F1 score, etc.) and apply techniques such as cross-validation, hyperparameter tuning Continuously improve models based on feedback, new data, and evolving business requirements. Ensure models can scale effectively in production environments. Model Deployment and Monitoring: Deploy machine learning models into production using cloud services (AWS, GCP, Azure) or containerized environments (Docker, Kubernetes). Oversee and monitor the performance of models in real-time, ensuring they provide accurate and actionable insights. Implement model retraining and continuous learning processes to maintain performance over time. Research and Innovation: Stay current with the latest developments in machine learning, AI, and relevant technologies by actively researching and experimenting with new algorithms, models, and techniques. Propose and integrate novel approaches into existing workflows to improve model accuracy, efficiency, and scalability. Required Qualifications: Technical Skills: Programming Languages : Proficiency in Python, Java, or R, with strong expertise in Python for machine learning tasks. Machine Learning Frameworks : Familiarity with TensorFlow, PyTorch, Keras, and scikit-learn for developing and optimizing models. Mathematics & Statistics : Strong foundation in linear algebra, calculus, probability, and statistics to understand and apply machine learning algorithms effectively. Big Data Technologies : Experience working with tools like Hadoop, Apache Spark for handling large datasets. Cloud Computing : Hands-on experience with cloud platforms such as AWS, GCP, or Azure for deploying and maintaining machine learning models. Version Control & Deployment : Proficient with version control tools like Git and experience in CI/CD pipelines for model deployment. Domain-Specific Knowledge (Desired): Healthcare/Medical Data : Understanding of medical datasets (e.g., patient records, diagnostic imaging) and how to build models for healthcare applications (e.g., predicting neurological disorders). Financial Data/Fraud Detection : Experience with financial transaction data and building systems for detecting fraudulent activity and financial anomalies (e.g., Anti-Money Laundering models). Soft Skills: Problem-Solving : Strong analytical and problem-solving skills, with the ability to approach challenges in creative and innovative ways. Communication : Excellent written and verbal communication skills, with the ability to explain complex machine learning concepts to non-technical stakeholders. Team Collaboration : Ability to work collaboratively in an interdisciplinary team, sharing knowledge and working towards common goals.

Salary : 25 to 40 LPA Exp: 4 to 8 years Location :/Gurugram/Bangalore/Hyderabad Notice: Immediate to 30 days..!! Roles & responsibilities: 3+ years exp on Python , ML and Banking model development Interact with the client to understand their requirements and communicate / brainstorm solutions, model Development: Design, build, and implement credit risk model. Contribute to how analytical approach is structured for specification of analysis Contribute insights from conclusions of analysis that integrate with initial hypothesis and business objective. Independently address complex problems 3+ years exp on ML/Python (predictive modelling) . Design, implement, test, deploy and maintain innovative data and machine learning solutions to accelerate our business. Create experiments and prototype implementations of new learning algorithms and prediction techniques Collaborate with product managers, and stockholders to design and implement software solutions for science problems Use machine learning best practices to ensure a high standard of quality for all of the team deliverables Has experience working on unstructured data ( text ): Text cleaning, TFIDF, text vectorization Hands-on experience with IFRS 9 models and regulations. Data Analysis: Analyze large datasets to identify trends and risk factors, ensuring data quality and integrity. Statistical Analysis: Utilize advanced statistical methods to build robust models, leveraging expertise in R programming. Collaboration: Work closely with data scientists, business analysts, and other stakeholders to align models with business needs. Continuous Improvement: Stay updated with the latest methodologies and tools in credit risk modeling and R programming.

Salary : 20 to 35 LPA Exp: 3 to 8 years Location :/Gurugram/Bangalore/Hyderabad Notice: Immediate to 30 days..!! Roles & responsibilities: 3+ years exp on Python , ML and Banking model development Interact with the client to understand their requirements and communicate / brainstorm solutions, model Development: Design, build, and implement credit risk model. Contribute to how analytical approach is structured for specification of analysis Contribute insights from conclusions of analysis that integrate with initial hypothesis and business objective. Independently address complex problems 3+ years exp on ML/Python (predictive modelling) . Design, implement, test, deploy and maintain innovative data and machine learning solutions to accelerate our business. Create experiments and prototype implementations of new learning algorithms and prediction techniques Collaborate with product managers, and stockholders to design and implement software solutions for science problems Use machine learning best practices to ensure a high standard of quality for all of the team deliverables Has experience working on unstructured data ( text ): Text cleaning, TFIDF, text vectorization Hands-on experience with IFRS 9 models and regulations. Data Analysis: Analyze large datasets to identify trends and risk factors, ensuring data quality and integrity. Statistical Analysis: Utilize advanced statistical methods to build robust models, leveraging expertise in R programming. Collaboration: Work closely with data scientists, business analysts, and other stakeholders to align models with business needs. Continuous Improvement: Stay updated with the latest methodologies and tools in credit risk modeling and R programming.

The Risk Testing Group (RTG) at Goldman Sachs is a diverse team of quantitative and financial experts located in Bangalore, Hyderabad, Mumbai, New York, Dallas, and Salt Lake City. RTG's main focus is on the independent oversight of all financial and non-financial risks to ensure compliance with both regulatory requirements and internal standards. The group's core responsibility involves conducting independent reviews of models, data, processes, controls, and systems related to various risk categories such as Credit, Market, Operational, and Liquidity. As part of the Risk division, you will be directly involved in managing credit, market, and operational risk, as well as model risk, independent liquidity risk, and insurance across the firm. The RTG team is currently seeking an Analyst who will be engaged in challenging projects aimed at analyzing risk management practices comprehensively. This role will require collaboration with stakeholders within the company and regulatory bodies across different regions, providing exposure to a wide array of financial products, risk management tools, quantification techniques, and diverse technological platforms. Your responsibilities will include developing a deep understanding of the firm's risk management framework, models, methodology, and processes. You will conduct independent reviews of key regulatory and internal initiatives, presenting your findings through formal reports. Additionally, you will be responsible for validating the firm's qualitative models by assessing conceptual soundness, methodology, and implementation. Building and maintaining effective relationships with stakeholders and presenting results to senior management committees and regulators will also be a key aspect of your role. Basic qualifications for this position include a minimum of a bachelor's degree, with a preference for candidates holding a Master's degree in a quantitative discipline. Qualified Chartered Accountants (CAs) are also encouraged to apply, while professional certifications such as CFA, FRM, or equivalent are advantageous. The ideal candidate should possess expertise in qualitative and quantitative risk management, particularly in credit, market, liquidity, or operational risk. Strong programming skills, especially in an object-oriented programming language like C++ or Python, are essential. The ability to handle multiple tasks effectively, take initiative, work towards challenging goals, and collaborate with team members are critical competencies for success in this role. At Goldman Sachs, we are dedicated to supporting our clients, shareholders, and the communities we serve by leveraging the skills and ideas of our talented employees. Founded in 1869, we are a prominent global investment banking, securities, and investment management firm with a commitment to diversity and inclusion. We offer numerous opportunities for professional growth and personal development through training programs, networks, benefits, and wellness initiatives. Goldman Sachs is an equal opportunity employer and is committed to providing reasonable accommodations for candidates with special needs or disabilities during the recruitment process. To learn more about our culture, benefits, and career opportunities, visit GS.com/careers.,

Exp in SAS, SQL and large amounts of data US Stakeholder exp Exp of acquisition/account management credit risk models, transactional fraud models, marketing models, collections models, finance models, loss models, Loss forecasting (PD/LGD/EAD/CECL) Required Candidate profile SAS SQL Python Credit risk Credit Card Statistical Modelling Predictive Modelling

Salary : 30 to 45 LPA Exp: 6 to 10 years Location :Hyderabad (Hybrid) Notice: Immediate to 30 days..!! Roles & responsibilities: 5+ years exp on Python , ML and Banking model development Interact with the client to understand their requirements and communicate / brainstorm solutions, model Development: Design, build, and implement credit risk model. Contribute to how analytical approach is structured for specification of analysis Contribute insights from conclusions of analysis that integrate with initial hypothesis and business objective. Independently address complex problems 5+ years exp on ML/Python (predictive modelling) . Design, implement, test, deploy and maintain innovative data and machine learning solutions to accelerate our business. Create experiments and prototype implementations of new learning algorithms and prediction techniques Collaborate with product managers, and stockholders to design and implement software solutions for science problems Use machine learning best practices to ensure a high standard of quality for all of the team deliverables Has experience working on unstructured data ( text ): Text cleaning, TFIDF, text vectorization Hands-on experience with IFRS 9 models and regulations. Data Analysis: Analyze large datasets to identify trends and risk factors, ensuring data quality and integrity. Statistical Analysis: Utilize advanced statistical methods to build robust models, leveraging expertise in R programming. Collaboration: Work closely with data scientists, business analysts, and other stakeholders to align models with business needs. Continuous Improvement: Stay updated with the latest methodologies and tools in credit risk modeling and R programming.

You will be acting as the internal safety and risk subject matter expert within the CoE, supporting strategic initiatives and solution development. Your responsibilities will include collaborating with the Engineering team to guide feature design, ensuring alignment with safety/risk standards, and validating product performance from a practitioners" perspective. Additionally, you will provide feedback and validation on user workflows, risk modeling logic, and analytics tied to SIF prevention and SMS best practices. To excel in this role, you should have at least 5 years of experience in safety, EHS, loss control, enterprise risk management, or industrial hygiene. A deep understanding and familiarity with EHS/safety software platforms or direct experience supporting such system implementations are essential. You should possess a strong working knowledge of SIF prevention strategies, risk modeling, and root cause analysis. Experience working across departments in a matrixed or consulting environment is highly desirable. In terms of skills and tools, proficiency with data tools such as Power BI, Excel, and Tableau is required. You should be comfortable working with structured safety and risk data. Strong communication skills are necessary to engage both technical and non-technical audiences effectively. Your ability to translate regulatory and operational requirements into software and service solutions will be crucial. Exposure to Agile product development, SaaS environments, or cross-functional collaboration with engineering/development teams is considered a bonus. Overall, this role requires expertise in EHS applications, Tableau, data analysis, Excel, Power BI, industrial hygiene, root cause analysis, SaaS, loss control, enterprise risk management, risk modeling, agile product development, SIF, as well as safety and risk management.,

Responsibilities: Develop and optimize fixed-income analytics in C++ and integrate with existing client systems. Work on curve construction, bond pricing, and risk management analytics. Collaborate with quants and software engineers to enhance the performance of analytical models. Implement robust software engineering practices to ensure model reliability and scalability. Conduct thorough unit testing and performance benchmarking. Skills & Qualifications: At least 7-8 years of experience in building various models in the financial services space Strong proficiency in C++, including multithreading and performance optimization. In-depth understanding of fixed-income securities, term structure models, and derivatives pricing. Experience with financial libraries such as QuantLib or proprietary quant frameworks. Exposure to cloud-based and high-performance computing environments. Strong knowledge of risk analytics and fixed-income portfolio management. Key Responsibilities Develop and implement Treasury Futures and Options on Treasury Futures Models in BondCalc. Expand and enhance test suites to validate the implementation. Collaborate with Quants and Quant Developers to modernize analytics infrastructure for bonds. Ensure compliance with industry-standard style guidelines for coding and model implementation. Conduct model validation, risk calculations, and performance tuning. Required Skillset Strong expertise in C++ development, particularly in quantitative analysis and financial modeling. Experience with Python, TypeScript, and SQL for data processing and analytics. Deep knowledge of fixed income analytics, risk modeling, and derivative pricing. Hands-on experience with server-side infrastructure and database components. Ability to work in a trading desk or asset management environment. Ensure compliance with industry standards and testing protocols. Preferred Qualifications Experience working in investment banking or asset management environments. Familiarity with quant libraries and financial engineering concepts. Proven track record of delivering large-scale quantitative development projects.

This is an Internal document. Role- Credit Risk and Policy Manager Job Purpose: To design, implement, and manage credit risk policies and strategies that ensure healthy portfolio performance, mitigate default risk, and support business growth. This role involves credit underwriting frameworks, portfolio analytics, risk appetite definition, and policy governance. Key Responsibilities: Credit Policy & Frameworks: Develop and regularly update credit risk policies, product programs, and underwriting guidelines for various customer segments (retail, SME, corporate, etc.). Define risk acceptance criteria based on internal data and market intelligence. Collaborate with business, operations, legal, and compliance teams to implement and operationalize credit policies. Risk Assessment & Monitoring: Analyze credit risk across new and existing products and segments. Establish early warning signals (EWS) and monitoring frameworks to track portfolio health. Design scorecards, segmentations, and risk models in collaboration with analytics and data science teams. Portfolio Management: Track key credit metrics such as delinquency, NPAs, write-offs, LGDs, and PDs. Recommend changes in credit strategies or policy thresholds based on portfolio trends. Benchmark internal performance with industry standards. Regulatory & Compliance: Ensure policies align with regulatory guidelines (RBI, Basel norms, etc.). Prepare risk-related reports and documentation for audits and regulatory reviews. Stakeholder Management: Work closely with credit, collections, risk analytics, legal, and technology teams. This is an Internal document. Provide training and guidance on credit policies to credit and sales teams. Qualifications & Experience: Bachelors degree in Finance, Economics, Statistics, or related field (MBA/CA/CFA preferred). 410 years of experience in credit risk, policy formulation, or credit underwriting (depending on seniority). Strong understanding of lending products (personal loans, SME, mortgages, BNPL, etc.). Experience with data analysis, credit scoring, and risk modeling is a plus. Skills & Competencies: Analytical thinking with sound risk judgment. Strong knowledge of credit lifecycle and portfolio management. Proficient in Excel, SQL, and/or data visualization tools (Power BI/Tableau). Excellent communication and stakeholder management skills.

Responsible for Independent Model validation & performance monitoring. Evaluating model assumptions & data integrity, testing model numerical, statistical, performing outcomes analysis & reviewing model governance & control process. Required Candidate profile 4+ years of experience in statistical or mathematical role with advanced experience in financial modeling in Commercial Real Estate Advanced Excel skills and experience in basic SQL query writing

About the Team: The Bangalore (BLR) Facultative Team is a strategic offshore operating hub responsible for providing facultative underwriting support to Swiss Re Asia Pacific markets across Property and Casualty lines of business. The Hub is working closely with the overseas facultative desk underwriters to provide underwriting support on property risks of simple to medium complexity. You will get in-depth exposure to Swiss Re s underwriting practice, risk appetite, risk model platforms, costing tools as well as an opportunity to work with Swiss Res overseas underwriters! In addition to your regular responsibilities, you will have the opportunity to contribute to various projects of strategic importance to Swiss Re Group specifically for APAC region. About the Role: Are you looking forward to further enrich your underwriting skills and international market knowledge in a dynamic fast paced world of a highly specialized and global re/insurance organization? Are you ready to work closely with our Asia Pacific Facultative desk underwriters and provide them with underwriting and analytics support? If yes, here is your opportunity to be part of a growing Facultative underwriting community across APAC. In your role, you will be contributing to the success of Swiss Res Facultative growth ambition in Asia Pacific. You are expected to be proficient in Property underwriting, man-made and NAT CAT modeling and possess good knowledge of re/insurance market. We are also looking for someone who has a commercial mindset and strong collaboration skills with dedication and eagerness to learn. Key Responsibilities: Provide high quality underwriting support to overseas underwriting desks for Swiss Re Asia Pacific markets (Japan, South Korea, China, Hong Kong, Taiwan, Singapore, Southeast Asia, India & India sub-continent, Australia and New Zealand), which will include but not limited to: Internal underwriting support and risk assessment according to underwriting guidelines of simple to medium complexity property single risks. Operating within the Swiss Res Legal and Permanent Establishment and regulatory framework Costing / risk modelling / pricing support on facultative contracts and underwriting documentation. Underwriting analytics support on single risks, facilities and SwiftRe (on-line platform) business. Support on offer preparation/drafting, wording/conditions review. Preparing Underwriting assessment by review of Risk engineering reports and inferring the risk quality. Suggest improvements to existing process, models, and tools. Maintain the defined work quality and turnaround time for risk assessment. Identify & resolve service issues with internal clients /stakeholders. Prepare client/region specific reports and share strategic inputs/solutions with internal partners Collaborate with the underwriting community abroad and business partners on projects to generate valuable services for Swiss Re Lead/drive topics and initiatives within the facultative underwriting community. Provide training, development, and coaching to team members on relevant underwriting topics. About You: Postgraduate/graduate degree preferably in the field of Natural Science, or a quantitative field (e.g., engineering, statistics, Mathematics, Econometrics) which is closely related to these subject areas. Professional qualification in insurance e.g., FIII, CII would be an added advantage. Competent in Property re/insurance underwriting, single-risk assessment, risk modelling and contract preparation, with up to 8 years of relevant Underwriting experience. Strong understanding of underwriting methods, reinsurance, tools, and processes. Experience in facility / portfolio underwriting analytics would be an added advantage. Ability to analyze large data sets, bring out data insights and draw meaningful conclusion. Ability to work with multiple projects and deliver in a timely manner Excellent oral and written English skills. Other foreign language will be added advantage. Strong motivation to learn about re/insurance and overseas markets. Good teammate, able to collaborate across teams in a multi-cultural and matrix environment Taking ownership and have proactive problem-solving aptitude. Ability to deliver strong results and bring in new insights with innovative approach to constructively challenge the status quo. About Swiss Re Swiss Re is one of the world s leading providers of reinsurance, insurance and other forms of insurance-based risk transfer, working to make the world more resilient. We anticipate and manage a wide variety of risks, from natural catastrophes and climate change to cybercrime. We cover both Property & Casualty and Life & Health. Combining experience with creative thinking and cutting-edge expertise, we create new opportunities and solutions for our clients. This is possible thanks to the collaboration of more than 14,000 employees across the world. If you are an experienced professional returning to the workforce after a career break, we encourage you to apply for open positions that match your skills and experience. Keywords: Reference Code: 134693

KPMG entities in India are professional services firm(s) affiliated with KPMG International Limited. Established in August 1993, our professionals leverage the global network of firms while being well-versed in local laws, regulations, markets, and competition. With offices across India in various cities, we offer services to national and international clients across sectors, focusing on providing rapid, performance-based, industry-focussed, and technology-enabled solutions. We are seeking a highly accomplished professional to join our Financial Risk Management (FRM) team within the Risk Advisory service line at KPMG India. The ideal candidate will have expertise in financial risk, regulatory compliance, and advisory services, particularly in the banking and financial services sector. As a Director in our FRM team, you will lead and manage large-scale risk transformation programs across credit risk, market risk, and regulatory compliance. You will be involved in performing Basel III Reforms divergence analysis, optimizing ICAAP processes, automating regulatory reports, and leading regulatory change initiatives. Additionally, you will support capital reporting, drive client engagement, and manage engagement economics. The ideal candidate will have 12-15+ years of experience in financial risk management, strong understanding of regulatory frameworks, proven experience in managing P&L, exceptional leadership and communication skills, analytical and quantitative skills, excellent presentation skills for CXO-level interactions, and relevant qualifications such as CA, MBA (Finance), CFA, FRM, or equivalent professional certifications. Additional certifications in risk management or data analytics are a plus. KPMG India is an equal opportunity employer committed to diversity and inclusion in the workplace.,

We are looking for a detail-oriented and experienced Manager of Audit, Accounting, and Operations to oversee audit processes, manage financial functions, and improve operational efficiency This role involves supervising audit teams, ensuring compliance with regulations, and leading strategic initiatives to strengthen internal controls and financial reporting The ideal candidate will collaborate with multiple departments, drive process improvements, and ensure accurate financial operations across business units Must have experience in financial closing, reconciliation, operational audits, and team management

Funds Transfer Pricing (FTP): Design and implement robust FTP methodologies aligned with regulatory expectations and internal profitability frameworks. Develop pricing models for various banking products, including loans, deposits, and investment securities. Analyze and interpret interest rate movements and their impact on balance sheet profitability. Partner with business units, Treasury, and Finance to ensure FTP alignment with business strategy. Perform FTP curve design, calibration, back-testing, and model validation. Quantitative Risk Management (QRM): Manage QRM platform to support Asset Liability Management (ALM), liquidity, and interest rate risk modeling. Maintain and validate QRM models including scenario analysis, stress testing, and behavioral modeling. Generate reports from QRM to support strategic risk analysis and decision-making. Collaborate with Risk, Treasury, and Finance teams for regulatory and internal reporting (e.g., EVE/NII simulations). Monitor and enhance data quality, model inputs, and assumptions used in QRM. Ftp, Qemu, Ba

In this role, you will manage and develop a group of Credit Risk Operations Associates that are focused on commercial credit underwriting and risk mitigation. The Credit Risk Operations Team Lead will cultivate the engagement of their team members while guiding them to be the best they can be, through feedback, coaching, mentoring, and advocacy within the organization. This means helping to set team goals, and using metrics to efficiently measure and guide team performance in pursuit of those goals. To be a fit, you will have a strong operations mindset, possess a deep understanding of commercial credit risk, be able to move quickly, and be passionate about delivering an incredible user experience. Responsibilities Manage, coach, and develop a new team of in-office Credit Risk Operations Associates Execute on commercial credit underwriting frameworks that allow your team to evaluate business models and financial statements of successful venture-backed startups to established entities Guide your team to identify commercial credit risk and propose risk mitigation strategies Drive strong operational delivery and process improvement helping to maintain credit risk tolerance and balance credit loss and customer experience Build a great culture and ensure team members are happy, effective, and growing in their career Set clear goals and direction, and provide regular feedback on team members performance Be data-driven in your analysis of performance, and in your decision making Transmit and foster our values, serving as a beacon of Stripe s user-centric philosophy and culture of transparency, empathy, inclusion, and empowerment Manage operational performance to deliver KPIs Manage capacity and scheduling to ensure adequate coverage Help resolve roadblocks and issues as they arise Act as a point of escalation for complex credit underwriting reviews Who you are Were looking for someone who meets the minimum requirements to be considered for the role. If you meet these requirements, you are encouraged to apply. The preferred qualifications are a bonus, not a requirement. Minimum requirements A minimum of 6+ years of experience with commercial credit underwriting, financial statement analysis, risk modeling and cash flow forecasting The ability to transform business and financial data into a cohesive narrative that outlines potential credit risks and presents dynamic mitigation strategies At least 1+ years of direct people management experience Leadership skills, strong analytical abilities, and excellent communication skills are essential An ability to partner effectively with internal globally distributed stakeholders Strong operational background including new process launches and service delivery Skill and credibility doing the core work of a user facing team with a high bar for quality, and a willingness to lead by example Passion for process improvement and innovation Preferred qualifications Degree/diploma in Finance or Accounting, or a related field Experience in payments, e-commerce, or fintech mitigating credit risk Experience in building and scaling new teams