273 Risk Modeling Jobs - Page 11

Salary : 20 to 35 LPA Exp: 3 to 8 years Location :/Gurugram/Bangalore/Pune 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.

Job Title: Senior Fraud Risk Modeler (Credit Card) About Straive: Straive is a market leading Content and Data Technology company providing data services, subject matter expertise, & technology solutions to multiple domains. Data Analytics & Al Solutions, Data Al Powered Operations and Education & Learning form the core pillars of the companys long-term vision. The company is a specialized solutions provider to business information providers in finance, insurance, legal, real estate, life sciences and logistics. Straive continues to be the leading content services provider to research and education publishers. Data Analytics & Al Services: Our Data Solutions business has become critical to our client's success. We use technology and Al with human experts-in loop to create data assets that our clients use to power their data products and their end customers' workflows. As our clients expect us to become their future fit Analytics and Al partner, they look to us for help in building data analytics and Al enterprise capabilities for them. With a client-base scoping 30 countries worldwide, Straives multi-geographical resource pool is strategically located in eight countries - India, Philippines, USA, Nicaragua, Vietnam, United Kingdom, and the company headquarters in Singapore. Website: https://www.straive.com/ Job Summary: As a Senior Risk Modeler specializing in Fraud Risk, you will design, develop, and maintain models to detect and prevent fraud across various financial products and channels - primarily in the credit card domain. Youll analyze emerging fraud trends, assess fraud risk, and support fraud prevention strategies, while clearly communicating insights to stakeholders and collaborating with cross-functional teams to enhance fraud detection capabilities and reduce fraud losses. Model Development & Validation : Build, implement, and validate fraud detection and prevention models using advanced statistical and machine learning techniques for credit card products. Data Analysis & Interpretation : Analyze large-scale transactional and behavioral data to identify fraud patterns, assess model performance, and provide actionable insights. ¢ Risk Assessment & Monitoring : Evaluate existing fraud controls, monitor fraud trends, and quantify exposure to evolving threats across digital and traditional channels. ¢ Communication & Collaboration : Effectively present analytical findings and model performance to both technical and non-technical stakeholders, including fraud operations, compliance, and executive leadership. ¢ Documentation & Reporting : Maintain comprehensive documentation of model development processes, risk assumptions, fraud detection frameworks, and compliance requirements. ¢ Technical Skills : Strong proficiency in Python, SQL, and data science tools; familiarity with real-time decision engines and fraud detection platforms is a plus. (e.g., Actimize, Falcon, SAS). ¢ Domain Expertise : Deep understanding of fraud domain expertise for debit card product. ¢ Leadership & Teamwork : Ability to lead fraud analytics initiatives, mentor junior analysts or data scientists, and collaborate with risk, IT, and fraud operations teams. ¢ Problem Solving : Proactively identify vulnerabilities in fraud strategies, recommend enhancements, and respond to emerging threats in a fast-paced environment. ¢ Adaptability : Stay current with the latest fraud schemes, detection technologies, and regulatory developments impacting fraud risk management. Qualifications: Bachelors or Masters. in a quantitative discipline such as Statistics, Mathematics, Computer Science, Economics, Data Science, or a related field. 6 to 7 years of hands-on experience in a banking environment , specifically in developing, implementing, and maintaining fraud risk models across products and channels. Proven experience in fraud analytics and modelling , including transaction monitoring, real-time detection, and rules-based or machine learning-driven approaches. Strong programming skills in Python, SQL, R, or SAS for model development, data manipulation, and automation. Proficiency with machine learning and statistical techniques such as decision trees, gradient boosting, clustering, anomaly detection, and neural networks. Good understanding of how linear regression and XGBoost work, including their assumptions, strengths, and limitations. Solid understanding of fraud typologies and fraud prevention technologies. Demonstrated ability to work with large and complex datasets , conduct deep-dive analytics, and extract actionable insights. Excellent communication and stakeholder management skills , with the ability to clearly articulate model logic, assumptions, and outcomes to non-technical audiences. Experience performing fraud model validation, performance monitoring, and tuning processes to ensure effectiveness and compliance. Strong problem-solving skills to address emerging fraud risks, data quality challenges, and operational issues.

Job Purpose With approximately 5 million contracts cleared every day across multiple asset classes, ICE Clear Europe (ICEU) is one of the worlds most diverse and leading clearing houses. As a clearing house, ICEU performs a critical role in ensuring market stability specially through periods of volatility and increased uncertainty. It provides central counterparty clearing and risk management services for global energy, interest rate, equity index, and agricultural derivatives. The Clearing Risk Department of ICEU is at the forefront of managing the risk across these global markets and is the business risk (or first line risk) management function. The department is responsible for management of Market Risk, Model Risk, Collateral Risk, Stress Testing, Default Management Risk. To this end the team is responsible for developing and maintaining quantitative models to estimate risks including under extreme stress market conditions. The team is client and clearing member facing covering risks across all time zones. ICE Clear Europes Clearing Risk Department (CRD) is looking for a front office risk analyst. The successful candidate will assist the senior risk managers in overseeing and shaping the risk management practice at one of the largest futures and options clearing houses in the world. You will be joining a very dynamic team, be exposed to a wide range of asset classes and be challenged with complex risk problems. You will be responsible for carrying out all aspects of the day-to-day risk management duties and assist in developing and implementing enhancements to the risk management tools, and processes. You will also participate in the design and implementation of new risk initiatives and products that benefit the business. Responsibilities Analyze and monitor market and collateral risks on real-time basis and appropriately escalate any risk concerns Build and maintain risk management reports to support day to day risk management, and management reporting for various ICE Clear Europe Boards and Committees. Ensure the risk management framework and risk policies are being adhered to and are consistent with regulatory and industry standards Assist with identifying areas where the risk management processes, or infrastructure can be improved Enhance documentation of risk processes and procedures Assist with internal and external communication including, inter alia, representatives from clearing members, ICE management and regulators Collaborate with a group of colleagues on various strategic projects Conduct project work and run thematic or ad-hoc market research on relevant risk topics Knowledge and Experience Degree in Business, Science, Economics, Engineering, or a related numerical discipline Attention to detail and strong problem-solving skills with the ability to balance trade-offs Prior experience in risk management as a risk analyst or relevant professional experience (at an investment bank, hedge fund or clearing house) will be an advantage. Strong knowledge in financial derivatives products in multiple asset classes preferred Prior experience in applying risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing models will be an advantage. Ability to be a team player and to collaborate with other teams Ability to conduct research, analyze problems, formulate and implement solutions in an efficient, effective, and independent manner Excellent written and verbal communication skills Experience with SQL and Python preferred Experience with BI tools such as Tableau is desirable Any progress towards CFA or FRM would be advantageous

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 Qualification 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 culture that is committed to accelerate equality for all. Engage in boundaryless collaboration across the entire organization. About Our Company | Accenture

Skill required: Property & Casualty - Catastrophe Risk Management Designation: Analytics and Modeling Senior Analyst Qualifications: Any Graduation/12th/PUC/HSC Years of Experience: 5 to 8 years What would you do? Ability to perform quarterly CAT risk aggregation and deliver insightful and actionable reporting to internal stakeholdersUnderstand complex treaty structure and apply to portfolio risks Provide stakeholders explanation of portfolio results and trending over time, model change impacts, and data quality and limitationsSupport ad-hoc reporting, corporate and unit level reinsurance placements, and deliver quarterly CAT data to external partnersApply CAT modeling best practices by continually understanding the evolving process within Client and build process efficienciesCoaching and develop members within teamMaintain good documentation of results, issues, data quality etc and have regular dialogue with each line of business to provide feedbackClaims settlements related any client property they own or any accidentsCatastrophe Risk Management refers to the process of guiding insurers how to manage risk aggregations, deploy capital, and price insurance coverage by using computer assisted calculations to estimate the losses that could be sustained due to a catastrophic event such as a hurricane or earthquake. What are we looking for? Minimum 5 years of catastrophe modelling experience - Strong analytical, problem-solving approach – strong knowledge on various reinsurance is mustExperience in using RMS applications and / or AIR CAT model(s) is mustClear communicator, able to structure an argument and explain complex issues in a simple way – faster learning capabilitiesAdvanced knowledge in MS Office applications (Outlook, Word, Excel & PowerPoint) Willingness to work and handle multi tasking in a rapidly changing environment with some firm deadlinesShould have better SQL skills and understand the database schema – additional programming (R/VBA) is advantageAbility to work independently. Roles and Responsibilities: In this role you are required to do analysis and solving of increasingly complex problems Your day to day interactions are with peers within Accenture You are likely to have some interaction with clients and/or Accenture management You will be given minimal instruction on daily work/tasks and a moderate level of instruction on new assignments Decisions that are made by you impact your own work and may impact the work of others In this role you would be an individual contributor and/or oversee a small work effort and/or team Please note that this role may require you to work in rotational shifts Qualification Any Graduation,12th/PUC/HSC

Objective: To manage and monitor the credit portfolio across products, with a focus on Portfolio Risk, Vintage Risk, and Collection-linked portfolio performance, ensuring early identification of stress and supporting proactive risk mitigation strategies. Role & responsibilities Portfolio & Credit Risk Management Monitor portfolio health across vintages, delinquency buckets, and collection trends to identify emerging risks. Conduct in-depth credit risk analysis and vintage performance reviews; recommend corrective actions for underperforming segments. Track ECL (Expected Credit Loss), PD (Probability of Default) models, and other risk parameters to ensure accuracy and relevance. Ensure compliance with Basel norms and Ind AS 109 accounting standards. Data Analytics & Reporting Analyze large, complex datasets to derive actionable insights for senior management decision-making. Prepare CXO-level dashboards and presentations with key portfolio trends, risk commentary, and strategic recommendations. Regulatory & Governance Stay updated with RBI guidelines applicable to NBFCs and ensure portfolio practices align with regulatory requirements. Support internal and external audits with portfolio-related information and documentation. Collections Risk Integration Work closely with Collections to understand stress pockets, roll-forward trends, and recovery performance, linking insights to portfolio risk actions. Recommend strategies to control slippages, reduce NPAs, and improve resolution rates. Others Collaborate with Finance, Credit, Collections, Treasury, Data Science, and IT teams for key credit and financial data. Work with Head of Risk/ Portfolio Risk to prepare management commentaries on credit risk performance Preferred candidate profile 5+ years of relevant experience in Bank/ NBFC or related consultancy Familiar with Basel norms and Ind AS 109 Experience with ECL/ PD modeling and understanding of Credit Risk Lifecycle. Hands on experience with SQL, MS PowerPoint and advanced MS Excel Excellent written and verbal communication skills.

About The Role Job Title: Data Architect - Utilities Domain S&C GN Management Level: 09 to 07 Location: Mumbai / Pune / Bangalore / Gurgaon / Hyderabad Must Have Skills: Enterprise Data Architecture, Data Modeling, Utilities Domain Knowledge, Cloud-based Data Platforms (AWS/Azure/GCP) Good to Have Skills: Data Governance (Collibra, Purview, Unity Catalog), Data Product Design, Utilities Analytics (Asset Performance, Risk Modeling), SCADA/OMS/PI Historian Knowledge Job Summary : As a Data Architect in the Utilities domain, you will lead the design and implementation of modern, scalable, and secure enterprise data architectures. You will define data strategies, create architecture blueprints, and guide delivery teams to ensure alignment with business objectives and technical standards. The role requires strong expertise in data modeling, platform architecture, and integration patterns, with the ability to engage both technical and business stakeholders. While the primary focus is data architecture, experience in data governance frameworks or utilities analytics will be considered an added advantage. Roles & Responsibilities: Define target-state data architectures and roadmaps aligned with enterprise and utilities industry best practices. Conduct current-state assessments of data platforms, integration patterns and data management processes. Develop conceptual, logical and physical data models for key domains (customer, billing, asset, metering etc). Establish reference architectures for data ingestion, transformation, storage and consumption in cloud/hybrid environments. Collaborate with engineering teams to ensure designs are implementable, performant and compliant. Partner with business teams to translate requirements into scalable, governed data solutions. Advise on technology selection for data platforms, integration and analytics. Professional & Technical Skills: Must To Have Skills: Strong background in enterprise data architecture and strategy definition. Proven experience in the Utilities sector (electricity, gas, or water). Proficiency in conceptual, logical, and physical data modeling (3NF and dimensional). Experience with cloud-based data platforms (AWS, Azure, or GCP), data lakes, warehouses, and orchestration tools. Understanding of cloud-native architectures, data lakehouses, and hybrid integration patterns. Good To Have Skills: Knowledge of data governance frameworks and tools (Collibra, Purview, Unity Catalog). Experience in data product design and federated ownership models. Familiarity with analytics in the utilities domain (asset performance, risk modeling). Awareness of SCADA, OMS, PI Historian, and other operational systems. Additional Information: The ideal candidate will combine deep Utilities domain knowledge with strong data architecture expertise. This is a client-facing role that blends strategic architecture work with the ability to contribute to delivery in technical projects when required. About Our Company | Accenture Qualification Experience: Minimum 6 years (with at least 3 years in data architecture) Educational Qualification: Bachelors Degree in Engineering/Computer Science or related field Cloud/Data Architecture certifications preferred

Job Description Summary Position: SVP, Catastrophe Modelling & Exposure Management Title: SVP Job Location: India Contact: 9045052074 Role Overview Reports to EVP Data & Analytics, leading service delivery, capability growth, P&L, and digital transformation in analytics. Key Responsibilities Manage multi-service engagements in catastrophe modelling, exposure management, data engineering, and analytics for global insurance clients. Lead governance, strategy, and innovation workshops; align with clients on KPIs, growth, and transformation plans. Define CAT and exposure analytics strategy; expand into underwriting, claims, portfolio management; build AI/ML and data engineering teams. Oversee P&L, optimizing costs, margins, and delivery quality. Drive automation, AI integration, workflow optimization, and proprietary platform development to modernize processes. Deliver advanced analytics offerings, including climate analytics, predictive underwriting, and embedded insurance intelligence. Lead global teams, foster innovation, mentor senior leaders, and publish thought leadership. Establish training, certification, and knowledge-sharing frameworks to scale best practices. Requirements 18+ years in P&C insurance, 15+ years in catastrophe modelling/exposure management. Proven leadership in P&L, portfolio growth, and distributed team management. Expertise in RMS, AIR, actuarial analytics, and data engineering. Masters in Mathematics, Statistics, Actuarial Science, or related field. Strong analytical, problem-solving, and communication skills; insurance/reinsurance background preferred.

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

Role & responsibilities Perform RA (Risk Assessment/Research Analysis) and SBIM (SBI Model/Business Intelligence Modeling) tasks to support business decision-making. Extract, manipulate, and analyze large datasets using SAS and SQL. Develop and maintain reports, dashboards, and analytical models for performance tracking. Work closely with stakeholders to understand business requirements and translate them into analytical solutions. Ensure data accuracy, consistency, and security in all analytics processes. Collaborate with cross-functional teams to deliver insights and recommendations. Participate in process improvement initiatives to enhance data quality and reporting efficiency. Preferred candidate profile 3-6 years of experience in data analytics, preferably in BFSI or a similar domain. Strong proficiency in SAS (Base, Enterprise Guide, Macros) and SQL (T-SQL, PL/SQL, or similar). Hands-on experience with data manipulation, cleansing, and validation. Good understanding of risk analysis, business intelligence, and statistical techniques. Ability to translate complex datasets into actionable business insights. Strong problem-solving skills and attention to detail. Excellent communication skills to interact with technical and non-technical stakeholders. Banking experience is required.

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

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

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.

locationsPune - West time typeFull time posted onPosted 30+ Days Ago job requisition idJR-0004722 Key roles and responsibilities Conduct comprehensive analyses, including Carbon Emissions Tracking, Carbon Footprint Assessments, Environmental Impact Analyses, Life Cycle Assessments (LCAs), Emissions Reduction Strategies, Climate Policy Development, Advocacy, Climate Modeling, Scenario Planning, and target setting aligned with Science-Based Targets (SBTi). Develop and execute data-driven strategies to assist investment managers and portfolio companies in reducing carbon emissions and setting targets. Lead initiatives to improve the sustainability performance of the Apex Group and promote responsible business practices across the organization. Contribute to the enhancement of existing ESG products and the development of innovative new offerings. Stay informed on global ESG standards and frameworks, ensuring the firms services meet current and emerging market expectations. Skills and qualifications required A masters degree in environmental engineering, sustainability, or a related field is required. Additional certifications in climate risk or ISO standards are highly desirable. Extensive experience in climate change, environmental issues, and sustainability, particularly within reputable consulting or advisory firms, financial services, or research organizations. Hands-on experience in carbon footprint analysis, GHG assessment, and climate risk advisory, with strong technical expertise in climate change, SBTi, LCA, ISO 14044/14064, decarbonization strategies, and climate risk modeling. A deep understanding of sustainability challenges across various industry sectors. Proficiency in ESG frameworks, such as SASB, GRI, TCFD, UN PRI, CSRD/NFRD, and SFDR. Strong skills in quantitative and qualitative data collection, analysis, and reporting. Excellent communication and interpersonal skills, with the ability to influence both internal and external stakeholders effectively. High proficiency in video conferencing, written communication, and presentation skills. Exceptional organizational skills and a keen attention to detail. Proficiency in MS Office is essential. Knowledge of programming languages is an added advantage. For Senior Associate and above positionsExperience in people management, product management, and process improvements is advantageous. Prior consulting or advisory experience is mandatory for Senior Associate and above roles.

The Apex Group was established in Bermuda in 2003 and is now one of the worlds largest fund administration and middle office solutions providers. Our business is unique in its ability to reach globally, service locally and provide cross-jurisdictional services. With our clients at the heart of everything we do, our hard-working team has successfully delivered on an unprecedented growth and transformation journey, and we are now represented by over circa 13,000 employees across 112 offices worldwide.Your career with us should reflect your energy and passion. Thats why, at Apex Group, we will do more than simply empower you. We will work to supercharge your unique skills and experience. Take the lead and well give you the support you need to be at the top of your game. And we offer you the freedom to be a positive disrupter and turn big ideas into bold, industry-changing realities. For our business, for clients, and for you Key roles and responsibilities Conduct comprehensive analyses, including Carbon Emissions Tracking, Carbon Footprint Assessments, Environmental Impact Analyses, Life Cycle Assessments (LCAs), Emissions Reduction Strategies, Climate Policy Development, Advocacy, Climate Modeling, Scenario Planning, and target setting aligned with Science-Based Targets (SBTi). Develop and execute data-driven strategies to assist investment managers and portfolio companies in reducing carbon emissions and setting targets. Lead initiatives to improve the sustainability performance of the Apex Group and promote responsible business practices across the organization. Contribute to the enhancement of existing ESG products and the development of innovative new offerings. Stay informed on global ESG standards and frameworks, ensuring the firms services meet current and emerging market expectations. Skills and qualifications required A masters degree in environmental engineering, sustainability, or a related field is required. Additional certifications in climate risk or ISO standards are highly desirable. Extensive experience in climate change, environmental issues, and sustainability, particularly within reputable consulting or advisory firms, financial services, or research organizations. Hands-on experience in carbon footprint analysis, GHG assessment, and climate risk advisory, with strong technical expertise in climate change, SBTi, LCA, ISO 14044/14064, decarbonization strategies, and climate risk modeling. A deep understanding of sustainability challenges across various industry sectors. Proficiency in ESG frameworks, such as SASB, GRI, TCFD, UN PRI, CSRD/NFRD, and SFDR. Strong skills in quantitative and qualitative data collection, analysis, and reporting. Excellent communication and interpersonal skills, with the ability to influence both internal and external stakeholders effectively. High proficiency in video conferencing, written communication, and presentation skills. Exceptional organizational skills and a keen attention to detail. Proficiency in MS Office is essential. Knowledge of programming languages is an added advantage. For Senior Associate and above positionsExperience in people management, product management, and process improvements is advantageous. Prior consulting or advisory experience is mandatory for Senior Associate and above roles.

Key Responsibilities : Develop predictive models using latest machine learning / statistical methods across the domains of Risk, customer & sales Define and establish robust model evaluation & governance framework Engage with the Risk & Model Committees Responsible for the end-to-end development and implementation of all scorecards/risk monitoring framework across businesses Stakeholder relationship management & control aspects of analytical project delivery Key Competencies / skill set : Should be a subject matter expert in the domain of credit risk Strong statistical knowledge and demonstrated hands-on experience in model development & management Working knowledge of R, Python or SAS is a must. Should be able to anchor stakeholder engagements Very strong presentation & communication skills Desired Candidate Profile Similar Profiles from Banks Resilience & ability to work in a dynamic environment Technical competence will be an important selection criterion Demonstrated hands-on experience in loss forecasting, scorecards & advanced analytics use cases Qualifications Post-graduation in Statistics or Economics or Quantitative Economics or Computer Science OR MBA (Finance / Quantitative Methods) Predictive model development Logistic/Linear Regression, Clustering, D-tree, Feature Selection, PCA SVM, Random Forest, Gradient Boost Experience : Candidate is required to have minimum 2-10 years of relevant work experience in statistical modeling in a Bank

Position: Risk Analytics Experience: 3+ years Role Overview: We are seeking a detail-oriented and analytical professional to join our Risk team, focusing on policy design, portfolio analytics, and risk strategy. The ideal candidate will have hands-on experience working with lending products in an NBFC or FinTech environment. Key Responsibilities: Develop and refine risk policies across the customer lifecycle (onboarding, underwriting, collections). Analyse credit performance trends and draw actionable insights for policy improvement. Work closely with data science, product, and business teams to create and monitor risk strategies. Monitor portfolio KPIs including approval rates, delinquency, and NPA trends. Run A/B tests and build performance dashboards to track impact of policy changes. Collaborate with BI teams to automate MIS and regular portfolio reporting. Ensure compliance with internal risk guidelines and regulatory standards. Requirements: 3+ years of experience in risk policy or analytics in an NBFC or FinTech. Strong analytical skills with hands-on experience in SQL, Excel, Python and data visualization tools (e.g., Tableau/Power BI). Exposure to consumer lending or personal loans preferred. Understanding of credit bureau data (e.g., CIBIL, Experian). Ability to communicate technical concepts to non-technical stakeholders. Bachelor's degree in engineering, Mathematics, Statistics, or related field (MBA preferred but not mandatory). Preferred Skills: Knowledge of scorecard development and credit risk modelling. Prior work on alternate data sources and digital underwriting models. Basic understanding of regulatory compliance relevant to digital lending.

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.

What the day will look like Primary responsibilities of the role include: Implementation of Aon s Life Solutions (PathWise) projects with clients across Asia Pacific Building trusted relationships with clients, partners and internal Aon stakeholders Supporting market propositions from a Life Solutions perspective as well as working with other Aon senior colleagues to identify opportunities to Deliver Aon United ( DAU ) to our clients to allow them to make better decisions It is expected that a typical day will involve liaising with existing and potential clients; helping on actuarial projects focused on PathWise supporting the development and delivery of client engagements including POC and system implementation How this opportunity is different This role is unique in that it gives the incumbent the opportunity to build a business and shape the direction of the entire business line, at a time when growth opportunities are at a peak in Asia You will be reporting to the Head of APAC, Life Risk Modelling and will form part of the team for the Life Solutions business line Role will be Mumbai based but is a hybrid role with the flexibility to work both virtually and from our Mumbai office There will also be significant opportunity to work with clients at their locations as and when required/preferred You will be able to shape your working day as you deem appropriate to ensure we deliver maximum value to clients and develop colleagues and the Aon Life Solutions brand Skills and experience that will lead to success This position requires experience in actuarial system implementation, knowledge on recent regulatory development in the region, and expertise in actuarial topics such as Finance Transformation, IFRS17, ALM, hedging, etc

What we look for We are looking for candidates with strong analytical and communication skills who are passionate about their work and eager to embrace challenges. Your role will be crucial in enhancing our offerings and making a positive impact on private markets. If you can confidently answer Yesto the following questions, we invite you to explore an exciting opportunity with the Apex ESG Ratings and Advisory team: Are you passionate about sustainability and ESG practices Do you possess a strong analytical mindset and exceptional reporting and writing skills Are you ready to join a dynamic climate advisory team making a meaningful impact in the world of Alternative Investments and Private Equity Key roles and responsibilities Conduct comprehensive analyses, including Carbon Emissions Tracking, Carbon Footprint Assessments, Environmental Impact Analyses, Life Cycle Assessments (LCAs), Emissions Reduction Strategies, Climate Policy Development, Advocacy, Climate Modeling, Scenario Planning, and target setting aligned with Science-Based Targets (SBTi). Develop and execute data-driven strategies to assist investment managers and portfolio companies in reducing carbon emissions and setting targets. Lead initiatives to improve the sustainability performance of the Apex Group and promote responsible business practices across the organization. Contribute to the enhancement of existing ESG products and the development of innovative new offerings. Stay informed on global ESG standards and frameworks, ensuring the firm s services meet current and emerging market expectations. Skills and qualifications required A master s degree in environmental engineering, sustainability, or a related field is required. Additional certifications in climate risk or ISO standards are highly desirable. Extensive experience in climate change, environmental issues, and sustainability, particularly within reputable consulting or advisory firms, financial services, or research organizations. Hands-on experience in carbon footprint analysis, GHG assessment, and climate risk advisory, with strong technical expertise in climate change, SBTi, LCA, ISO 14044/14064, decarbonization strategies, and climate risk modeling. A deep understanding of sustainability challenges across various industry sectors. Proficiency in ESG frameworks, such as SASB, GRI, TCFD, UN PRI, CSRD/NFRD, and SFDR. Strong skills in quantitative and qualitative data collection, analysis, and reporting. Excellent communication and interpersonal skills, with the ability to influence both internal and external stakeholders effectively. High proficiency in video conferencing, written communication, and presentation skills. Exceptional organizational skills and a keen attention to detail. Proficiency in MS Office is essential. Knowledge of programming languages is an added advantage. For Senior Associate and above positions: Experience in people management, product management, and process improvements is advantageous. Prior consulting or advisory experience is mandatory for Senior Associate and above roles.

Primary responsibilities of the role include: Implementation of Aon s Life Solutions (PathWise) projects with clients across Asia Pacific Supporting business development in the India region Building trusted relationships with clients, partners and internal Aon stakeholders. Supporting market propositions from a Life Solutions perspective as well as working with other Aon senior colleagues to see opportunities to Deliver Aon United ( DAU ) to our clients to allow them to make better decisions. Working primarily with Aon Strategy and Technology Group ( Aon STG ) colleagues you will identify technology, strategy and consulting implementation opportunities across Life Insurers, Reinsurers and other related parties, Wider opportunities to engage our clients with (for example) Human Capital and Reinsurance solutions will also be part of the role. It is expected that a typical day will involve collaborating closely with existing and potential clients; developing your internal network, (which will also identify further client opportunities); supervising the development and delivery of client engagements including POC and system implementation. How this opportunity is different This role is unique in that it gives the incumbent the opportunity to build a business and shape the direction of the entire business line, at a time when growth opportunities are at a peak in Asia. You will be reporting to the Head of APAC Life Risk Modelling and will form part of the India team for the Life Solutions business line. Role will be Mumbai based but is a hybrid role with the flexibility to work both virtually and from our Mumbai office. There will also be significant opportunity to work with clients at their locations as and when required/preferred. You will be able to shape your working day as you deem appropriate to ensure we deliver maximum value to clients and develop colleagues and the Aon Life Solutions brand. Skills and experience that will lead to success This position requires extensive experience in actuarial system implementation, knowledge on recent regulatory development in the region, and expertise in actuarial topics such as Finance Transformation, IFRS17, ALM, hedging, etc. Consulting experience in actuarial field would be a plus. The candidate should be able to communicate effectively with potential clients and ready to present on relevant actuarial topics. The successful candidate should have: Life consulting background or experience in transformation projects within insurers Experience in developing propositions and building a take to market strategy for their teams and wider colleagues Strong people leadership and stakeholder management skills A pragmatist with excellent written and oral communication skills

We are seeking a highly skilled and motivated Actuarial Analyst to play a pivotal role in the development, pricing, and implementation of innovative parametric insurance products. This position focuses on leveraging statistical models, actuarial science, and data analytics to address climate and disaster risks. The ideal candidate brings a strong analytical background, an aptitude for problem-solving, and a passion for creating impactful solutions for climate resilience. Preference: Graduates from top-tier institutions like IAI, IFoA, ISI Salary: Market-leading salaries negotiable based on expertise and experience Employment Type: Full Time Location: Ahemdabad, Gujarat Join Us Key Responsibilities Develop actuarial models to determine pricing strategies for parametric insurance products. Analyze climate and disaster risk data to assess exposure and inform product design. Collaborate with product managers and engineers to design innovative insurance solutions. Assist in defining payout triggers and thresholds for parametric insurance products. Support claims monitoring processes, ensuring triggers are objectively assessed and payouts are accurate. Evaluate product performance using statistical and actuarial methods, providing recommendations for optimization. Work with data scientists to analyze weather and disaster datasets for risk assessment. Generate insights for market research, customer needs, and competitive positioning. Ensure compliance with regulatory requirements, collaborating with legal and compliance teams. Prepare reports and visualizations for internal and external stakeholders to communicate risk assessments and product performance. Qualifications Bachelor s or Master s degree in Actuarial Science, Statistics, Mathematics, Data Science, or related fields, preferably from top-tier institutions. 0-2 years of experience in actuarial analysis, risk modeling, or insurance product development. Expertise in product development, pricing strategies, claims monitoring, and operations. Proficient in coding in any programming language. Required Skills Product Strategy Pricing Strategies Claims Management Market Research Coding Skills Data-Driven Decision Making Stakeholder Management Cross-Functional Collaboration Climate Risk Mitigation Regulatory Compliance