146 Risk Modeling Jobs - Page 2

As a global leader in assurance, tax, transaction and advisory services, EY is dedicated to hiring and nurturing the most passionate individuals in their respective fields to contribute towards building a better working world. Our culture is rooted in providing you with the necessary training, opportunities, and creative freedom to unleash your full potential. We believe in shaping not just who you are at present, but also in empowering you to become the best version of yourself. Your career at EY is yours to craft, with limitless possibilities for growth, coupled with enriching and fulfilling experiences that will guide you towards realizing your professional aspirations. The role of Consultant-GPS-Business Consulting Risk-CNS in the Risk Management division in New Delhi involves contributing to EY Consulting's mission of transforming businesses through the strategic blend of people, technology, and innovation. With a client-centric approach, our focus is on delivering sustainable value by addressing our clients" most critical challenges. EY Consulting encompasses Business Consulting (encompassing Performance Improvement and Risk Consulting), Technology Consulting, and People Advisory Services. Within the Risk Management domain, we assist clients in identifying and managing both upside and downside risks to facilitate informed decision-making that aligns with their business strategy and future objectives. The key areas of focus include Enterprise Risk, Technology Risk, and Financial Services Risk, each aimed at providing tailored solutions to mitigate risks and enhance business resilience. Your key responsibilities in this role include: - Demonstrating Technical Excellence by identifying and escalating potential issues, preparing reports and deliverables, managing multiple projects, handling data analytics, and ensuring compliance with internal auditing standards. - Possessing the necessary skills and attributes, such as a Chartered Accountant/Certified Internal Auditor/Masters in Business Administration qualification, along with 1 to 3 years of relevant experience. We seek individuals who can collaborate effectively across various client departments, adhere to commercial and legal requirements, and offer practical solutions to complex problems. Ideal candidates exhibit agility, curiosity, mindfulness, and a positive energy that fuels their creativity and adaptability. At EY, we offer a dynamic environment with diverse opportunities, where you can engage with a wide range of clients and work alongside industry leaders and innovators. Our commitment to continuous learning and skill development ensures that you have a personalized Career Journey and access to resources that enhance your professional growth. As an inclusive employer, we prioritize achieving a balance that allows our people to excel in client service, advance their careers, and prioritize their overall well-being. If you meet the criteria outlined above and are ready to contribute to building a better working world, we encourage you to apply and join us on this transformative journey at EY.,

We are seeking a highly skilled and experienced Credit Valuations Analyst to join our esteemed buy-side clients 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. Masters Degree: Hold a Masters 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 . 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. 2. Knowledge of Credit Markets: Have a strong understanding of credit markets, including high-yield bonds, leveraged loans, and private credit.

About Avasant Avasant is a Los Angeles, California headquartered leading management consulting firm providing Strategic Sourcing, IT and Business Transformation and Global Strategy services to the global Fortune 1000. Since 2006, Avasant has negotiated over $250B in deals and operates in over 50 countries. The firm has been recognized as "Worlds Best Outsourcing Advisor" by the International Association of Outsourcing Professionals (IAOP) for fourteen consecutive years. In 2020, we were also recognized as one of the top five industry analyst firms by the Institute of Industry Analyst Relations (IIAR). Learn more at https://avasant.com/ Role Overview and Responsibilities: This role involves working actively with large enterprises to build and operate their Global Capability Centers (GCC). The nature of the engagement will vary depending upon the Client s preference to build and operate their GCCs on their own or engage vendors for some portion or all of the activities that go into it. These engagements have multi-level impacts including business, technical, organizational, operational, and cost reduction opportunities. Responsibilities for projects in this area will include: Developing and implementing the GCC strategy Developing financial business case for the GCC Supporting Clients in identifying a set of vendors, based on their specific requirements, to be evaluated for their expertise and experience in building and operating their GCCs Develop a Request for Proposal (contract package containing statements of work, financials, service levels, and terms & conditions), support enterprises in selecting the best-fit vendor to partner with, and guide them through contract negotiations with the selected vendor Supporting the Client in transitioning to the future state operating model Providing ongoing governance support to the Client-led GCCs Developing and refining intellectual capital associated with the GCC practice Supporting sales opportunities to add new Clients and growing revenue opportunities with existing Clients We are looking for someone with: 2+ years of consulting, management consulting and/or operations management, in a consulting firm with experience in technology and/or business process optimization and transformation Experience in financial business case and risk modelling Direct hands-on experience in planning and executing transition from enterprises to vendor or to enterprise shared services Has excellent quantitative and data interpretation skills Has a strong sense of ownership and adherence to quality and timelines Has excellent communication and presentation skill, both written and verbal (English) Has the ability to work independently in a fast-paced environment across multiple time zones/ geographies Wants to be known as prominent voice who has a significant impact on how the GCC landscape is evolving Willing to work from office 5 days a week What Avasant offers: Entrepreneurial environment, with the ability to lead and drive new initiatives to further personal and organizational goals Global exposure and a chance to work with multinational clients, including some of the industry leaders Training and mentoring on the latest business and sector practices based on market requirements Opportunity to work with and learn from an international team of industry specialists Focused programs for career development, including funding of industry certifications and skill development programs Dynamic and multicultural work environment This is a hands-on consulting delivery role. Resumes for sales or business development resources or resumes with a predominant sales or business development focus, will not be considered.

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

Job Overview: We are seeking an experienced Lead Model Developer/Validator with exceptional expertise in credit risk modeling with primary focus on Internal Credit Risk Rating modeling. The ideal candidate will bring deep domain knowledge and advanced technical skills to drive sophisticated credit risk modeling initiatives across retail and wholesale portfolios. Position Details: Location: Pan India Experience Level: 5-10 years Employment Type: Full-time Key Responsibilities: Lead end-to-end development and validation of advanced credit risk models, including, PD, EAD, LGD and with emphasis on Expert judgement-based PD models for Corporate, Specialised Lending and Financial Institutions. Conduct comprehensive data preparation, preprocessing using tools including SAS, Python, R, and SQL Collaborate with cross-functional stakeholders to analyze, interpret, and communicate complex model results and insights Develop comprehensive technical documentation including: Regulatory compliance Model documentation Test plans Validation reports/Findings Report Business Requirements Documents (BRD), where applicable Drive continuous model improvement through: Identifying optimization opportunities; Implementing advanced modeling techniques; Enhancing model performance and predictive accuracy Provide mentorship and technical guidance to junior team members, fostering a culture of knowledge sharing and professional development Required Qualifications: 5-10 years of hands-on experience in credit risk model development and validation Proven expertise in modeling across retail and wholesale credit portfolios Advanced proficiency in: SAS, Python, R, SQL Deep understanding of IFRS9 and CECL regulatory frameworks and guidance Exceptional analytical and problem-solving skills Excellent written and verbal communication abilities Preferred Qualifications: Advanced degree in Statistics, Mathematics, Economics, or related field Professional certifications in risk management or financial modeling Experience with IRB modeling, machine learning/advanced statistical modeling techniques Knowledge of Basel regulatory guidance Technical Skills: Model Development: PD, LGD, EAD, Qualitative PD Models Programming: SAS, Python, R, SQL Regulatory Knowledge: IRB, IFRS9, CECL Statistical Modeling Data Preprocessing Machine Learning Techniques

Job Overview: We are seeking an experienced Senior Quantitative Analyst (Model Developer/Validator) with exceptional expertise in credit risk modeling with primary focus on Internal Credit Risk Rating modeling. The ideal candidate will bring deep domain knowledge and advanced technical skills to drive sophisticated credit risk modeling initiatives across retail and wholesale portfolios. Position Details: Location: Pan India Experience Level: 5-10 years Employment Type: Full-time Key Responsibilities: Lead end-to-end development and validation of advanced credit risk models, including, PD, EAD, LGD and with emphasis on Expert judgement-based PD models for Corporate, Specialised Lending and Financial Institutions. Conduct comprehensive data preparation, preprocessing using tools including SAS, Python, R, and SQL Collaborate with cross-functional stakeholders to analyze, interpret, and communicate complex model results and insights Develop comprehensive technical documentation including: Regulatory compliance Model documentation Test plans Validation reports/Findings Report Business Requirements Documents (BRD), where applicable Drive continuous model improvement through: Identifying optimization opportunities; Implementing advanced modeling techniques; Enhancing model performance and predictive accuracy Provide mentorship and technical guidance to junior team members, fostering a culture of knowledge sharing and professional development Required Qualifications: 5-10 years of hands-on experience in credit risk model development and validation Proven expertise in modeling across retail and wholesale credit portfolios Advanced proficiency in: SAS, Python, R, SQL Deep understanding of IFRS9 and CECL regulatory frameworks and guidance Exceptional analytical and problem-solving skills Excellent written and verbal communication abilities Preferred Qualifications: Advanced degree in Statistics, Mathematics, Economics, or related field Professional certifications in risk management or financial modeling Experience with IRB modeling, machine learning/advanced statistical modeling techniques Knowledge of Basel regulatory guidance Technical Skills: Model Development: PD, LGD, EAD, Qualitative PD Models Programming: SAS, Python, R, SQL Regulatory Knowledge: IRB, IFRS9, CECL Statistical Modeling Data Preprocessing Machine Learning Techniques

Job Summary What you need to know about the role- Data scientists are highly motivated team players with strong analytical skills who specialize in creating, driving and executing initiatives to mitigate fraud on PayPal s platform and improve the experience for PayPal s hundreds of millions of customers, while guaranteeing compliance with regulations. Meet our team Data scientists in the Fraud Risk team are problem solvers suited to approach varied challenges in complex big data environments. Our core goals are to enable seamless and delightful experiences to our customers, while preventing threat actors from accessing customers financial instruments and personal information. As part of our day-to-day job, we are collaborating with a wide variety of partners product owners, data scientists, security experts, legal consults, and engineers, to bring our data science insights to life, impacting the experience and security of millions of customers around the globe. Job Description Your way to impact Data scientists deeply understand PayPal s business objectives, as their impact on PayPal s top and bottom lines is immense. As a data scientist, you will develop key AIML capabilities, tools, and insights with the aim of adapting PayPal s advanced proprietary fraud prevention and experience mechanisms and enabling growth. Your day to day Day-to-day duties include data analysis, monitoring and forecasting, creating the logic for and implementing risk rules and strategies, providing requirements to data scientists and technology teams on attribute, model and platform requirements, and communicating with global stakeholders to ensure we deliver the best possible customer experience while meeting loss rate targets. What do you need to bring- Strong proficiency in Python for data analysis, machine learning, and automation. Solid understanding of supervised and unsupervised AI/machine learning methods (e.g., XGBoost, LightGBM, Random Forest, clustering, isolation forests, autoencoders, neural networks, transformer-based architectures). Experience in payment fraud, AML, KYC, or broader risk modeling within fintech or financial institutions. Experience developing and deploying ML models in production using frameworks such as scikit-learn, TensorFlow, PyTorch, or similar. Hands-on experience with LLMs (e.g., OpenAI, LLaMA, Claude, Mistral), including use of prompt engineering, retrieval-augmented generation (RAG), and agentic AI to support internal automation and risk workflows. Ability to work cross-functionally with engineering, product, compliance, and operations teams. Proven track record of translating complex ML insights into business actions or policy decisions. BS/BA degree with 5+ years of related professional experience or master s degree with 4+ years of related experience. **We know the confidence gap and imposter syndrome can get in the way of meeting spectacular candidates. Please dont hesitate to apply. Preferred Qualification Subsidiary PayPal Travel Percent 0 For the majority of employees, PayPals balanced hybrid work model offers 3 days in the office for effective in-person collaboration and 2 days at your choice of either the PayPal office or your home workspace, ensuring that you equally have the benefits and conveniences of both locations. Our Benefits We have great benefits including a flexible work environment, employee shares options, health and life insurance and more. To learn more about our benefits please visit https//www.paypalbenefits.com . Who We Are Click Here to learn more about our culture and community. Commitment to Diversity and Inclusion PayPal provides equal employment opportunity (EEO) to all persons regardless of age, color, national origin, citizenship status, physical or mental disability, race, religion, creed, gender, sex, pregnancy, sexual orientation, gender identity and/or expression, genetic information, marital status, status with regard to public assistance, veteran status, or any other characteristic protected by federal, state, or local law. In addition, PayPal will provide reasonable accommodations for qualified individuals with disabilities. If you are unable to submit an application because of incompatible assistive technology or a disability, please contact us at talentaccommodations@paypal.com . Belonging at PayPal Our employees are central to advancing our mission, and we strive to create an environment where everyone can do their best work with a sense of purpose and belonging. Belonging at PayPal means creating a workplace with a sense of acceptance and security where all employees feel included and valued. We are proud to have a diverse workforce reflective of the merchants, consumers, and communities that we serve, and we continue to take tangible actions to cultivate inclusivity and belonging at PayPal. Any general requests for consideration of your skills, please Join our Talent Community . We know the confidence gap and imposter syndrome can get in the way of meeting spectacular candidates. Please don t hesitate to apply.

About The Role 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 About Accenture Combining unmatched experience and specialized skills across more than 40 industries, we offer Strategy and Consulting, Technology and Operations services, and Accenture Song all powered by the worlds largest network of Advanced Technology and Intelligent Operations centers. Our 699,000 people deliver on the promise of technology and human ingenuity every day, serving clients in more than 120 countries. Visit us at www.accenture.com 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

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 . 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. 2. Knowledge of Credit Markets: Have a strong understanding of credit markets, including high-yield bonds, leveraged loans, and private credit.

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

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.

Model Development EXL (NASDAQ:EXLS) is a leading operations management and analytics company that helps businesses enhance growth and profitability in the face of relentless competition and continuous disruption. Using our proprietary, award-winning methodologies, that integrate advanced analytics, data management, digital, BPO, consulting, industry best practices and technology platforms, we look deeper to help companies improve global operations, enhance data-driven insights, increase customer satisfaction, and manage risk and compliance. EXL serves the insurance, healthcare, banking and financial services, utilities, travel, transportation and logistics industries. Headquartered in New York, New York, EXL has more than 30,000 professionals in locations throughout the United States, Europe, Asia (primarily India and Philippines), Latin America, Australia and South Africa. EXL Analytics provides data-driven, action-oriented solutions to business problems through statistical data mining, cutting edge analytics techniques and a consultative approach. Leveraging proprietary methodology and best-of-breed technology, EXL Analytics takes an industry-specific approach to transform our clients decision making and embed analytics more deeply into their business processes. Our global footprint of nearly 2,000 data scientists and analysts assist client organizations with complex risk minimization methods, advanced marketing, pricing and CRM strategies, internal cost analysis, and cost and resource optimization within the organization. EXL Analytics serves the insurance, healthcare, banking, capital markets, utilities, retail and e-commerce, travel, transportation and logistics industries. Please visit www.exlservice.com for more information about EXL Analytics. Home EXL Service is a global analytics and digital solutions company serving industries including insurance, healthcare, banking and financial services, media, retail, and others Role Details : We are seeking a strong credit risk model professional with experience in model monitoring, validation, implementation and maintenance of regulatory models. Responsibilities: Helping with various aspects of ML Models (first line or second line) and regulations Perform all required tests (e.g. model performance, sensitivity, back-testing, etc.) Interact with model governance team on model build and model monitoring Work closely with cross functional teams including business stakeholders, model validation and governance teams Deliver high quality client services, including model documentations, within expected timeframes Requirements : Minimum 2+ years of experience in executing end to end monitoring/validation/production/implementation of ML models from Risk background Strong understanding of Machine learning models understanding with respect to marketing/general analytics problems Managing assigned projects in a timely manner, ensuring accuracy and that deliverables are met. Training, coaching and development of team members Qualifications: Previous experience (2+ years) in analytics, preferably in BFSI Good knowledge in General Analytics, Fraud Analytics Past experience in problem solving roles, strategic initiatives Hands on experience python OR SQL is must Hands on work experience in R or any other analytical software would be a plus Good problem-solving skills

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

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 Experience:4-8 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 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 | AccentureQualification 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

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 Experience:4-8 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 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 | AccentureQualification 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

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

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

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

Join JPMorgan Chase & Co. , a global leader in financial services, as a Quant Analyst in our Wealth Management Investment Solutions team. Contribute to the Portfolio Management and quantitative research process by creating, managing, and analyzing data and analytics. Be part of a dynamic team that leverages global insights to provide integrated solutions and advice. As a Quant Associate within the Portfolio Management Support team in Mumbai, you develop quantitative tools to enhance investment processes for multi-asset portfolios. You provide day-to-day support to Portfolio Managers, including data aggregation, analytics, and reporting. You conduct research and ad-hoc analysis on performance attribution, risk management, and portfolio construction Job Responsibilities - Develop quantitative tools for investment processes. - Provide support to Portfolio Managers with data analytics. - Handle projects independently with urgency. - Introduce automation in workflows. - Manage deliverables in primary and backup capacities. - Conduct research on performance attribution and risk management. - Propose and redesign process flows and models. - Develop databases and dashboards for workstreams. - Collaborate with model governance groups for reviews. - Implement risk management techniques for portfolios. - Prepare and present investment reports to clients. Required Qualifications, Capabilities, and Skills - Possess 4+ years of experience in quantitative research or data science. - Hold a degree in a quantitative discipline. - Demonstrate fluent programming skills in Python. - Execute process automation projects effectively. - Understand basic statistics and econometric analysis. - Communicate complex issues clearly and precisely. - Parse complex tasks and juggle priorities effectively. Preferred Qualifications, Capabilities, and Skills - Under Graduate /Graduate Degree in a quantitative discipline such as mathematics, physics, statistics, engineering, etc. - Hold certifications like PRM/FRM, CFA, or CQF. - Experience in R or Matlab is advantageous. - Demonstrate hands-on experience with market risk modeling. - Show ability to present logically and simply. - Display strategic vision in evolving analytical tools. - Leverage global economic insights for strategic views. Join JPMorgan Chase & Co. , a global leader in financial services, as a Quant Analyst in our Wealth Management Investment Solutions team. Contribute to the Portfolio Management and quantitative research process by creating, managing, and analyzing data and analytics. Be part of a dynamic team that leverages global insights to provide integrated solutions and advice. As a Quant Associate within the Portfolio Management Support team in Mumbai, you develop quantitative tools to enhance investment processes for multi-asset portfolios. You provide day-to-day support to Portfolio Managers, including data aggregation, analytics, and reporting. You conduct research and ad-hoc analysis on performance attribution, risk management, and portfolio construction Job Responsibilities - Develop quantitative tools for investment processes. - Provide support to Portfolio Managers with data analytics. - Handle projects independently with urgency. - Introduce automation in workflows. - Manage deliverables in primary and backup capacities. - Conduct research on performance attribution and risk management. - Propose and redesign process flows and models. - Develop databases and dashboards for workstreams. - Collaborate with model governance groups for reviews. - Implement risk management techniques for portfolios. - Prepare and present investment reports to clients. Required Qualifications, Capabilities, and Skills - Possess 4+ years of experience in quantitative research or data science. - Hold a degree in a quantitative discipline. - Demonstrate fluent programming skills in Python. - Execute process automation projects effectively. - Understand basic statistics and econometric analysis. - Communicate complex issues clearly and precisely. - Parse complex tasks and juggle priorities effectively. Preferred Qualifications, Capabilities, and Skills - Under Graduate /Graduate Degree in a quantitative discipline such as mathematics, physics, statistics, engineering, etc. - Hold certifications like PRM/FRM, CFA, or CQF. - Experience in R or Matlab is advantageous. - Demonstrate hands-on experience with market risk modeling. - Show ability to present logically and simply. - Display strategic vision in evolving analytical tools. - Leverage global economic insights for strategic views.

Are you a dynamic individual with a passion for financial markets and strong analytical skillsJoin our Investment Solutions Data, Analytics & Modeling team in Mumbai. Contribute to the Portfolio Management and Governance process by creating, managing, and analyzing data and analytics to drive strategic vision and innovation. As a Portfolio Management Support Analyst in the Data Analytics & Modelling Team, you will play a key role in enhancing investment procedures for multi-asset portfolios. Your duties will involve creating quantitative tools for investment processes, supporting Portfolio Managers with data and analytics, and conducting research on performance attribution to suggest improvements for process flows and models. Additionally, you will collaborate with model governance groups to implement risk management techniques, monitor asset allocations, set risk limits, employ hedging strategies, prepare detailed investment reports, and present portfolio performance to clients while promoting process efficiencies and controls. Job Responsibilities Develop quantitative tools for investment processes. Support Portfolio Managers with data and analytics. Conduct research on performance attribution. Propose and redesign process flows and models. Collaborate with model governance groups. Implement risk management techniques. Monitor and adjust asset allocations. Set risk limits and employ hedging strategies. Prepare comprehensive investment reports. Present portfolio performance to clients. Drive efficiencies and controls in processes. Required Qualifications, Capabilities, and Skills Demonstrate 3+ years of quantitative research experience. Hold a degree in a quantitative discipline. Exhibit fluent programming skills in Python. Execute process automation projects. Understand basic statistics and econometric analysis. Communicate complex issues clearly. Manage priorities in a dynamic environment. Preferred Qualifications, Capabilities, and Skills Experience in asset/wealth management organizations. Knowledge of R or Matlab programming. Hands-on experience with market risk modeling. Certifications like PRM/FRM, CFA, and CQF. Keen interest in financial markets. Ability to present complex data simply. Strategic vision to evolve analytical tools. Are you a dynamic individual with a passion for financial markets and strong analytical skillsJoin our Investment Solutions Data, Analytics & Modeling team in Mumbai. Contribute to the Portfolio Management and Governance process by creating, managing, and analyzing data and analytics to drive strategic vision and innovation. As a Portfolio Management Support Analyst in the Data Analytics & Modelling Team, you will play a key role in enhancing investment procedures for multi-asset portfolios. Your duties will involve creating quantitative tools for investment processes, supporting Portfolio Managers with data and analytics, and conducting research on performance attribution to suggest improvements for process flows and models. Additionally, you will collaborate with model governance groups to implement risk management techniques, monitor asset allocations, set risk limits, employ hedging strategies, prepare detailed investment reports, and present portfolio performance to clients while promoting process efficiencies and controls. Job Responsibilities Develop quantitative tools for investment processes. Support Portfolio Managers with data and analytics. Conduct research on performance attribution. Propose and redesign process flows and models. Collaborate with model governance groups. Implement risk management techniques. Monitor and adjust asset allocations. Set risk limits and employ hedging strategies. Prepare comprehensive investment reports. Present portfolio performance to clients. Drive efficiencies and controls in processes. Required Qualifications, Capabilities, and Skills Demonstrate 3+ years of quantitative research experience. Hold a degree in a quantitative discipline. Exhibit fluent programming skills in Python. Execute process automation projects. Understand basic statistics and econometric analysis. Communicate complex issues clearly. Manage priorities in a dynamic environment. Preferred Qualifications, Capabilities, and Skills Experience in asset/wealth management organizations. Knowledge of R or Matlab programming. Hands-on experience with market risk modeling. Certifications like PRM/FRM, CFA, and CQF. Keen interest in financial markets. Ability to present complex data simply. Strategic vision to evolve analytical tools.

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 Description- The job requires the candidate to understand the technical nuances of models and provide insights on Model quality, model validation and associated changes etc. Locations- Gurgaon/Noida Work Mode- Hybrid (5 Days Working) Timings- Day Shift Key Requirement for the Position- The key requirement for the position would be testing and validation of models for natural catastrophes. In-depth knowledge of natural catastrophe models. Knowledge of AIR Touchstone would be a value add. Good SQL and excel skills, command on at least one object oriented programming language (preferably python). Quick thinker, self learner and a team player. Prior catastrophe modeling experience preferable. About the Opportunity: The team helps in analyzing and compiling the exposure data required by the Aggregation manager or insurer underwriters. What youll be doing: Providing high quality risk assessment of individual accounts or portfolios based on information provided in schedule or modeling data and ensure the highest levels of exposure data accuracy and completeness. Enhance efficiency of the process by continuously evaluating and improving the end to end catastrophe modeling process. Understand location information, prioritize high value and high-risk location. Format, scrub and arrange data in a manner understood by model and ensure all logical checks are in place in data Accurate and timely account pricing looking at service level agreements Maintain exposure databases and analyze it completes and accuracy of the information Support underwriters in all queries, exposure movement year over year Contribute ideas for process enhancement and improvement Understand and interpret model results, provide risk specific observation to the underwriter What youll bring to the team: 1-6 years of experience in the field of Cat modelling preferably with reinsurance experience Exposure to AIR touchstone, SQL, MS office Proficiency. Excellent analytical skills Excel manipulation, functions at a foundation level is a must Good problem-solving skills Insurance certification / Insurance projects in dissertation Advance Excel / VBA programming language If interested, Kindly share your CV at shruti@beanhr.com

Assistant Manager Growth and Revenue About Olyv Olyv is India s fastest growing, fully-automated next-gen Fintech company aiming to address the credit requirements of innumerous self-employed micro entrepreneurs, micro-merchants and middle/lower-income salaried individuals. Our platform also offers digital gold savings, credit health products, among others. Our Culture Do you thrive on working on cutting edge technologyWorking with innovators in the early stages of ideas, products, or platformsDo you want to transform an industryCrave new challenges and solving hard customer problems using the latest in software technology...As a developer/product manager at SmartCoin, you will use the latest technologies to create amazing, customer-focused products. Come help us re-imagine our solutions to provide world-class, best of breed solutions to delight our customers. Make a major impact on the FinTech industry. Job Responsibilities, KRAs The candidate would be expected to handle the discount pricing of the PL product. He would be expected to own the discount piece end-to-end, from ideation to strategizing experiments to tracking results through analytics. Run discount experiments on multiple user cohorts, personas, coordinating with the marketing and product team. Own one of the acquisition verticals for the PL product. Owning the end-to-end process from risk modelling to marketing and product conversions. Expected to multitask and work on different projects at the same time. Expected to have the quantitative skills and basic aptitude to understand the business. Should have the basic analytics skills to crunch data and come up with actionable insights. Qualifications 0.5-3 years of work experience. An analytics mindset and problem-solving come naturally to you. Knowledge of product pricing, marketing. A desire to understand consumer behavior and mindset. SQL Basic understanding to write and run queries.

: In Scope of Position based Promotions (INTERNAL only) Job TitleQuantitative Strategist Analyst LocationMumbai, India Role Description Group Strategic Analytics : Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Valuation Control Strats: The candidate is required to work in collaboration with London/New York/Berlin team on various quantitative and regulatory driven projects. Candidate is required to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform. Implementation of the project needs to be done in Python programming language. Candidate should possess a very good English communication skill in order to coordinate and communicate work effectively with various stakeholders spread across globe. ROLE RESPONSIBILITIES Development of complex processes, framework or risk analysis as well as improvements Implement, enhance and maintain existing framework to measure market risks across the bank Understand and decipher business problem to convert into manageable smaller problem statements Coordinate and gather information from various stakeholders for deeper understanding of the business Design an automated solution which is optimized and scalable Develop and design tables and databases required for the storage of the data Develop applications/libraries for the implementation of the solution Remediation of regulatory as well as external and internal findings against the MR HS models in line with the assigned tasks Constant awareness and understanding of the key market risks taken by the business areas and communication to senior management and with external stakeholders, challenge the business within assigned areas when required Quality assurance (e.g. 4 eyes principle reviews) Your skills and experience Education/ Qualifications: Strong educational background in Engineering/Science, Economics, Statistics or other numerate discipline preferably from good colleges in India e.g. IIT, NIT, ISI , BITS etc. Good knowledge of financial instruments and markets across all asset classes Knowledge of financial pricing models, risk models would be desirable Certification courses like CFA/FRM/CQF Competencies: Programming Skills At least 2 years hands on experience in Python programming Good knowledge of OOPs programming concepts ( Class, Pointers, Data structure stacks, queue) Experience in pulling data from various Market data sources. Independent handling and mitigating methodological or process weaknesses identified by regulators, auditors and internal model validation team Strong communication skills and presentation ability with attention to detail Good problem solving instincts and strong analytical skills Personal characteristics: Ability to work independently as well as flexibly within intra or inter-departmental groups Continuous advancement of own skills and knowledge Can-Do attitude & Able to cope well under pressure and tight deadlines How well support you About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

Purpose: Assess and enhance the effectiveness of the internal control framework to mitigate operational, financial, and reputational risks. Key Responsibilities: Control Reviews: Perform targeted assessments of existing controls against governance frameworks, regulations, and best practices. Issue Management: Identify control gaps, quantify their impact, and drive remediation through clear action plans. Reporting & Insights: Develop concise reports and dashboards to communicate findings and recommendations to senior stakeholders. Stakeholder Collaboration: Advise business and support functions on control design, policy development, and process improvements. Continuous Improvement: Embed risk-based thinking into change initiatives and digital transformations to strengthen control culture. Leadership (if applicable): Coach and develop a small team of control-testing specialists, setting clear objectives and monitoring performance. Qualifications & Experience: Professional Credentials: CA, CIA, CPA, or equivalent qualification in auditing, risk, or controls. Domain Expertise: 5+ years in internal audit, control assurance/testing, or operational risk roles within financial services. Cards Risk Controls: Proven experience in risk controls for cards (acquiring/issuing) with an international bank is mandatory. Framework Knowledge: Hands-on experience with COSO, SOX, Turnbull, Basel II, or similar control frameworks. Technical Skills: Advanced proficiency in Excel, PowerPoint, and data-analysis tools. Stakeholder Management: Proven ability to influence senior leaders through data-driven recommendations. In an era of real-time data and AI-powered analytics, how might we transform traditional periodic control testing into continuous, automated monitoringespecially within card operations—to both anticipate emerging risks and drive faster, more proactive remediation?