273 Risk Modeling Jobs

About Us Moder , formerly known as Archwell Operations, is a part of Archwell Holdings founded in 2017. We are a tech forward outsourcing company specializing in supporting the US Mortgage, Insurance, and Banking industries. We specialize in end-to-end component-based outsourcing, managing one-off projects to become an extension of the customer service or operations team. Our team is built on industry expertise and provides the traction clients need to grow their company. Equipped with diverse tools, platforms, solutions, and services we strive to work towards our mission to positively impact the financial health of companies by powering in-house processes using top talent, workflow best practices, and progressive technology. Link - https://www.gomoder.com/about-moder Job Role: Credibly challenge and provide guidance to Business Leaders on the creation and validation of their key performance or risk indicators. Assist the team maintain the library in the Governance, Risk, and Compliance system of record. Experience & Qualifications: Core Skills for Metric Review and Validation 1. Analytical and Quantitative Skills Ability to interpret metric definitions, thresholds, and tiering logic. Proficiency in validating calculations (numerator/denominator), population logic, and compliance logic. Familiarity with statistical analysis and risk modeling tools is essential. 2. Data Integrity and Technical Validation Competence in verifying source data repositories and system-of-record queries. Understanding of data lineage, change control, and production integrity processes. Experience with ServiceNow workflows and documentation tracking. 3. Risk and Compliance Acumen Knowledge of regulatory frameworks (e.g., OCC Heightened Standards) and client/investor guidelines. Ability to assess metrics for compliance with internal policies and external regulations. 4. Cross-Functional Collaboration Coordination with Metric Owners, IT QA, Compliance, and Servicing Reporting teams. Engagement with Enterprise Risk Management (ERM) for credible challenge and oversight. 5. Documentation and Reporting Skill in drafting validation memos, metric inventories, and review outlines . Ability to communicate findings clearly to stakeholders, including board-level reporting for Tier 1 breaches. 6. Process and Governance Knowledge Familiarity with the Metric Tier Framework (Tier 13) and breach escalation protocols 5. Understanding of annual and monthly validation cycles, including ERM quarterly reviews. The candidate should be comfortable to work in night shift Candidate should be comfortable to Work from Office Two-way cab facility will be provided Immediate to 30 days' Notice Period candidate are preferred

Role Purpose The role is responsible for ensuring the implementation of strategies & policies to ensure portfolio growth, maintaining delinquencies within benchmarks through regular tracking mechanisms together with designing and launching new campaigns to achieve organization goals. Role Accountability 1. Maintain & sustain profitability in Encash Portfolio and delinquency rates below benchmark levels 2. Offer encash & CLI to low and marginal-risk segments, which act as an NEA builder for the portfolio 3. Effective Utilization of data from other bureaus to offer encash to customers 4. Track & monitor portfolio performance and take corrective actions to maintain the portfolio delinquency within benchmark rates 5. Identify opportunity or stress segments in the portfolio and take appropriate actions(+ve and -ve actions) 6. Conduct data analytics, modeling, and segmentation for portfolio management 7. Cull out segments to optimize the x-sell coverage of the portfolio 8. Promote customer-driven actions (increase income-driven limit assignment) 9. Create and monitor portfolio Performance dashboard on time every month 10.Review transaction declines daily and highlight the gaps and abnormal pattern 11.Support the implementation of all regulatory guidelines and network enhancements 12.Drive portfolio management initiatives through the credit cycle management framework by working in partnership with marketing, IT, operations and collection team 13.Deploy AI /ML /Automation techniques in business processes to enhance process efficiency and customer experience 14.Manage the exit process of all secured cards with partner banks 15.Support management of existing relationships and future implementation of any new card network - Visa/Mastercard/Rupay/Amex/JCB Measures of Success 1. Maintain portfolio loss rates and delinquencies within the defined benchmarks 2. Maintain authorization success rate within the defined benchmarks 3. Design and launch of Campaigns to increase cross-sell as per plan 4. Process Adherence as per MOU Technical Skills / Experience / Certifications 1. Expertise in Data Analytic & Modelling 2. Strong understanding of the cards business dynamics that will drive the analysis 3. Expertise in data analytics and system tools such as SAS,TRIAD,V+,Python 4. Knowledge of Card networks, Access Control System Competencies critical to the role 1. Stakeholder Management 2. Written and verbal Communication 3. Analytical Skills & Problem Solving 4. Process Orientation 5. Agility & responsiveness Qualification Master's degree in economics, statistics or business management /Any equivalent PG Degree Preferred Industry FSI

We are seeking a highly skilled and experienced Credit Valuations Analyst to join our esteemed buy-side client's Valuations Team, specializing in credit valuations of private companies. As a member of the team, you will play a critical role in conducting comprehensive credit valuations, updating valuation models, and providing valuable insights to support informed investment decisions. Key Responsibilities: 1. Conduct Credit Valuations: Perform thorough credit valuations of private credit investments, including analyzing financial statements, credit agreements, and market data to determine creditworthiness and potential risks. 2. Develop and Maintain Credit Valuation Models: Create, maintain, and refine credit valuation models tailored to specific asset classes, ensuring accuracy and relevance. 3. Collaborate with Investment Team: Work closely with the Investment Team to assess and mitigate credit risks associated with existing investments, providing expert analysis and recommendations. 4. Credit Risk Assessment: Perform thorough credit risk assessments on new investment opportunities, analyzing financial statements, credit reports, and market dynamics to inform investment decisions. 5. Modeling and Reporting: Work through complex models to estimate the value of credit investments, considering credit metrics, default probabilities, and recovery rates, and prepare detailed credit valuation reports and presentations for internal and external stakeholders. 6. Monitor Credit Portfolio Performance: Track key credit performance indicators, identify strategies for credit risk mitigation, and ensure compliance with industry standards, accounting regulations, and reporting requirements. Requirements: 1. Master's Degree: Hold a Master's degree in Finance, Economics, Accounting, or a related field. 2. Minimum 3 Years of Experience: Have a minimum of 3 years of experience in credit valuations within the financial services industry. 3. Strong Technical Skills: Demonstrate strong proficiency in financial modeling, credit analysis, and data analysis, with expertise in assessing credit risk, financial statement analysis, and interpreting complex financial data. 4. CFA Designation: Hold a CFA designation or be actively pursuing the CFA program (preferred). 5. Advanced Proficiency in Financial Tools: Possess advanced proficiency in MS Excel, Bloomberg, and other relevant financial analysis tools, such as credit risk modeling software. 6. Excellent Communication Skills: Demonstrate strong written and verbal communication skills, with the ability to present complex credit information effectively and communicate very well with on-shore analysts. 7. Collaborative Mindset: Proven ability to work independently and collaboratively in a fast-paced, dynamic environment. Preferred Qualifications: 1. Credit Risk Certification: Hold a credit risk certification, such as the Certified Credit Risk Manager (CCRM) or the Credit Risk Certification (CRC). 2. Experience with Credit Risk Models: Have experience with credit risk models, such as probability of default (PD) models, loss given default (LGD) models, and expected loss (EL) models. 3. Knowledge of Credit Markets: Have a strong understanding of credit markets, including high-yield bonds, leveraged loans, and private credit.

We are seeking a highly skilled and experienced Credit Valuations Analyst to join our esteemed buy-side client's Valuations Team, specializing in credit valuations of private companies. As a member of the team, you will play a critical role in conducting comprehensive credit valuations, updating valuation models, and providing valuable insights to support informed investment decisions. Key Responsibilities: 1. Conduct Credit Valuations: Perform thorough credit valuations of private credit investments, including analyzing financial statements, credit agreements, and market data to determine creditworthiness and potential risks. 2. Develop and Maintain Credit Valuation Models: Create, maintain, and refine credit valuation models tailored to specific asset classes, ensuring accuracy and relevance. 3. Collaborate with Investment Team: Work closely with the Investment Team to assess and mitigate credit risks associated with existing investments, providing expert analysis and recommendations. 4. Credit Risk Assessment: Perform thorough credit risk assessments on new investment opportunities, analyzing financial statements, credit reports, and market dynamics to inform investment decisions. 5. Modeling and Reporting: Work through complex models to estimate the value of credit investments, considering credit metrics, default probabilities, and recovery rates, and prepare detailed credit valuation reports and presentations for internal and external stakeholders. 6. Monitor Credit Portfolio Performance: Track key credit performance indicators, identify strategies for credit risk mitigation, and ensure compliance with industry standards, accounting regulations, and reporting requirements. Requirements: 1. Master's Degree: Hold a Master's degree in Finance, Economics, Accounting, or a related field. 2. Minimum 3 Years of Experience: Have a minimum of 3 years of experience in credit valuations within the financial services industry. 3. Strong Technical Skills: Demonstrate strong proficiency in financial modeling, credit analysis, and data analysis, with expertise in assessing credit risk, financial statement analysis, and interpreting complex financial data. 4. CFA Designation: Hold a CFA designation or be actively pursuing the CFA program (preferred). 5. Advanced Proficiency in Financial Tools: Possess advanced proficiency in MS Excel, Bloomberg, and other relevant financial analysis tools, such as credit risk modeling software. 6. Excellent Communication Skills: Demonstrate strong written and verbal communication skills, with the ability to present complex credit information effectively and communicate very well with on-shore analysts. 7. Collaborative Mindset: Proven ability to work independently and collaboratively in a fast-paced, dynamic environment. Preferred Qualifications: 1. Credit Risk Certification: Hold a credit risk certification, such as the Certified Credit Risk Manager (CCRM) or the Credit Risk Certification (CRC). 2. Experience with Credit Risk Models: Have experience with credit risk models, such as probability of default (PD) models, loss given default (LGD) models, and expected loss (EL) models. 3. Knowledge of Credit Markets: Have a strong understanding of credit markets, including high-yield bonds, leveraged loans, and private credit.

Job Purpose The selected candidate will join the Global Quantitative Research team at ICE which designs, implements, and supports enterprise quantitative models and systems. The primary responsibility of this position will be to lead quantitative research and implementation team supporting various business functions at ICE (Exchange, Data Services, etc.). This job requires strong quantitative finance skills, a passion to see projects succeed and a strong attention to detail. It requires programming skills as well as mathematical knowledge. This role will interact with various teams of different backgrounds and expertise, so the ability to communicate clearly and concisely is a must. This role will have direct exposure to interest rate derivatives, equity derivatives, credit derivatives and commodity derivatives. Knowledge of Clearing operations and a strong background in derivatives pricing and theory is preferred. Responsibilities Drive clearing house margin, stress and collateral management models R&D. Define business requirements and specifications for model upgrades and enhancements. Perform risk analysis and develop risk solutions for new products across all asset classes. Model specific risks such as concentration charges and wrong way risk. Contribute strongly to hands-on and ad-hoc requests for development and solutions in time-critical situations. Document and present risk models and risk reports for clearing members, regulators, risk committees and boards. Interact with risk departments to provide support for existing clearing house quantitative models. Interact with technology groups for production implementation design. Candidate will be working the US shift initially. However, this can evolve as the team matures and candidate should be flexible to work any shift as per business requirements. Knowledge and Experience PhD or Masters in Physics, Mathematics, Quantitative Finance, Statistics, or a relevant scientific field. years of work experience in quantitative finance fields from financial institutions, with proven record designing or implementing quantitative finance models. Strong mathematical knowledge of financial derivatives pricing and risk management models. Excellent quantitative, analytical and problem-solving skills with solid knowledge of statistics, particularly time series analysis. Excellent C++ and Python required, and 2+ years of experience preferred. Strong numerical methods skills. Capable of working under pressure within a diverse team to accommodate tight deadlines. Excellent oral and written communication skills.

Role Overview: The incumbent will play a critical role in leveraging data analytics to assess, identify, and mitigate risks. This role is pivotal in developing and implementing risk models and early warning signals to safeguard portfolio health and enhance decision-making. Key Responsibilities: 1. Conduct comprehensive credit risk assessments and implement mitigation strategies. 2. Develop and deploy risk models tailored to organizational needs. 3. Implement and monitor Early Warning Signals (EWS) for proactive risk management. 4. Own and manage model validation, portfolio risk metrics, and EWS performance metrics. Key Skills & Competencies: - Proficiency in SQL, Python/R for data analysis and model development. - Expertise in data manipulation/statistics. - In-depth knowledge of credit risk concepts and frameworks. - Candidates from similar roles in organizations specializing in risk management, financial services, or analytics-driven functions. Profile Requirements: Education: - Minimum: Graduation or Master's degree. - Preferred: Graduation/Master's with Statistics as one of the subjects. Experience: - Required: 3-5 years of hands-on experience in data analysis and risk modeling. - Preferred: Exposure to dimensionality reduction, regularization techniques, and feature selection.

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. Ad hoc projects driven by Underwriting or cross-functional teams. Suggest improvements to existing process, models, and tools. Maintain the defined work quality and turnaround time for risk assessment. Establishes & maintains positive relationship with internal partners Identify & resolve service issues with internal clients /stakeholders. Prepare client/region specific reports and share strategic inputs/solutions with internal partners Ad hoc projects driven by underwriting or cross functional teams. Knowledge and Skills 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. 3-5 years of relevant experience in Risk engineering / Property re/insurance underwriting, single-risk assessment, risk modelling and contract preparation, 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. 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. Collaborate with the underwriting community abroad and business partners on projects to generate valuable services for Swiss Re Ability to work with multiple projects and deliver in a timely manner 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. Our success depends on our ability to build an inclusive culture encouraging fresh perspectives and innovative thinking. We embrace a workplace where everyone has equal opportunities to thrive and develop professionally regardless of their age, gender, race, ethnicity, gender identity and/or expression, sexual orientation, physical or mental ability, skillset, thought or other characteristics. In our inclusive and flexible environment everyone can bring their authentic selves to work and their passion for sustainability. 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: 135330

Sound domain knowledge on Performance Management, Liquidity Risk Management, Profitability, Capital Adequacy, IFRS9, BASEL, Credit Risk Management. Experience in Risk Modelling (PD, LGD, EAD etc), Asset Liability Management, Funds Transfer Pricing, Balance Sheet. Experience as a Business Analyst in implementing OFSAA EPM, ERM (ALM, LRM, LLFP-IFRS9, FTP, PFT, BASEL, IFRS9. Mandatory Key Skills performance management,capital adequacy,risk modeling,ftp,asset liability management,ofsaa,functional consultancy,asset,alm,pricing,credit risk,market risk,business analysis,var,risk management*,basel*,liquidity risk*,ifrs*,credit risk management*

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.

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

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.

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

Salary: 20 to 35 LPA Exp: 3 to 10 years Location: Bangalore/Gurgaon/Pune Notice : immediate to 30 days..!! Role and Responsibilities: Credit Risk /Fraud Risk Strategy: Role Details: The role is expected to use analytical tools to identify opportunities to grow overall assets as well as manage risk. It involves managing risk management framework across customer lifecycle acquisition, portfolio management and collections, across retail lending products. Responsibilities : - Design, analyze, monitor credit risk strategies for different loan products such as personal loans, auto loans, etc. - Identify the opportunity areas for portfolio growth and pro-actively communicate with stakeholders - Collaborate across other risk functions (example technology, product, etc.) to implement the analytical decisions - Understand existing underwriting rules, strategies and replicate them in business rules using SAS/SQL - Design and analyze income, employment, fraud verification strategies - Develop, maintain and improve risk policies, strategies, processes and procedures within the assigned function - Utilize application, bank and bureau information to derive business insights - KPI generation, tracking of risk and delinquency metrics for portfolios using SQL/Tableau

About The Role About The Role Job Title Risk and Compliance- Consultant- S&C GN-CFO&EV Management Level:09 Consultant Location:Gurgaon, Mumbai, Bangalore, Pune, Hyderabad Must have skills:Risk modelling Good to have skills:Credit risk, Market risk, Liquidity risk Job Summary : Advise financial and non-financial Institutions across risk management areas such as risk strategy, transformation programs, enterprise risk, portfolio management, capability maturity assessments, fraud and financial crime risk compliance. Partner with global deal teams in selling, shaping and solution development of client deals by providing subject matter expertise on risk related topics. Shape thought capital around current and emerging risk management topics and contribute to development of Accenture points-of-view on risk trends and issues. Support practice development through various activities such as staffing, quality management, capability development and knowledge management. Build strong relationships with global Accenture Risk Management teams, and develop existing relationships based on mutual benefit and synergies. Roles & Responsibilities: Good project management skills and demonstrated experience in managing teams across functions and geographies Strong business acumen and knowledge of risk management process Ability to solve complex business problems and deliver client delight Strong writing skills to build point of views on current industry trends Good analytical and problem-solving skills with an aptitude to learn quickly Excellent communication, interpersonal and presentation skills Cross-cultural competence with an ability to thrive in a dynamic consulting environment Professional & Technical Skills: MBA from Tier-1 B-schools with specialization in risk management 3-7 years of risk management experience at one or more Financial Services institutions, Rating Agency or Professional Services OR Risk Advisory with an understanding of one or more of the following areas: Credit risk measurement for the purpose of financial instruments impairment and/or capital requirements calculation (PD, LGD, EAD methodologies), Credit Risk Underwriting Frameworks, Risk Based Pricing, Early Warning Systems, Credit Policy & Limit Management, Collections Frameworks, Counterparty credit risk management and experience on counterparty risk methodologies such as PFE, EPE. Market risk measurement and management-related topics including operational processes, technologies, modelling approaches, risk aggregation and reporting, FRTB:Expected Shortfall, Default Risk Charge, NMRF; IBOR or LIBOR Transition experience. Operational risk management framework and methodology. Liquidity risk measurement , reporting and management, balance sheet framework, contingency funding requirement Hands-on experience in VaR/SVaR/IRC/CRM calculations for variety of financial instruments across Currencies, Credit, Commodities and Rates; In-depth understanding of new/evolving regulations in the Market Risk management space including treatment of off-balance sheet exposures, proprietary trading, systemic risk, stress testing, capital calculations, reporting standards etc. Treasury experiences in areas such as Asset Liability Management, Fund Transfer Pricing, and Interest Rate Risk in Banking Book. Hands-on experience in developing risk registers, conducting RCSAs, defining KRIs for risk management and control indicators, Risk Scenario Library & Analysis Experience in managing financial crime and compliance with a focus on fraud risk management, compliance analytics, enterprise risk management (financial services and non-financial services), data analysis & aggregation, trade surveillance, robotic process automation Enterprise Risk Management experience Strong understanding of risk regulatory framework of one more of the major economies across globe Knowledge of Risk Platforms such as Sungard, Murex, Sungard , Calypso, OpenPage, Fenergo, PEGA, JIRA, SAP HANA, Bloomberg, Reuters, and so on Experience in third-party risk consulting will be preferred. Prior Risk Consulting experience at pre-eminent, global risk management consulting firms desirable Industry certifications such as FRM, PRM, CFA preferred Additional Information: An opportunity to work on transformative projects with key G2000 clients Potential to Co-create with leaders in strategy, industry experts, enterprise function practitioners and, business intelligence professionals to shape and recommend innovative solutions that leverage emerging technologies. Ability to embed responsible business into everythingfrom how you service your clients to how you operate as a responsible professional. Personalized training modules to develop your strategy & consulting acumen to grow your skills, industry knowledge and capabilities Opportunity to thrive in a culture that is committed to accelerate equality for all. Engage in boundaryless collaboration across the entire organization. About Our Company | Accenture Qualification Experience:4-8 years Educational Qualification:MBA(Finance) or CA or CMA

About The Role About The Role Job Title Risk and Compliance- Senior Manager - S&C GN-CFO&EV Management Level:06 Senior Manager Location:Gurgaon, Mumbai, Bangalore, Pune, Hyderabad Must have skills:Risk modelling Good to have skills:Credit risk, Market risk, Liquidity risk Job Summary : Support Accenture's CFO EV Finance and Risk practice in delivering Risk and Compliance strategy and solutions across geographies. Advise financial and non-financial Institutions across risk management areas such as risk strategy, transformation programs, enterprise risk, portfolio management, capability maturity assessments, fraud and financial crime risk compliance. Partner with global deal teams in selling, shaping and solution development of client deals by providing subject matter expertise on risk related topics. Shape thought capital around current and emerging risk management topics and contribute to development of Accenture points-of-view on risk trends and issues. Support practice development through various activities such as staffing, quality management, capability development and knowledge management. Build strong relationships with global Accenture Risk Management teams , and develop existing relationships based on mutual benefit and synergies. Roles & Responsibilities: Ability to lead the design and delivery of strategy, business case analysis, transformation programs, technology enablement, with respect to enterprise risk, portfolio management, capability maturity assessments, and fraud & financial crime risk compliance programs Ability to build sales pipeline through business development and proposals Strong business acumen and knowledge of risk management process Ability to solve complex business problems and deliver client delight Strong writing skills to build point of views on current industry trends Good analytical and problem-solving skills with an aptitude to learn quickly Excellent communication, interpersonal and presentation skills Cross-cultural competence with an ability to thrive in a dynamic consulting environment Professional & Technical Skills: MBA from Tier-1 B-schools with specialization in risk management 11-15 years of risk management experience at one or more financial services institutions, rating agency or professional services / risk advisory with an understanding of one or more of the following areas: Credit risk measurement for the purpose of financial instruments impairment and/or capital requirements calculation (PD, LGD, EAD methodologies), Credit Risk Underwriting Frameworks, Risk Based Pricing, Early Warning Systems, Credit Policy & Limit Management, Collections Frameworks, Counterparty credit risk management and experience on counterparty risk methodologies such as PFE, EPE. Market risk measurement and management-related topics including operational processes, technologies, modelling approaches, risk aggregation and reporting, FRTB:Expected Shortfall, Default Risk Charge, NMRF; IBOR or LIBOR Transition experience. Operational risk management framework and methodology. Liquidity risk measurement , reporting and management, balance sheet framework, contingency funding requirement Hands-on experience in VaR/SVaR/IRC/CRM calculations for variety of financial instruments across Currencies, Credit, Commodities and Rates; In-depth understanding of new/evolving regulations in the Market Risk management space including treatment of off-balance sheet exposures, proprietary trading, systemic risk, stress testing, capital calculations, reporting standards etc. Treasury experiences in areas such as Asset Liability Management, Fund Transfer Pricing, and Interest Rate Risk in Banking Book. Hands-on experience in developing risk registers, conducting RCSAs, defining KRIs for risk management and control indicators, Risk Scenario Library & Analysis Experience in managing financial crime and compliance with a focus on fraud risk management, compliance analytics, enterprise risk management (financial services and non-financial services), data analysis & aggregation, trade surveillance, robotic process automation Enterprise Risk Management experience Strong understanding of risk regulatory framework of one more of the major economies across globe Knowledge of Risk Platforms such as Sungard, Murex, Sungard , Calypso, OpenPage, Fenergo, PEGA, JIRA, SAP HANA, Bloomberg, Reuters, and so on Experience in third-party risk consulting will be preferred. Prior Risk Consulting experience at pre-eminent, global risk management consulting firms desirable Exposure to working in globally distributed workforce environment, both onshore and offshore Industry certifications such as FRM, PRM, CFA preferred Additional Information: An opportunity to work on transformative projects with key G2000 clients Potential to Co-create with leaders in strategy, industry experts, enterprise function practitioners and, business intelligence professionals to shape and recommend innovative solutions that leverage emerging technologies. Ability to embed responsible business into everythingfrom how you service your clients to how you operate as a responsible professional. Personalized training modules to develop your strategy & consulting acumen to grow your skills, industry knowledge and capabilities Opportunity to thrive in a culture that is committed to accelerate equality for all. Engage in boundaryless collaboration across the entire organization. About Our Company | Accenture Qualification Experience:11-15 years Educational Qualification:MBA(Finance) or CA or CMA

Job Title Risk and Compliance- Analyst- S&C GN-CFO&EV Management Level: 11 Analyst Location: Gurgaon, Mumbai, Bangalore, Pune, Hyderabad Must have skills: Risk modelling Good to have skills: Credit risk, Market risk, Liquidity risk Experience: 1-3 years Educational Qualification: MBA(Finance) or CA or CMA Job Summary : Advise financial and non-financial Institutions across risk management areas such as risk strategy, transformation programs, enterprise risk, portfolio management, capability maturity assessments, fraud and financial crime risk compliance. Partner with global deal teams in selling, shaping and solution development of client deals by providing subject matter expertise on risk related topics. Shape thought capital around current and emerging risk management topics and contribute to development of Accenture points-of-view on risk trends and issues. Support practice development through various activities such as staffing, quality management, capability development and knowledge management. Build strong relationships with global Accenture Risk Management teams, and develop existing relationships based on mutual benefit and synergies. Roles & Responsibilities: Good project management skills and demonstrated experience in managing teams across functions and geographies Strong business acumen and knowledge of risk management process Ability to solve complex business problems and deliver client delight Strong writing skills to build point of views on current industry trends Good analytical and problem-solving skills with an aptitude to learn quickly Excellent communication, interpersonal and presentation skills Cross-cultural competence with an ability to thrive in a dynamic consulting environment Professional & Technical Skills: MBA from Tier-1 B-schools with specialization in risk management 2-5 years of risk management experience at one or more Financial Services institutions, Rating Agency or Professional Services OR Risk Advisory with an understanding of one or more of the following areas: Credit risk measurement for the purpose of financial instruments impairment and/or capital requirements calculation (PD, LGD, EAD methodologies), Credit Risk Underwriting Frameworks, Risk Based Pricing, Early Warning Systems, Credit Policy & Limit Management, Collections Frameworks, Counterparty credit risk management and experience on counterparty risk methodologies such as PFE, EPE. Market risk measurement and management-related topics including operational processes, technologies, modelling approaches, risk aggregation and reporting, FRTB:Expected Shortfall, Default Risk Charge, NMRF; IBOR or LIBOR Transition experience. Operational risk management framework and methodology. Liquidity risk measurement , reporting and management, balance sheet framework, contingency funding requirement Hands-on experience in VaR/SVaR/IRC/CRM calculations for variety of financial instruments across Currencies, Credit, Commodities and Rates; In-depth understanding of new/evolving regulations in the Market Risk management space including treatment of off-balance sheet exposures, proprietary trading, systemic risk, stress testing, capital calculations, reporting standards etc. Treasury experiences in areas such as Asset Liability Management, Fund Transfer Pricing, and Interest Rate Risk in Banking Book with FO touchpoints. Hands-on experience in developing risk registers, conducting RCSAs, defining KRIs for risk management and control indicators, Risk Scenario Library & Analysis, Cyber and Tech Risk & Controls Assessment, SOX Compliance/ Internal Controls over Financial Reporting (ICOFR). Regulatory reporting compliance-European reg. reports:FINREP/COREP/Anacredit. Experience in platforms like Axiom, Wolters Kluwer etc. Experience in managing financial crime and compliance with a focus on fraud risk management, compliance/AML analytics, enterprise risk management (financial services and non-financial services), data analysis & aggregation, trade surveillance, robotic process automation. Experience in platforms like Quantexa, Actimize, Featurespace etc. Using Open AI in Modelling Enterprise Risk Management experience Strong understanding of risk regulatory framework of one more of the major economies across globe Knowledge of Risk Platforms such as Sungard, Murex, Sungard , Calypso, OpenPage, Fenergo, PEGA, JIRA, SAP HANA, Bloomberg, Reuters, and so on Experience in third-party risk consulting will be preferred. Prior Risk Consulting experience at pre-eminent, global risk management consulting firms desirable Industry certifications such as FRM, PRM, CFA preferred Additional Information: An opportunity to work on transformative projects with key G2000 clients Potential to Co-create with leaders in strategy, industry experts, enterprise function practitioners and, business intelligence professionals to shape and recommend innovative solutions that leverage emerging technologies. Ability to embed responsible business into everythingfrom how you service your clients to how you operate as a responsible professional. Personalized training modules to develop your strategy & consulting acumen to grow your skills, industry knowledge and capabilities Opportunity to thrive in a that is committed to accelerate equality for all. Engage in boundaryless collaboration across the entire organization. Qualification MBA from Tier-1 B-schools with specialization in risk management 2-5 years of risk management experience at one or more Financial Services institutions, Rating Agency or Professional Services OR Risk Advisory with an understanding of one or more of the following areas: Credit risk measurement for the purpose of financial instruments impairment and/or capital requirements calculation (PD, LGD, EAD methodologies), Credit Risk Underwriting Frameworks, Risk Based Pricing, Early Warning Systems, Credit Policy & Limit Management, Collections Frameworks, Counterparty credit risk management and experience on counterparty risk methodologies such as PFE, EPE. Market risk measurement and management-related topics including operational processes, technologies, modelling approaches, risk aggregation and reporting, FRTB:Expected Shortfall, Default Risk Charge, NMRF; IBOR or LIBOR Transition experience. Operational risk management framework and methodology. Liquidity risk measurement , reporting and management, balance sheet framework, contingency funding requirement Hands-on experience in VaR/SVaR/IRC/CRM calculations for variety of financial instruments across Currencies, Credit, Commodities and Rates; In-depth understanding of new/evolving regulations in the Market Risk management space including treatment of off-balance sheet exposures, proprietary trading, systemic risk, stress testing, capital calculations, reporting standards etc. Treasury experiences in areas such as Asset Liability Management, Fund Transfer Pricing, and Interest Rate Risk in Banking Book with FO touchpoints. Hands-on experience in developing risk registers, conducting RCSAs, defining KRIs for risk management and control indicators, Risk Scenario Library & Analysis, Cyber and Tech Risk & Controls Assessment, SOX Compliance/ Internal Controls over Financial Reporting (ICOFR). Regulatory reporting compliance-European reg. reports:FINREP/COREP/Anacredit. Experience in platforms like Axiom, Wolters Kluwer etc. Experience in managing financial crime and compliance with a focus on fraud risk management, compliance/AML analytics, enterprise risk management (financial services and non-financial services), data analysis & aggregation, trade surveillance, robotic process automation. Experience in platforms like Quantexa, Actimize, Featurespace etc. Using Open AI in Modelling Enterprise Risk Management experience Strong understanding of risk regulatory framework of one more of the major economies across globe Knowledge of Risk Platforms such as Sungard, Murex, Sungard , Calypso, OpenPage, Fenergo, PEGA, JIRA, SAP HANA, Bloomberg, Reuters, and so on Experience in third-party risk consulting will be preferred. Prior Risk Consulting experience at pre-eminent, global risk management consulting firms desirable Industry certifications such as FRM, PRM, CFA preferred

Wealth Management (WM) Investment Risk & Analytics (IR&A) is responsible for the risk oversight of the Managed Strategies from end to end across the WM s Private Bank and Consumer Bank businesses. Managed Strategies included JPMorgan s own proprietary products and third-party funds to include registered funds, exchange traded notes (ETNs), exchange traded funds (ETFs), separately managed accounts, hedge funds, and private equity and real estate funds, etc. We are looking for individuals who can partner with senior members of our team to oversee business activities, models and methodologies related to investment risk. with an emphasis on developing new tools and methodologies that will aid in risk quantification. Job responsibilities Design, develop, and deploy advanced AI/ML models to derive actionable insights, automate processes, and facilitate strategic decision-making across various business units. Collaborate with teams to design and oversee the end-to-end lifecycle of AI/ML initiatives from problem scoping, data engineering, model development, validation, deployment, to monitoring. Lead the model development process, including tasks such as data wrangling/analysis, model training, testing, and selection. Conduct risk modeling, scenario analysis, and business impact evaluations to ensure AI/ML solutions are robust, ethical, and aligned with organizational goals. Drive experimentation with advanced techniques such as deep learning, generative AI (e.g., LLMs, GANs), and reinforcement learning to solve complex business challenges and create value. Collaborate with Technology on model testing, implementation, and production. Deliver written, visual, and oral presentation of modeling results to business and technical stakeholders. Stay abreast of emerging trends and research in AI and machine learning, and assess their potential application within the organization. Represent risk analytics in governance forums, risk committees, and audit discussions. Participate in regulatory and validation exams by providing documentation and responses to regulators and internal validators. Partner with non-credit risk groups to identify and understand the simultaneous impact of multiple risks, such as product, fiduciary, counterparty, concentration, ESG/climate, liquidity, and their effect on investments. Required qualifications, capabilities, and skills 3+ years of hands-on experience in data science, machine learning, or AI. Bachelors/Master/PhD degree in Computer Science / Data Science / Mathematics / Statistics / relevant STEM field is highly preferred. Demonstrated experience with generative AI technologies such as transformers, large language models, or diffusion models. Knowledge of key concepts in Statistics and Mathematics such as Statistical methods for Machine learning (e.g., ensemble methods, NLP, time-series), Probability Theory and Linear Algebra. Have experience with investment products including fixed income, equity, and mutual funds. Programming skills in Python and knowledge of common numerical and machine-learning packages (like NumPy, scikit-learn, pandas, PyTorch, LangChain, LangGraph etc.). Experience with data visualization tools such as Tableau, Power BI, or similar. Logical thought process, ability to scope out an open-ended problem into data driven solution. Strong quantitative and analytical skills and ability to work with diverse cultures in a global team.

Role & responsibilities Impact Based Forecasting Collaborate with other members of the IT team, meteorologists, hydrologists, GIS specialists, and disaster risk management experts within RIMES to ensure the development of IBF DSS. Develop AI models (e.g., NLP, computer vision, reinforcement learning) Integrate models into applications and dashboards. Ensure model explainability and ethical compliance. Assist the RIMES Team in applying AI/ML models to forecast hazards and project likely impacts based on exposure and vulnerability indices. Work with forecasters and domain experts to automate the generation of impact-based products. Ensure data security, backup, and compliance with data governance and interoperability standards. Train national counterparts on the use and management of the AL, including analytics dashboards. Collaborate with GIS experts, hydromet agencies, and emergency response teams for integrated service delivery. Technical documentation on data architecture, models, and systems. Capacity Building and Stakeholder Engagement Facilitate training programs for team members and stakeholders, focusing on RIMES policies, regulations, and the use of forecasting tools. Develop and implement a self-training plan to enhance personal expertise, obtaining a trainer certificate as required. Prepare and implement training programs to enhance team capacity and submit training outcome reports. Reporting Prepare technical reports, progress updates, and outreach materials for stakeholders. Maintain comprehensive project documentation, including strategies, milestones, and outcomes. Capacity-building workshop materials and training reports. Other Responsibilities Utilize AI skills to assist in system implementation plans and decision support system (DSS) development. Utilize skills to assist in system implementation plans and decision support system (DSS) development. Assist in 24/7 operational readiness for client early warning systems such as SOCs, with backup support from RIMES Headquarters. Undertake additional tasks as assigned by the immediate supervisor or HR manager based on recommendations from RIMES technical team members and organizational needs. The above responsibilities are illustrative and not exhaustive. Undertake any other relevant tasks that could be needed from time to time. Preferred candidate profile Minimum of 3 years of experience in data engineering, analytics, or IT systems for disaster management, meteorology, or climate services. Experience in multi-stakeholder projects and facilitating capacity-building programs. Machine Learning Fundamentals: Deep understanding of various ML algorithms, including supervised, unsupervised, and reinforcement learning. This includes regression, classification, clustering, time series analysis, anomaly detection, etc. Deep Learning: Proficiency with deep learning architectures (e.g., CNNs, RNNs, LSTMs, Transformers) and frameworks (TensorFlow, PyTorch, Keras). Ability to design, train, and optimize complex neural networks. Strong programming skills in Python, with extensive libraries (NumPy, Pandas, SciPy, Scikit-learn, Matplotlib, Seaborn, GeoPandas). Familiarity with AI tools: such as PyTorch, TensorFlow, Keras, MLflow, etc. Data Visualization: Ability to create clear, compelling visualizations to communicate complex data and model outputs. Familiarity with early warning systems, disaster risk frameworks, and sector-specific IBF requirements is a strong plus. Proficiency in technical documentation and user training. Contract Duration The contract will initially be for one year and may be extended based on the satisfactory completion of a 180-day probationary period and subsequent annual performance reviews. How to Apply: Interested candidates should send your application letter, resume, salary expectation and 2 references to rimeshra-india@rimes.int by midnight of 1 October 2025, Bangkok time. Please state AI SpecialistImpact-Based Forecasting: Your Name the Subject line of the email. Only short-listed applicants will be contacted. Ms. Dusadee Padungkul Head-Department of Operational Support Regional Integrated Multi-Hazard Early Warning System AIT Campus, 58 Moo 9 Paholyothin Rd., Klong 1, Klong Luang, Pathumthani 12120 Thailand. RIMES promotes diversity and inclusion in the workplace. Well-qualified applicants particularly women are encouraged to apply.

Role & responsibilities Core Technical Functions Downscale and customize meteorological and climate forecasts to specific geographic locations of interest. Analyze and interpret high-resolution weather and climate forecast products in probabilistic terms (e.g., IMD, INCOIS, NCMRWF, ECMWF, WRF,etc), with a focus on high-impact extreme events such as cyclones, storm surges, tsunamis, floods (urban & riverine), extreme rainfall, lightning and heatwaves. Integrate forecast uncertainty, risk, and consequence factors to transform meteorological data into actionable hazard forecasts. Collaborate with AI/ML experts, GIS analysts, and disaster risk professionals for model integration, automation, and performance enhancement. Co-design and validate disaster risk models in collaboration with the RIMES IT team to improve model accuracy and operational reliability. Co-design and implement sector-specific early warning protocols for national and state disaster management authorities. Support the development of decision-support tools and interactive dashboards for communicating forecast-based risk insights to emergency planners and end-users. Deliver capacity-building workshops and training programs to strengthen the technical skills of national meteorological and disaster risk management institutions on IBF methodologies. Contribute to the preparation of localized impact outlooks and early warning bulletins and develop the sector-specific hazard risk maps and forecast-based early warning templates. Contribute to the generation of impact forecast bulletins and the development of technical documentation, including SOPs and IBF guidance notes for disaster management stakeholders. Capacity Building and Stakeholder Engagement and Documentation Facilitate training programs for internal teams and external stakeholders, covering RIMES policies, operational procedures, and the use of forecasting tools and systems. Lead training and implementation of IBF models for IT and disaster management teams. Prepare comprehensive technical reports, progress updates, and outreach materials for stakeholders, including senior officials and executives Maintain detailed project documentation including strategies, workflows, milestones, outcomes, and impact assessments. Prepare and maintain Standard Operating Procedures (SOPs) for project-based services and ensure continuity of critical operations, including data management, forecasting workflows, system maintenance, and other essential functions. These SOPs will serve as reference documents to standardize practices, minimize disruptions, and ensure accountability across all activities. Compile capacity-building workshop content, training materials, and post-event reports. Other Responsibilities Provide technical inputs to support system implementation and development of decision-support systems (DSS) for early warning and risk reduction. Support operational readiness for client early warning systems, including participation in 24/7 support rotations, with backup from RIMES Headquarters. Undertake additional responsibilities as assigned by the immediate supervisor or HR manager, based on organizational needs and recommendations from RIMES technical teams. Perform any other tasks relevant to the role as may be required from time to time. Preferred candidate profile Masters or higher degree in Atmospheric Science, Meteorology, Oceanic Science, Environmental Science, or similar disciplines. Minimum of 3 years of relevant experience in meteorology, hydrology, disaster risk modeling, or related fields. Demonstrated expertise in numerical weather prediction (NWP) models, ensemble forecasting, and now casting techniques. At least 2 years of hands-on experience in operational forecasting, with preference for work involving multi-hazard early warning systems (MHEWS). Proven track record in analyzing meteorological and hydrological patterns, designing impact-based forecasting systems, and integrating multi-disciplinary datasets to support decision-making. Experience in managing multi-stakeholder projects and facilitating training or capacity-building programs, particularly in collaboration with government agencies, research institutions, and community-based organizations. Contract Duration The contract will initially be for one year and may be extended based on the satisfactory completion of a 180-day probationary period and subsequent annual performance reviews. How to Apply: Interested candidates should send your application letter, resume, salary expectation and 2 references to rimeshra-india@rimes.int by midnight of 1 October 2025, Bangkok time. Please state Meteorologist- Impact-Based Forecasting: Your Name the Subject line of the email. Only short-listed applicants will be contacted. Ms. Dusadee Padungkul Head of Operations and Programs Regional Integrated Multi-Hazard Early Warning System AIT Campus, 58 Moo 9 Paholyothin Rd., Klong 1, Klong Luang, Pathumthani 12120 Thailand. RIMES promotes diversity and inclusion in the workplace. Well-qualified applicants particularly women are encouraged to apply.

About this role: Wells Fargo is seeking a Financial Crimes Specialist. In this role, you will: Participate in complex initiatives and identify opportunity for process improvements within scope of responsibilities Perform risk assessment and modeling to provide input and recommendations for financial crimes strategies and models Evaluate the adequacy and effectiveness of policies, procedures, processes and internal controls Conduct data and onsite reviews, review findings, determine risk level and recommend fraud prevention strategies Review and assess business, operational, or technical assignments or challenges that require research, evaluation, and selection of alternatives, and exercise independent judgment to guide medium risk deliverables Perform investigative research, root cause evaluation and consulting regarding complex financial crimes transactions, policy violations and suspicious situations with moderate to high risk Perform detailed examination to detect transactional and relationship patterns, trends, anomalies and schemes across multiple businesses or products Act as an escalation point for more complex cases Present recommendations for resolving more complex situations and exercise independent judgment while developing full knowledge proficiency in the function, policies, procedures and compliance requirements Take action on control failures in bank processes and procedures Represent organization in handling court appearances, depositions, mediations, and arbitrations Collaborate and consult with associates on all levels Lead, participate in and provide support for projects and initiatives Provide input to development and delivery of a wide range of individual education for financial crimes awareness Prepare documentation and refer cases for Suspicious Activity, Identity Theft Operations and Suspected Financial Abuse, reports to government agencies and makes recommendations to management Required Qualifications: 2+ years of Financial Crimes, Operational Risk, Fraud, Sanctions, Anti-Bribery, Corruption experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Desired Qualifications: At a minimum Bachelors degree in Finance, Business Administration, Law, Criminal Justice, or a related field. Professional certifications such as ACAMS (Anti-Money Laundering Specialist) or Certified Global Sanctions Specialist (CGSS) or CAMS-FCI (Certified Anti-Money Laundering Specialist - Financial Crime Investigator) are highly desirable. 2 years and above experience in payment / transaction sanctions screening within a financial institution or fintech company. (this is different from the KYC / Name Screening for Sanctions) Proficiency in using sanctions screening software and tools (e.g., Fircosoft, Actimize etc.,). Strong research skills for investigating potential/true match scenarios via public domain and tool-based searches (Lexis Nexis). In-depth knowledge of global sanctions regimes (OFAC, UN, EU, HMT, etc.) and their application to financial transactions. Job Expectations: Understanding of ISO 20022 SWIFT messages and payment systems Flexibility & adaptability : Ability to work in a dynamic fast paced environment Eye for detail: Focus on quality & error-free delivery through a keen eye for detail Excellent communication (written and verbal) and with an ability to write comprehensive disposition narratives In office & night shift work arrangement: Open to work in Night Shift (9:30 PM IST to 6:30 AM IST) and from office all 5 days of the week.

We are seeking a Senior Professional specializing in Product Pricing within the Actuarial field for Motor Insurance at our digital-first insurer. As a seasoned Actuarial Pricing Professional with over 10 years of experience, you will play a crucial role in developing pricing models and rating strategies for our retail motor insurance products. Collaboration with various cross-functional teams such as product, underwriting, claims, reinsurance, data, and tech is essential to ensure that our pricing remains competitive, profitable, and data-driven. This role offers a significant impact and is well-suited for an individual who possesses strong actuarial or data science skills combined with a sharp focus on customer experience, innovation, and the ever-evolving digital landscape. The ideal candidate will have a background in risk modeling, pricing optimization, and product development, and should be enthusiastic about leveraging AI, machine learning, and predictive analytics in pricing decisions. An integral part of this role involves contributing to digital transformation by streamlining actuarial workflows, creating dashboards using tools such as Power BI and Tableau, and collaborating with technology teams to improve pricing delivery across digital platforms. If you are passionate about shaping the future of motor insurance and thrive in a dynamic, agile environment, we are eager to learn more about your expertise and insights.,

Join Udemy. Help define the future of learning. Udemy is an AI-powered skills acceleration platform built to help people and teams grow. It s personalized, practical, and focused on real-world impact. Our mission is simple: to transform lives through learning. Your work helps people around the world build skills they can use, whether they re picking up something new or leveling up to stay ahead. Over 80 million learners and 17,000 businesses already learn with Udemy. If you re excited by change, energized by learning, and ready to have a real impact, you ll feel right at home. Learn more about us on our company page . Where we work Udemy is a global company headquartered in San Francisco, with additional U.S. offices in Denver and Austin, and international hubs in Australia, India, Ireland, Mexico, and T rkiye. This is an in-office position, requiring three days a week in the Chennai office (Tuesday, Wednesday, Thursday) and flexibility on Mondays and Fridays . About your skills Fraud Prevention: You proactively identify patterns of abuse and implement effective mitigation strategies to reduce fraud risk while preserving user experience. Risk Management: You approach ambiguity with a structured mindset, using data and judgment to evaluate and prioritize risks, and drive timely, practical solutions. Data Analysis: You re comfortable navigating large datasets to identify anomalies, extract trends, and support your recommendations with clear, data-backed insights. Case Management: You re highly organized, can manage a high volume of tasks or investigations, and communicate outcomes clearly and effectively across teams About this role As a Trust & Safety Associate focused on Anti-Fraud, you ll be on the front lines of protecting Udemy s global learning community. You will investigate suspicious activity, help design scalable fraud mitigation workflows, and work cross-functionally to maintain platform integrity. This is a high-impact role that blends analytical thinking, operational execution, and continuous improvement. What you ll be doing Review and investigate user activity flagged by fraud detection systems to identify and resolve fraudulent behaviors. Handle end-to-end case management, documenting evidence, actions taken, and resolutions with clarity and consistency. Collaborate with product, engineering, and data science teams to improve tooling, detection systems, and automation workflows. Proactively identify fraud patterns and suggest policy or process changes to address emerging risks. Monitor platform abuse trends and escalate new or evolving threats to the appropriate stakeholders. Participate in the design and testing of rules or models to improve fraud detection accuracy and reduce false positives. Support internal training and knowledge-sharing initiatives by contributing to playbooks, documentation, and best practices. Assist in crisis or incident response efforts related to platform security or abuse. What you ll have 2+ years of experience in Trust & Safety, fraud investigations, compliance, risk analysis, or a related field. Strong analytical skills with experience using tools like Excel, SQL, Looker, or equivalent to analyze trends and make data-driven decisions. Familiarity with fraud prevention systems, rule-based detection tools, and/or risk modeling is a plus. Excellent judgment and attention to detail when assessing risk and determining appropriate action. Strong written and verbal communication skills, with the ability to summarize findings for cross-functional partners. Proven ability to manage multiple cases or projects with competing priorities. A collaborative mindset and comfort working with teams across product, policy, operations, and engineering. Experience in fast-paced, high-growth environments and a passion for protecting online communities. Application Window The application window will be open until19th September, 2025 at least. This opportunity may remain posted based on business needs, which may be after the specified date. #LI-TP1 Why work here You ll grow here. Learning is part of the job. You ll get full access to Udemy courses, a monthly UDay to invest in yourself, and a budget to spend on whatever helps you improve. Many people are diving into AI lately, but what you focus on is up to you. AI is real here. We use it in the way we learn and the way we work. You ll have the space and tools to experiment, apply, and get better at using AI in practical ways. You ll own your work. We trust people to lead, make decisions, and follow through. You don t need to wait for permission or layers of approval to have an impact. You ll build with others. We collaborate openly and shape ideas together. Everyone has a voice, and good thinking is welcomed from any direction. You ll see your impact. What you build helps people grow their skills, change their careers, or find a path forward. You ve got the experience, why not use it to help others gain theirs Bring your curiosity. We ll bring the platform and the support. Let s LEARN together. Our Benefits Start with U Our benefits start with you and were built to provide you and your family with the protection and care you need, making it easy to access the right coverage when you need it most. Benefits vary by region, and we encourage applicants to review our Australia Benefits, India Benefits, Ireland Benefits, Mexico Benefits , Turkiye Benefits & US Benefits, pages to get an understanding of some of the benefits we offer. For details on region-specific benefits, please refer to the information provided during the hiring process. Benefits outlined are provided as a general overview and may vary depending on the location, role, and employment classification. All benefits are subject to change at the discretion of the organization and in accordance with applicable laws and policies. At Udemy, we value diversity and inclusion and consider qualified applicants without regard to race, color, religion, sex, national origin, ancestry, age, genetic information, sexual orientation, gender identity, marital or family status, veteran status, medical condition, or disability. We understand that not everyone will match each of the qualifications. However, we also realize that everyone has unique experiences that can add value to our company. Even if you think your background might not perfectly align, wed love to hear from you! Information regarding data privacy is available within the Udemy Careers Privacy Notice .

We are seeking a highly skilled Technical Business Analyst (BA) with strong expertise in Moody s Risk Authority (RAy) and credit risk systems. The ideal candidate will bridge the gap between business stakeholders and technology teams, ensuring that regulatory, risk, and reporting requirements are translated into effective system configurations and solutions. Act as the primary liaison between business users, risk teams, and technology teams for Moody s Risk Authority implementations. Gather, analyze, and document business requirements related to credit risk reporting, regulatory compliance, and risk analytics. Work with Moody s RAy product configurations update, test, and validate changes for credit risk reporting. Analyze intermediate and final result tables within RAy to support reporting and validation. Ensure compliance with credit risk regulations (Basel III/IV, IFRS9, CECL, ICAAP, etc.). Collaborate with developers, DBAs, and testers to deliver end-to-end solutions. Create functional specifications, data mapping documents, and workflow designs . Participate in system testing, UAT, and production rollouts , ensuring accuracy of risk reporting. Provide knowledge transfer and documentation to support teams. Required Skills & Qualifications 6 10 years of Business Analyst experience in Banking / Financial Services . Hands-on experience with Moody s Risk Authority (RAy) configuration updates, reporting framework, and data tables. Strong knowledge of credit risk management and regulatory frameworks (Basel III/IV, IFRS9, CECL). Proficiency in SQL for querying and analyzing large datasets. Familiarity with data flows, ETL processes, and reporting tools within risk systems. Strong documentation skills (BRD, FSD, data dictionaries, user stories). Experience in Agile/Scrum delivery models . Excellent communication and stakeholder management skills. Good to Have Knowledge of Moody s RiskFoundation, RiskConfidence, or other risk engines . Exposure to credit risk modeling concepts (PD, LGD, EAD, RWA calculations). Technical background in .NET / Java / ETL tools (to liaise effectively with dev teams). Hands-on experience with cloud-based risk solutions (AWS/Azure hosting of Moody s products).

About this role: Wells Fargo is seeking a Treasury Senior Manager for Investment Portfolio Management In this role, you will: Manage and develop teams responsible for complex analytics on components of companywide key treasury finance metrics Oversee the monitoring and evaluation of global market conditions, funding, asset and liability management, liquidity risk management, capital management, financial performance management, capital, and related activities Lead all aspects of a critical treasury finance function Ensure deliverables are completed and compliant with various treasury risk management regulatory requirements Lead implementation of complex projects and initiatives Lead team to achieve objectives Interact with leaders to provide support and drive strategic initiatives for the business Recommend and ensure compliance and risk management requirements for supported area and work with other stakeholders to implement key risk initiatives Collaborate and influence all levels of professionals including leaders Interface with external agencies, regulatory bodies or industry forums Participate in industry and peer groups to influence the standard setting process Manage allocation of people and financial resources for Treasury Develop and guide a culture of talent development to meet business objectives and strategy Portfolio Management & Analysis - Oversee financial research, analysis, and structuring of investment portfolios, collaborating closely with US-based teams. - Drive model lifecycle management -validation, implementation, performance monitoring, and remediation. - Lead scenario analysis, stress testing, and ensure all portfolios are aligned with risk appetite frameworks. Model Governance, development, Monitoring & Validation - Lead robust model governance, ensuring alignment with internal policies, regulatory standards, and industry best practices. - Drive independent model validation, including quant review of models across asset classes (fixed income, derivatives, structured products, etc.) - Enhance and automate model validation processes leveraging new technologies and data-driven techniques Risk & Data Management - Ensure effective risk oversight, documentation, risk reporting, and the monitoring of compensating controls where necessary. - Facilitate regular data quality management and reporting for the investment portfolio. Driving the execution of business and technology transformation strategies - support the implementation of streamlined business processes and end-user products for Trading, Securities Portfolio Management and Analytics, Mortgage Modeling, Hedging. - Collaborate and consult with members of the Business Execution team and team leaders to advance strategic initiatives and achieve organizational objectives Team Leadership & Stakeholder Engagement - Mentor and lead quantitative analysts, overseeing project execution, resource planning, and the dissemination of analytics best practices. - Act as the point of contact for internal and external stakeholders (auditors, business support teams) regarding portfolio, model, and risk matters - Drive process improvement and operational efficiency, leveraging global best practices Required Qualifications: 6+ years of Treasury experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education 3+ years of management or leadership experience Desired Qualifications Advanced degree in Finance, Economics, Statistics, Mathematics, Engineering, or related field. MBA, CFA, FRM, or equivalent certification preferred Strong experience (at least 6+ years) in investment portfolio management, banking, or asset management, including at least 4 years in a leadership function. Deep expertise in model development, validation, quantitative analytics, and risk management for large portfolios. Strategic AI Awareness: Ability to understand and leverage AI technologies to drive business transformation, improve decision-making, and enhance operational efficiency. Hands-on experience with scenario analysis, risk modeling, credit analysis, and regulatory compliance. Proven ability to lead teams, manage portfolio performance, and drive technological/process enhancements. Advanced statistical, financial modeling, and data analytics skills. Proficient with relevant software (Python, R, Bloomberg, Factset, SQL, etc) Strong communication skills for presenting technical and business insights to diverse audiences, including senior management and regulators. Encourages experimentation with AI tools (e.g., generative AI, automation platforms) to foster innovation and continuous improvement Experience working at/with global banks, especially in offshore centers for US/UK institutions. Knowledge of international accounting standards and regulatory regimes (Basel III/IV, CCAR, FRTB, etc.) Demonstrated success in building stakeholder consensus and driving high-impact portfolio or model validation initiatives at scale. Posting End Date: 9 Sep 2025 We Value Equal Opportunity Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic. Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit's risk appetite and all risk and compliance program requirements. Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process. Applicants with Disabilities To request a medical accommodation during the application or interview process, visit . Drug and Alcohol Policy Wells Fargo maintains a drug free workplace. Please see our to learn more. Wells Fargo Recruitment and Hiring Requirements: a. Third-Party recordings are prohibited unless authorized by Wells Fargo. b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.

You are a highly driven and analytical Quantitative Researcher with a strong foundation in mathematics, statistics, and market microstructure. Your passion lies in high-frequency trading (HFT), statistical arbitrage, and innovative alpha discovery in both decentralized and centralized digital asset markets. You have hands-on experience in developing and testing trading strategies and possess a deep understanding of order book dynamics, risk modeling, and ML techniques grounded in sound statistical reasoning. Your responsibilities include researching, designing, and implementing quantitative trading strategies in crypto markets using statistical and machine learning models. You will conduct alpha research, signal generation, and strategy backtesting using large-scale historical tick/order book data. Additionally, you will develop and apply statistical arbitrage techniques across multiple crypto assets and exchanges, model market microstructure phenomena, and perform rigorous data analysis and hypothesis testing to validate trading ideas. Collaboration with engineering teams to deploy strategies in production environments with low-latency constraints is crucial. You will continuously monitor and improve model performance using real-time and historical data, while staying updated on the latest developments in DeFi, crypto trading infrastructure, and quantitative finance research. You hold a Bachelors, Masters, or PhD in Statistics, Mathematics, Physics, Computer Science, or a related quantitative field. Your knowledge spans probability theory, stochastic processes, time series analysis, and optimization. You have proven experience with crypto markets, strong coding skills in Python, C++, or Rust, and familiarity with machine learning techniques rooted in statistical principles. Preferred qualifications include prior experience in a quant fund, HFT firm, or crypto-native trading desk, familiarity with cloud computing, GPU acceleration, or high-performance computing techniques, and exposure to alternative data, chain analytics, or DeFi protocols. A strong understanding of execution cost modeling, slippage, and latency optimization is also beneficial. In return, you will have the opportunity to work at the frontier of quantitative research and crypto innovation. You will be part of a collaborative and intellectually stimulating environment that encourages research autonomy and creativity. Competitive compensation including base salary, performance-based bonuses, and token/equity incentives will be provided, along with access to cutting-edge datasets, infrastructure, and computing resources.,