146 Risk Modeling Jobs - Page 3

MKS Vision Pvt Ltd About us: MKS Vision is a full spectrum of Information Technology and engineering service provider. We exist to provide increased efficiencies and flexibility that accelerate business performance by adapting the latest cutting-edge technologies for our customers. Our services bring tangible benefits to our customers. MKS Vision will assist you in adopting global services. Website: https://www.mksvision.com/ Job Location: Coimbatore Risk Data Scientist Knowledge of lending industry analytical processes related to (credit underwriting, collections, etc.) Experienced in the data science lifecycle (model specification, development, deployment, and validation) Proficient in the use of modeling and machine learning techniques (logistic regression, gradient boosting, etc.), in SAS, Python or R Strong working exp in Power BI. Proficient in SQL for data extraction, manipulation and cleanup , and the development of modeling datasets for development Experience in conducting data studies and retro studies using internal and external data for model validation Experience in developing project presentations across the project lifecycle (project specification, development, conclusions, and recommendations) Experience in development and maintenance of model documentation Knowledge of lending data systems and data structures (credit applications, loan origination, collections, payments, dialers, credit bureau data) Ability to generate analytical insights form model data, including identification of candidate variables, and development of new features. Preferred minimum 3+ years of experience, BS degree on computer science, management information systems, statistics, data science, etc., or similar experience.

Who we are About Stripe Stripe is a financial infrastructure platform for businesses Millions of companies?from the worlds largest enterprises to the most ambitious startups?use Stripe to accept payments, grow their revenue, and accelerate new business opportunities Our mission is to increase the GDP of the internet, and we have a staggering amount of work ahead That means you have an unprecedented opportunity to put the global economy within everyones reach while doing the most important work of your career About The Team The Risk team plays a critical role in ensuring a healthy financial eco-system for businesses around the world The Credit Operations team directly impacts the companys bottom line and growth capabilities by supporting new and existing businesses At the Stripe Delivery Centre, the team will provide operational leverage for scaled credit risk assessments including the underwriting of small and mid-size merchants What youll do As a payment processor, Stripe proactively takes on credit risk in the normal course of business and as such we do not avoid credit risk, we manage it In this role, you will lead a new team of Credit Risk Operations Associates focused on comprehensively underwriting our users This involves analyzing their past processing trends, as well as evaluating a range of qualitative and quantitative factors, to arrive at a holistic credit risk assessment for each user Our goal is to continuously expand the pool of merchants we can profitably support This often requires tackling new industries and operating in unstructured, ambiguous environments The Credit Risk Operations Manager will be an adaptable leader and cultivate the engagement of their team members while guiding them to be the best they can be, through feedback, coaching, mentoring, and advocacy within the organization This means helping to set team goals, and using metrics to efficiently measure and guide team performance in pursuit of those goals To be a fit, you will have a strong operations mindset, be able to move quickly, and be passionate about delivering an incredible user experience Responsibilities Recruit, manage, coach, and develop a new team of in-office Credit Risk Operations Associates Execute on credit underwriting frameworks that allow your team to evaluate business models and financial statements of successful venture-backed startups to established entities Identify key assumptions and tradeoffs to inform the optimal course of action Drive strong operational delivery and process improvement helping to maintain credit risk tolerance and balance credit loss and customer experience Build a great culture and ensure team members are happy, effective, and growing in their career Set clear goals and direction, and provide regular feedback on team membersperformance Be data-driven in your analysis of performance, and in your decision making Transmit and foster our values, serving as a beacon of Stripes user-centric philosophy and culture of transparency, empathy, inclusion, and empowerment Who you are We're looking for someone who meets the minimum requirements to be considered for the role If you meet these requirements, you are encouraged to apply The preferred qualifications are a bonus, not a requirement Minimum Requirements At least 7+ years of experience serving as a manager for credit risk and/or underwriting teams Experience and knowledge of commercial credit underwriting, financial risk modeling, and cash flow forecasting Ability to transform business and financial data into a cohesive narrative that outlines potential credit risks and presents dynamic mitigation strategies Ability to partner effectively with internal globally distributed stakeholders Operational background including new process launches and service delivery Problem-solving skills and comfort operating without clear guidelines Skill and credibility doing the core work of a user facing team with a high bar for quality, and a willingness to lead by example Excellent written and verbal communication skills in English Preferred Qualifications Experience in payments, e-commerce, or fintech Experience in building and scaling new teams from zero Experience operating in a high growth technology company In-office expectations Office-assigned Stripes in most of our locations are currently expected to spend at least 50% of the time in a given month in their local office or with users This expectation may vary depending on role, team and location For example, Stripes in Stripe Delivery Center roles in Mexico City, Mexico and Bengaluru, India work 100% from the office Also, some teams have greater in-office attendance requirements, to appropriately support our users and workflows, which the hiring manager will discuss This approach helps strike a balance between bringing people together for in-person collaboration and learning from each other, while supporting flexibility when possible Pay and benefits Stripe does not yet include pay ranges in job postings in every country Stripe strongly values pay transparency and is working toward pay transparency globally

: In Scope of Position based Promotions (INTERNAL only) Job Title- Associate - Market Risk Control Location- Mumbai, India Role Description Market Valuation and Risk Management (MVRM) is responsible for managing market risk and ensuring fair value assessment of Books & Records within Deutsche Bank. The primary market risk objective is to ensure that business units of the bank optimize the risk-reward relationship and do not expose it to unacceptable losses. We work closely with risk takers, risk managers and control and support groups in the process to ensure these objectives can be met. Market Data Strategy and Analytics (MDSA) is a function within MVRM that is responsible and accountable for the procurement, analysis and governance of historical market data used as inputs in the key risk metric (eg Value at Risk, Economic Capital, Credit Counterparty Risk, Portfolio Stress Test). The core mandate of the team is split in three main groups: RtB operations, Governance and OptimizationKey responsibilities include procurement of historical market data, perform data quality checks and remediation where required, generation of market data (DB Analytics) objects, Exposure Info and Pricing Info objects for Historical Simulation Full Revaluation, production of key KPIs & governance, optimization of existing processes, face off to regulatory and audit engagements. Market Data AnalyticsKey responsibilities include development of proxy methodologies where historical data does not exist (including new risk factors introduced as a result of IBOR migration), development of approaches for enhanced data quality assessment, specify business requirements for FRTB from a market data perspective (including interplay of ES, NMRF & RTPL), develop analytics supporting gap filling in historical time series and forecasting trends Market Data StrategyKey responsibilities include driving discussions between FO, IT and MDSA to define the target market data strategy, both from an architectural and functional perspective, Streamline various market data tools/applications in strategic infrastructure and drive the build out of a central market data utility for multiple users/models, ensure data alignment between FO/GVG and Risk, search for synergies with GVG and FO to drive cost efficiency 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 Creating, implementing and documenting quantitative risk models and enhancements for accurate market risk capture in risk models Driving discussions and defining requirements with Strats, Risk Methodology and IT for generation of historical time-series for more exotic risk factors Providing quantitative and qualitative justifications for modelling choices, assumptions made, data selection, reliability of model inputs such market data Validating model choices by theoretical proof and support them with empirical evidence (e.g. statistical analysis of historical market data or back-testing) Recalibration of model parameters which are used in the internal risk and capital models for market risk, in particular for Value-at-Risk models Develop reports or analytical tools to facilitate robust testing process, including automation in order to drive down costs and improve process. Business & Functional testing skillsability to write runbooks; Ability to present the results data and any variances clearly to Risk Managers Ensuring production stability and responding to queries on timeseries from market risk managers Your skills and experience Engineering, Economics, Statistics or other numerate discipline with excellent project experience and grades in quantitative and numerical coursework Excellent quantitative and analytical abilities as demonstrated by grades in mathematics/physics/statistics/engineering mathematics, Knowledge of financial pricing models, risk models would be desirable Good high level programming skills for ex. Matlab, Python and experience in numerical coding is good to have Education | Certification (Recommended): Engineering or bachelors degree in finance from an accredited college or university with excellent project experience and grades in quantitative and numerical coursework. Certification in Financial Risk Management will be a plus. Business Competencies: Communication - Experienced Industry Knowledge - Experienced Risk Management Basic Innovation Basic Managing Complexity - Basic Technical Competencies: Risk Management Experienced Financial Product Knowledge - Experienced How well support you

Responsibilities: Should act as a business analyst with technical expertise who is the main contact from business users including Financial Risk I.e. Credit, Market etc. Elicit the functional and non-functional requirements from the business stake holder the and manage those requirements through development, test, UAT and post-implementation support, including maintaining traceability to high level requirements and business processes. Good understanding of Risk application and should also have understanding of business flow within other upstream or downstream application. Should have working knowledge on any risk applications like SaS Should be able to understand and remediate any gaps in application and if required should be able to independently lead the discussions with business teams. Engage with business users to understand their requirements or should be able to translate the functional requirements into Technical Design Document. Supporting the preparation of training material and supporting users through user acceptance testing. Implement and follow best industry practices ensuring that designs/solutions are both efficient and sustainable Must have Experience: Minimum 10-15 years of experience in banking and/or financial services IT Knowledge and experience in the area of risk modelling Participated in the implementation of sophisticated financial/risk models in live operating environments Experienced in designing and delivering complex solution for Banks and financial institutions Excellent stakeholder management skills Experience with lending, credit, and/or special asset risk management Experience with business analysis methodologies and applicable IT architectures; Should have strong communication and presentation skills. Flexible and constructively critical attitude, strong analytic mind-set, result oriented Experience in agile environment Knowledge of developing and designing analytical solutions and models in Base SAS, Advance SAS, SAS/SQL will be a plus

Responsibilities Should act as a business analyst with technical expertise who is the main contact from business users including Financial Risk I.e. Credit, Market etc. Elicit the functional and non-functional requirements from the business stake holder the and manage those requirements through development, test, UAT and post-implementation support, including maintaining traceability to high level requirements and business processes. Good understanding of Risk application and should also have understanding of business flow within other upstream or downstream application. Should have working knowledge on any risk applications like SaS Should be able to understand and remediate any gaps in application and if required should be able to independently lead the discussions with business teams. Engage with business users to understand their requirements or should be able to translate the functional requirements into Technical Design Document. Supporting the preparation of training material and supporting users through user acceptance testing. Implement and follow best industry practices ensuring that designs/solutions are both efficient and sustainable Must have Experience Minimum 10-15 years of experience in banking and/or financial services IT Knowledge and experience in the area of risk modelling Participated in the implementation of sophisticated financial/risk models in live operating environments Experienced in designing and delivering complex solution for Banks and financial institutions Excellent stakeholder management skills Experience with lending, credit, and/or special asset risk management Experience with business analysis methodologies and applicable IT architectures; Should have strong communication and presentation skills. Flexible and constructively critical attitude, strong analytic mind-set, result oriented Experience in agile environment Knowledge of developing and designing analytical solutions and models in Base SAS, Advance SAS, SAS/SQL will be a plus.

Model Monitoring/Model Validation 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 model validation 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 risk model validation/monitoring 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 Good problem-solving skills

Key Responsibilities: Risk Analysis & Reporting Assist in data aggregation, risk analytics, and risk dashboard development. Support risk scenario analysis, stress testing, and back testing. Market & Credit Risk Evaluation Learn VaR, Expected Shortfall (ES), and other risk measures. Support analysis of credit exposures, counterparty risk, and corporate bonds/mortgage-backed securities. Operational Risk & RCSA Support Assist in Risk & Control Self-Assessment (RCSA) documentation and ORM frameworks. Monitor cyber risk, fraud risk, and model risk governance. Support third-party risk assessment and operational resilience planning. Regulatory Compliance & Governance Learn Basel norms, liquidity stress testing, and risk-adjusted return models (RAROC). Ensure risk policies align with RBI, SEBI, and NBFC risk frameworks. Key Requirements: 5 years of experience in financial risk management, ORM, treasury, or investment risk. Basic knowledge of risk modelling, operational risk frameworks, and regulatory compliance. Strong analytical and statistical skills; familiarity with Excel, SQL, Python, or R is a plus. Interest in RCSA, cyber risk, and financial fraud prevention. Excellent communication and problem-solving skills. Preferred: FRM (Part I cleared) / CFA (Level 1) / MBA (Finance)

: In Scope of Position based Promotions (INTERNAL only) Job Title: MoRM Risk and Capital, Associate LocationMumbai, India Role Description Model Risk Management (MoRM) is responsible for holistic management of model risk. This includes the independent validation of internal models as well as the identification and the monitoring and controlling of model risk. Within MoRM, the Portfolio Models and Alpha validation team is responsible for the validation of all portfolio models developed for Credit Risk (including validation of the Alpha factor designed to capture wrong way risk in derivatives transactions), Business Risk, Operational Risk and Risk Type Diversification. 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 Self-contained validation of business and infrastructure models with main focus on AFC models and discussion of validation results with involved stakeholders Analyze the underlying mathematical methods, verify adequacy of models and their implementation. Serve as contact person regarding all methodology aspects of covered models Preparation of impact studies and presentations in relevant governance committees Review and assessment of analyses and changes done by developers to close existing validation issues Presentation of validation results to external supervisors Assess and actively manage the model risk of the relevant models by e.g. ensuring adherence to model documentation standards Your skills and experience Academic degree in Mathematics, Statistics, Physics, Econometrics or similar discipline Ability to explain mathematical concepts and results in layman's terms Professional experience 2 - 4 yrs in Credit risk and Anti-Financial-Crime Risk model development or validation are a requirement Proficient use of programming languages (Python, SAS, R, SQL) as well as experience in Machine Learning IT affinity; proficient user of MS Office Proficiency and experience in data analysis and evaluation and understanding of IT processes Very good knowledge of Monte Carlos methods and modeling/validation of portfolio models Experience in risk management is beneficial Business fluent written and verbal skills in English, German language skills are beneficial 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.

Hybrid model Location: Bangalore & kolkata Key responsibility: Credit Risk Analyst / Manager / Lead Risk Strategy Analyst Portfolio Risk Manager Credit Policy Analyst Mortgage Risk Analyst Experience: 8+ years in analytics, especially in credit risk management Experience in retail banking , mortgage portfolios , or consumer lending Prior work in in-country risk or policy teams is a plus Key Skills & Tools SAS (must-have) SQL , Python , VBA , MS Excel Credit Risk Modelling Automated Decisioning Systems Portfolio Analytics Stress Testing Risk MI Reporting Regards, Gopala BR HR TA Lead

Role & responsibilities Develop, support, and enhance statistical models to predict the risk of credit downgrade and default. Apply expertise in Fixed Income / Credit Risk, including Probability of Default (PD), Loss Given Default (LGD), and other credit risk measures. Analyse and interpret financial instruments, derivatives, and portfolio management principles to improve risk assessment. Utilize Python, SQL, and Excel to work on large datasets, extract insights, and automate data processing workflows. Develop automated processes and tools to improve efficiency and accuracy in data production and risk modelling. Lead Bottom-Up Data Production processes, ensuring effective planning, monitoring, and timely completion of deliverables. Collaborate with key stakeholders including Deal Teams, Execution, Technology, and Risk Reporting to enhance the Quant Credit Infrastructure. Utilize SQL to extract and manipulate data from large-scale databases, ensuring data integrity and accuracy. Manage and optimize project workflows using Asana/JIRA and other project management tools. Preferred candidate profile 5+ years of experience in a project/process management team within the finance domain. Strong knowledge of corporate accounting concepts and financial reporting. Solid understanding of credit risk concepts and downgrade risk assessment. Advanced proficiency in Microsoft Office (Excel, PowerPoint); VBA is a plus. Proven ability to implement Spreading Policy in corporate financials, particularly in SIP and Direct Lending. Strong organizational and analytical problem-solving skills. High attention to detail and persistence in ensuring data quality. Ability to work autonomously with minimal supervision. Intermediate/Advanced SQL skills for database management and data extraction. Python proficiency for automation and model development. Experience in project management tools like Asana, JIRA. Strong academic background with a business-related degree (MBA preferred) CFA certification is a plus.

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.

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: Delivery - Credit Risk Modeling Designation: I&F Decision Sci Practitioner Sr Analyst Qualifications: Any Graduation 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 Data & AICredit risk modelling refers to the use of financial models to estimate losses a firm might suffer in the event of a borrower s default. What are we looking for Primary Skills: Banking, Financial Services Credit Risk Model Development Market Risk Modelling Financial Regulations Quantitative AnalysisSecondary Skills: SQL SAS Python R Tableau VBA Qlik Sense Snowflake MatillionSoft Skills: Adaptable and flexible Commitment to quality Ability to work well in a team Agility for quick learning Written and verbal communication 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 Qualification Any Graduation

Skill required: Delivery - Credit Risk Modeling Designation: I&F Decision Sci Practitioner Specialist Qualifications: Any Graduation Years of Experience: 7 to 11 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 Data & AICredit risk modelling refers to the use of financial models to estimate losses a firm might suffer in the event of a borrower s default. What are we looking for Primary Skills: Banking, Financial Services Credit Risk Model Development Market Risk Modelling Financial Regulations Quantitative AnalysisSecondary Skills: SQL SAS Python R Tableau VBA Qlik Sense Snowflake MatillionSoft Skills: Adaptable and flexible Commitment to quality Ability to work well in a team Result Oriented Problem Solving Skills Roles and Responsibilities: In this role you are required to do analysis and solving of moderately complex problems May create new solutions, leveraging and, where needed, adapting existing methods and procedures The person would require understanding of the strategic direction set by senior management as it relates to team goals Primary upward interaction is with direct supervisor May interact with peers and/or management levels at a client and/or within Accenture Guidance would be provided when determining methods and procedures on new assignments Decisions made by you will often impact the team in which they reside Individual would manage small teams and/or work efforts (if in an individual contributor role) at a client or within Accenture Qualification Any Graduation

About the Role: Senior Data Analyst Core Responsibilities: The successful candidate will be responsible for supporting business function teams to analyze and execute ideas and drive initiatives designed to achieve business growth, along with loss mitigation goals. The core responsibilities will include. Orchestrate end-to-end credit-risk analytics: extract bureau + alt-data features, run feature-selection, train models, and then translate those into limit, tenor and approval rules recommendations. Managing Credit risk framework by creating probabilistic loss forecasts using vintagecurve time series progressions, survival-hazard models and Markov chain / Vasicek ECL models. Identification of business opportunities by decomposing acquisition funnels, isolating the reasons for true causal lift through frameworks like T-learner, tree-based segmentation etc. Shape next-gen underwriting stack by crafting strategies for -- score cut-offs, tenor reshaping, limit-increase logic, use of alternate credit data points -- and quantify their P&L impact before rollout Simulate what-if” scenarios and recommend cohort-specific pricing/risk shifts own the data-science storyline in CXOs and board forums, securing green-lights (or kill calls) for high-stakes experiments. Preference and Experience: Working experience as a Data Analyst or Business Data Analyst. Fluency in bureau datapoints, functional knowledge of consumer lending processes (risk/profit economics, RBI digital-lending rules, alternate credit datapoints) Strong command of Python and SQL for large-scale data analysis, plus hands-on experience with any BI dashboards. Knowledge of statistics and experience of using statistical models for analyzing datasets. Able to design experiments, interpret results, and prepare recommendations for C-suite, credit risk teams. Educational Requirements: MBA and a Degree in Statistics, Physics, Applied Mathematics, Operations Research, Econometrics, Engineering, or another quantitative discipline.

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 3+ years of related professional experience or master s degree with 1+ years of related experience. 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. . 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.

Required years of experience - Relevant industry knowledge and minimum work experience of 8 years into UK Retirement Actuarial (Employee Benefits, Retirement and Health Benefits preferably) GENERAL DESCRIPTION OF ROLE: Manages end to end delivery of projects, makes sure all deliverables are completed timely as per scope of work and leverages junior colleagues to complete different projects. JOB RESPONSIBILITIES: Full responsibilities to review big projects & manage delivery independently Prepares original materials (letters, reports, discussion guides) for the lead actuary including first draft of commentary on results Fully understands UK pensions legislation, work as an experienced reviewer or scrutiniser on all major work types - Actuarial Valuation / Accounting / Consulting support services / GMP equalisation Ability to stand back from detailed calculations, sense-check, draw conclusions and see the work in a broader context of the clients needs and the legislative framework Answers client questions without reliance on the lead actuary and is a strong backup to lead actuary Ensures own work and work of junior colleagues is complete and thorough, requiring minimal review from lead actuary Identifies and implements improvements to the various processes Champions of new ideas and initiatives that deliver strategic results Drive annual appraisals and proactively addresses performance issues for people manager roles Plan and execute technical meetings and training as per the teams requirement for the Individual contributor roles Create an open, collaborative, and engaging team environment Has built and maintained a network of stakeholders, including appropriate decision-makers and represents the India team in various forums SKILLS/COMPETENCIES REQUIRED Strong analytical and mathematical skills, with a keen eye for detail Ability to effectively communicate the team goals and drive business results Understands the professional requirements and quality standards for UK work Strong organizational skills to manage multiple projects and deadlines efficiently Ability to work in a team and collaborate effectively with colleagues from diverse backgrounds An expert in one or more of the specialist areas - valuation, accounting, client extension work, risk & modelling, GMP equalisation, cash equivalent transfer value - but will have a general understanding of all the work and the ability to adapt to new work

Responsibilities Working in close partnership with other RISK teams and stakeholders (systems, reporting, regulatory, Front Office), the successful candidate will contribute to SIGMAs mission, taking responsibilities in some of the following areas: Participate in methodology projects, gathering and documenting requirements, considering stakeholder interests, regulatory constraints and any potential deficiencies in the current methods exposed by quality assurance processes. Investigate, analyse and design risk methods and models, respecting the aims of accurately capturing risks whilst considering system or other environmental constraints. Design, develop and test code changes required to implement the risk methods in the risk systems, whilst assisting the technical teams responsible for optimisation and promotion of the code to the production environment. Ensure that all methodologies, tools, processes and procedures are documented to a high standard satisfying both internal and regulatory expectations, and that any methodological changes and corresponding decision of governing bodies are promptly reflected in relevant documentation. Contribute to the quality assurance processes surrounding risk measurement including backtesting and VaR Adequacy (P&L Explain) process. Cooperate with the RISK model validation teams in the review and approval of risk models. Support regulatory interactions, participating in industry working groups and Quantitative Impact Studies (QIS). In a transactional or advisory capacity, assist risk managers and Front Office in the prompt, accurate and astute risk assessment of deals, where the standard and systematic methods may not be applicable or appropriate. What we offer The successful candidate will have the opportunity to further develop his or her quantitative skillset, joining a multi-cultural team of seasoned quantitative analysts eager to stay abreast of the latest market and industry developments. As such he or she will also have the opportunity to contribute to shaping the Banks and the industrys future of internal models and risk management. SIGMA participates in Risk Model Fundamentals and Research Lab and successful candidates, once integrated into the team, will be given an opportunity and an option to participate in Lab projects. The results from the Lab and SIGMA in general are regularly presented at major international conferences. Members of SIGMA also publish in professional refereed journals. The role is transversal in nature and the successful candidate will contribute to improving BNP Paribas internal models in both market and counterparty risk spaces. The role is not limited to quantitative modelling and will also allow the candidate to further develop or strengthen his or her development skillset (our proprietary library is implemented in C#). The role will also require the candidate to interact with many, often senior managers, e.g. to seek internal approval prior to production release in the context of validation committees. As such, he or she will be given the opportunity to present his or her work to the wider audience, providing a platform for future career development within the Bank. As SIGMAs remit is bank-wide, its professionals gain diverse financial experience and a broad perspective on how the bank functions as a whole. On many occasions, its unique position within the RISK Function keeps SIGMA at the forefront of the firm's strategic developments. Competencies Candidates with both industry background and academic research background are welcome. To be successful in this role, the candidate should meet the following requirements: A strong academic background, with at minimum a Masters in mathematics, physics or quantitative finance. Both Masters and Ph.Ds. are welcome. The Department conducts business in English, thus a good command of both verbal and written English is essential. Further requirements are specified separately for experienced candidates with financial industry background and for experienced candidates with academic research background: Experienced candidates with financial industry background are welcome from banks, investment companies and consultancies: A strong interest and familiarity with risk management best practises, financial markets and economic developments. Experience in a quantitative finance environment, preferably in a market risk or counterparty risk modelling capacity; other backgrounds (e.g. Front Office quantitative research, model validation, hedge funds) are also welcome. Sound understanding of stochastic processes and their application to risk factor simulations. A practical knowledge of derivatives, their risk drivers and the models used to price them; exposure to at least one of the following asset classes: credit, repo, IR/FX, equity, commodities, preferably from a risk management perspective. Design and implementation of quantitative models, preferably using C# or C++ in a source-controlled environment. The role will expose the candidate to a wide range of professionals within the bank. Therefore, communication skills, both written and verbal, play an essential part of the day-to-day role. Previous experience in interacting with Front Office, validation functions and regulatory or supervisory bodies is a plus. A good understanding and awareness of the regulatory framework for banks is desirable. Experienced candidates with academic research background are welcome from the range of disciplines: from the field of financial mathematics to broader fields of mathematics, physics and engineering. We welcome both academic and industrial scientists. Successful candidate will be provided internally with on the job training in financial mathematics and banking fundamentals. Candidates expected to have PhD with further research experience. Candidates should demonstrate proven record of research and academic excellence; published work is a plus. More senior candidates are expected to demonstrate leadership in collaborative research projects. The role will expose the candidate to a wide range of professionals within the bank. Therefore, communication skills, both written and verbal, play an essential part of the day-to-day role. Previous experience in joint research with other research teams is a plus. Reasonable coding skills are expected. In addition, a candidate from any background will have the ability to: Work to meet tight deadlines. Work flexibly as part of multiple teams and autonomously. Grasp the intricacies of governance-related processes and procedures. Juggle changing priorities and a varied workload. Candidates able to exhibit a curious mindset and those able to demonstrate a strong intuition for identifying and measuring risks of traded instruments will be preferred. Skills Referential Behavioural Skills : Ability to collaborate / Teamwork Ability to deliver / Results driven Attention to detail / rigor Transversal Skills: Analytical Ability Ability to develop and adapt a process Ability to manage a project Education Level: Master Degree or equivalent Experience Level At least 12 years.

Independently validate credit risk models (PD, LGD, EAD, Scorecards, IFRS 9/CECL, Basel) to ensure accuracy, robustness, and regulatory compliance. Assess model assumptions, methodologies, and performance metrics (AUC, KS, PSI, backtesting). Review model documentation and challenge conceptual soundness per Basel, SR 11-7, IFRS 9, and CCAR guidelines. Role & responsibilities Preferred candidate profile looking for immediate joiners only

We are looking for a highly skilled and experienced Credit Manager to join our team at Equitas Small Finance Bank. Roles and Responsibility Manage and oversee the credit function, ensuring compliance with regulatory requirements and internal policies. Develop and implement effective credit risk management strategies to minimize losses. Conduct thorough credit assessments and provide recommendations on loan approvals or denials. Collaborate with cross-functional teams to ensure seamless credit processing and disbursement. Monitor and analyze credit portfolio performance, identifying areas for improvement and implementing corrective actions. Ensure adherence to all relevant laws, regulations, and industry standards related to credit management. Job Requirements Strong knowledge of credit underwriting principles, including credit scoring and risk modeling. Experience working with affordable housing products, such as home loans and LAP. Excellent analytical and problem-solving skills, with the ability to interpret complex data sets. Effective communication and interpersonal skills, enabling strong collaboration with stakeholders. Ability to work in a fast-paced environment, meeting deadlines and delivering high-quality results. Proficiency in credit management systems and software applications, with strong technical skills.

We are looking for a highly skilled and experienced Credit Manager to join our team at Equitas Small Finance Bank. Roles and Responsibility Manage and oversee the credit function, ensuring compliance with regulatory requirements and internal policies. Develop and implement effective credit risk management strategies to minimize losses. Conduct thorough credit assessments and provide recommendations on loan approvals or denials. Collaborate with cross-functional teams to ensure seamless credit processing and disbursement. Monitor and analyze credit portfolio performance, identifying areas for improvement and implementing corrective actions. Ensure adherence to all relevant laws, regulations, and industry standards related to credit management. Job Requirements Strong knowledge of credit underwriting principles, including credit scoring and risk modeling. Experience in managing large volumes of data and providing actionable insights to stakeholders. Excellent analytical and problem-solving skills, with the ability to interpret complex financial data. Effective communication and interpersonal skills, enabling strong collaboration with diverse teams. Ability to work in a fast-paced environment, meeting deadlines and delivering high-quality results. Proficiency in Microsoft Office applications, particularly Excel, Word, and PowerPoint.

Who we are About Stripe About the team The Risk team plays a critical role in ensuring a healthy financial eco-system for businesses around the world. The Credit Operations team directly impacts the company s bottom line and growth capabilities by supporting new and existing businesses. At the Stripe Delivery Centre, the team will provide operational leverage for scaled credit risk assessments including the underwriting of small and mid-size merchants. As a payment processor, Stripe proactively takes on credit risk in the normal course of business and as such we do not avoid credit risk, we manage it. In this role, you will lead a new team of Credit Risk Operations Associates focused on comprehensively underwriting our users. This involves analyzing their past processing trends, as well as evaluating a range of qualitative and quantitative factors, to arrive at a holistic credit risk assessment for each user. Our goal is to continuously expand the pool of merchants we can profitably support. This often requires tackling new industries and operating in unstructured, ambiguous environments. The Credit Risk Operations Manager will be an adaptable leader and cultivate the engagement of their team members while guiding them to be the best they can be, through feedback, coaching, mentoring, and advocacy within the organization. This means helping to set team goals, and using metrics to efficiently measure and guide team performance in pursuit of those goals. To be a fit, you will have a strong operations mindset, be able to move quickly, and be passionate about delivering an incredible user experience. Responsibilities Recruit, manage, coach, and develop a new team of in-office Credit Risk Operations Associates Execute on credit underwriting frameworks that allow your team to evaluate business models and financial statements of successful venture-backed startups to established entities Identify key assumptions and tradeoffs to inform the optimal course of action Drive strong operational delivery and process improvement helping to maintain credit risk tolerance and balance credit loss and customer experience Build a great culture and ensure team members are happy, effective, and growing in their career Set clear goals and direction, and provide regular feedback on team members performance Be data-driven in your analysis of performance, and in your decision making Transmit and foster our values, serving as a beacon of Stripe s user-centric philosophy and culture of transparency, empathy, inclusion, and empowerment Who you are Were looking for someone who meets the minimum requirements to be considered for the role. If you meet these requirements, you are encouraged to apply. The preferred qualifications are a bonus, not a requirement. Minimum requirements At least 7+ years of experience serving as a manager for credit risk and/or underwriting teams Experience and knowledge of commercial credit underwriting, financial risk modeling, and cash flow forecasting Ability to transform business and financial data into a cohesive narrative that outlines potential credit risks and presents dynamic mitigation strategies Ability to partner effectively with internal globally distributed stakeholders Operational background including new process launches and service delivery Problem-solving skills and comfort operating without clear guidelines Skill and credibility doing the core work of a user facing team with a high bar for quality, and a willingness to lead by example Excellent written and verbal communication skills in English Preferred qualifications Experience in payments, e-commerce, or fintech Experience in building and scaling new teams from zero Experience operating in a high growth technology company Office-assigned Stripes in most of our locations are currently expected to spend at least 50% of the time in a given month in their local office or with users. This expectation may vary depending on role, team and location. For example, Stripes in Stripe Delivery Center roles in Mexico City, Mexico and Bengaluru, India work 100% from the office. Also, some teams have greater in-office attendance requirements, to appropriately support our users and workflows, which the hiring manager will discuss. This approach helps strike a balance between bringing people together for in-person collaboration and learning from each other, while supporting flexibility when possible. Team Operations Job type Full time

Role & responsibilities Lead client engagements encompassing model development, validation, governance, strategy, transformation, and end-to-end delivery of EPM, Treasury & Tax for Accentures clients. Advise clients on various EPM, Treasury & Tax initiatives, including advisory work for CXOs to achieve diverse business and operational outcomes. Develop and present Proof of Concept for key clients, where applicable. Preferred candidate profile Perks and benefits

Dear Greetings!!! Urgent Opening in Risk Analytics Role JOB Profile 2 - 5 years of relevant Risk Analytics experience at one or more Financial Services firms, or Professional Services / Risk Advisory with significant exposure to one or more of the following areas: l Development, validation, and audit of: l Credit Risk- PD/LGD/EAD Models, CCAR/DFAST Loss Forecasting and Revenue Forecasting Models, IFRS9/CECL Loss Forecasting Models across Retail and Commercial portfolios l Credit Acquisition/Behavior/Collections/Recovery Modeling and Strategies, Credit Policies, Limit Management, Acquisition Frauds, Collections Agent Matching/Channel Allocations across Retail and Commercial portfolios l Regulatory Capital and Economic Capital Models l Liquidity Risk Liquidity models, stress testing models, Basel Liquidity reporting standards l Anti Money Laundering AML scenarios/alerts, Network Analysis l Operational risk – AMA modeling, operational risk reporting l Conceptual understanding of Basel/CCAR/DFAST/CECL/IFRS9 and other risk regulations l Experience in conceptualizing and creating risk reporting and dashboarding solutions. l Experience in modeling with statistical techniques such as – linear regression, logistic regression, GLM, GBM, XGBoost, CatBoost, Neural Networks, Time series – ARMA/ARIMA, ML interpretability and bias algorithms etc. l Programing Languages - SAS, R, Python, Spark, Scala etc., Tools such as Tableau, QlikView, PowerBI, SAS VA etc. l Strong understanding of Risk function and ability to apply them in client discussions and project implementation. Academic Requirements: Degree in a quantitative discipline mathematics, statistics, economics, financial engineering, operations research or related field or MBA Strong academic credentials and publications, if applicable. Industry certifications such as FRM, PRM, CFA preferred. Excellent communication and interpersonal skills. Thanks & Regards Shweta Rawat AM-HR Mount Talent Consulting, an ISO 9001:2008 Company Consulting | Learning | Recruitments Delivering Operations @ India, US, APAC & EMEA Shweta.rawat@mounttalent.com| Website: www.mounttalent.com

3 to 6 years of experience in building Analytical solutions. About the company: Online PSB Loans, is a revolutionary digital credit infrastructure company that develops and integrates cutting-edge technology to automate and digitize lending for both borrowers and lenders. The company addresses the challenges of credit distribution to MSMEs and retail borrowers. With a view to expanding its digital footprint and utilizing its infrastructure, the company is diversifying into several industry segments. Role: - Sr. Data Scientist This role serves to build analytics-led solutions for the company s customers (Bankers, MSMEs, and Individuals) and key stakeholders (Senior Management, Business Development, Marketing, etc.) within the company. Exhibits robust skills in building innovative analytical solutions enabling data-driven, informed business decisions. Analyse a large amount of information to discover trends and patterns. Proactively come up with innovative ways to build and deploy analytical solutions. Work with cross-functional teams to drive Analytical tools in ongoing processes & programs. Min. University degree Master s in computer science Statistics, Mathematics (or other relevant) Technical Skills Hands-on experience in building predictive models, and machine learning algorithms & putting them into production. Strong knowledge of machine learning fundamentals, linear algebra, probability, and statistics. Proficient in Python and SQL and familiarity with machine learning frameworks, matrices, and data visualization libraries. Experience in web scraping, extracting, manipulating, and analyzing multidimensional data (Structured & Unstructured) from varied sources. Experience in Deep Learning, NLP, and cloud-based systems (Spark, Amazon EC2) 3 to 6 years of experience in building Analytical solutions. Experience in the finance industry / Fintech. Skills Presentation skills Effective Written Communication Drive for Results Standing Alone & Proactive Mandatory Skills Proficiency in Python, SQL, hands-on experience in building machine learning models (Logistic Regression, Xgboost, Random forest, etc.,)/Deep learning/NLP and deploying it into production (at least one industry experience in building ML models) Good to have Experience in credit risk modeling, experience in fintech, PySpark, and AWS SageMaker. If you believe that the future lies in innovation and have the ability to come up with ideas that are unconventional in the fintech space, you can apply to be a part of the OPL team.