146 Risk Modeling Jobs - Page 5

Job summary: Our Firmwide Risk Function is focused on cultivating a stronger, unified culture that embraces a sense of personal accountability for developing the highest corporate standards in governance and controls across the firm. Business priorities are built around the need to strengthen and guard the firm from the many risks we face, financial rigor, risk discipline, fostering a transparent culture and doing the right thing in every situation. We are equally focused on nurturing talent, respecting the diverse experiences that our team of Risk professionals bring and embracing an inclusive environment. Chase Consumer & Community Banking serves consumers and small businesses with a broad range of financial services, including personal banking, small business banking and lending, mortgages, credit cards, payments, auto finance and investment advice. Consumer & Community Banking Risk Management partners with each CCB sub-line of business to identify, assess, prioritize and remediate risk. Types of risk that occur in consumer businesses include fraud, reputation, operational, credit, market and regulatory, among others. Join our Model Insights Team , a Center of Excellence within Consumer & Community Banking (CCB) Risk Modeling, committed to tracking of comprehensive health of machine learning models. We are responsible for sanity of model inputs and score performance tracking for CCB risk decision models. Team collaborates with model developers to identify and recommend potential opportunities for model calibration. We are constantly seeking for opportunities to enhance model performance tracking framework, with aim of providing feedback loop to risk strategies. We are seeking candidates who possess extensive knowledge of data science techniques, appreciation for data combined with of domain expertise, and a keen eye for detail and logic. It s an opportunity to make an impact to model performance monitoring and governance practices for CCB risk models. Job responsibilities: Drive synergy in model performance tracking across different sub-lines of business. Enhance model performance framework to holistically capture model health, providing actionable insights to model users. Collaborate with model developers to identify potential opportunities for model calibration and conduct preliminary Root Cause Analysis in case of model performance decay. Design and build robust framework to monitor quality of model inputs. Explore opportunities to drive efficiency in model inputs and performance tracking through use of Large Language Model (LLM). Partner with teams across, Risk, Technology, Data Governance, and Control to support effective model performance management and insights. Deliver regular updates on model health to senior leadership of risk organization and the first line of defense. Required qualifications, capabilities, and skills Advanced degree in Mathematics, Statistics, Computer Science, Operations Research, Econometrics, Physics, or a related quantitative field. Minimum of 3 years of experience in developing and managing predictive risk models in financial industry. Proficiency in programming languages such as Python, PySpark, and SQL, along with familiarity with cloud services like AWS SageMaker and Amazon EMR. Deep understanding of advanced machine learning algorithms (e.g. Decision Trees, Random Forest, XGBoost, Neural Networks, Clustering etc) Strong conceptual understanding of performance metrics used to monitor health of machine learning models. Fundamental understanding of the consumer lending business and risk management practices. Experience of working with large datasets with strong ability to analyze, interpret, and derive insights from data. Advanced problem-solving and analytical skills, with a keen attention to detail. Excellent communication skills, with the ability to convey complex information clearly and effectively to senior management. Preferred qualifications, capabilities, and skills Experience of data wrangling and model building on a distributed Spark computation environment (with stability, scalability and efficiency). Proven expertise in designing, building, and deploying production-quality machine learning models. Ability to effectively collaborate with multiple stakeholders on projects of strategic importance, ensuring alignment and successful outcomes. Basic level of proficiency in Tableau

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 Qualifications Professional & Technical Skills: MBA from Tier-1 B-schools with specialization in risk management 2-5 years of risk management experience at one or more Financial Services institutions, Rating Agency or Professional Services OR Risk Advisory with an understanding of one or more of the following areas: Credit risk measurement for the purpose of financial instruments impairment and/or capital requirements calculation (PD, LGD, EAD methodologies), Credit Risk Underwriting Frameworks, Risk Based Pricing, Early Warning Systems, Credit Policy & Limit Management, Collections Frameworks, Counterparty credit risk management and experience on counterparty risk methodologies such as PFE, EPE. Market risk measurement and management-related topics including operational processes, technologies, modelling approaches, risk aggregation and reporting, FRTB:Expected Shortfall, Default Risk Charge, NMRF; IBOR or LIBOR Transition experience. Operational risk management framework and methodology. Liquidity risk measurement , reporting and management, balance sheet framework, contingency funding requirement Hands-on experience in VaR/SVaR/IRC/CRM calculations for variety of financial instruments across Currencies, Credit, Commodities and Rates; In-depth understanding of new/evolving regulations in the Market Risk management space including treatment of off-balance sheet exposures, proprietary trading, systemic risk, stress testing, capital calculations, reporting standards etc. Treasury experiences in areas such as Asset Liability Management, Fund Transfer Pricing, and Interest Rate Risk in Banking Book with FO touchpoints. Hands-on experience in developing risk registers, conducting RCSAs, defining KRIs for risk management and control indicators, Risk Scenario Library & Analysis, Cyber and Tech Risk & Controls Assessment, SOX Compliance/ Internal Controls over Financial Reporting (ICOFR). Regulatory reporting compliance-European reg. reports:FINREP/COREP/Anacredit. Experience in platforms like Axiom, Wolters Kluwer etc. Experience in managing financial crime and compliance with a focus on fraud risk management, compliance/AML analytics, enterprise risk management (financial services and non-financial services), data analysis & aggregation, trade surveillance, robotic process automation. Experience in platforms like Quantexa, Actimize, Featurespace etc. Using Open AI in Modelling Enterprise Risk Management experience Strong understanding of risk regulatory framework of one more of the major economies across globe Knowledge of Risk Platforms such as Sungard, Murex, Sungard , Calypso, OpenPage, Fenergo, PEGA, JIRA, SAP HANA, Bloomberg, Reuters, and so on Experience in third-party risk consulting will be preferred. Prior Risk Consulting experience at pre-eminent, global risk management consulting firms desirable Industry certifications such as FRM, PRM, CFA preferred Additional Information: An opportunity to work on transformative projects with key G2000 clients Potential to Co-create with leaders in strategy, industry experts, enterprise function practitioners and, business intelligence professionals to shape and recommend innovative solutions that leverage emerging technologies. Ability to embed responsible business into everythingfrom how you service your clients to how you operate as a responsible professional. Personalized training modules to develop your strategy & consulting acumen to grow your skills, industry knowledge and capabilities Opportunity to thrive in a that is committed to accelerate equality for all. Engage in boundaryless collaboration across the entire organization.

We are seeking a highly motivated data scientist to join our team. The role offers the opportunity to contribute to cutting edge data science solutions in NLP, Anomaly detection and overall enterprise risk management. You will play a key role in developing proof of concepts, scalable tools, and models that protect company from (not limited to) financial, reputational, operations risks. Roles and responsibilities: Collaborate on NLP based solutions for identifying Key Risk Indicators (KRIs) across customer interactions Support the development of out of pattern detection systems, using time series models and statistical methods Contribute to the planned expansion of risk monitoring tools and models into new areas within enterprise Assist in building new age GenAI models Partner closely with global stakeholders and platforms team to deliver high impact analytics in a fast paced, regulated environment and ensure end to end completion of projects from ideation to production stages Apply innovative concepts to measure & manage risks consistently with regulatory and governance requirements Identify emerging risk themes along with ideas for solutions Ability to work on multiple projects and ad-hoc tasks simultaneously Minimum Qualifications Bachelors/masters degree in computer science, Engineering, Statistics, Mathematics or a related field 1-3 years of hands-on experience in data science, analytics, or risk modeling Proficiency in SQL & Python Understanding of machine learning principles and model development lifecycle and steps Strong analytical, problem-solving and communication skills Preferred Qualifications Experience in working on NLP projects Experience in working on GenAI projects Exposure to risk domains Familiarity with model governance - model interpretability and hyperparameter tuning Experience working with large scale datasets and productionizing data science solutions

Capgemini Invent Capgemini Invent is the digital innovation, consulting and transformation brand of the Capgemini Group, a global business line that combines market leading expertise in strategy, technology, data science and creative design, to help CxOs envision and build whats next for their businesses. My Role You will work with a growing team, bringing industry expertise and insights with a focus on ESG Risk, Compliance, and asset development. Keep apprised of evolving industry developments, regulations, and client expectations in ESG space Work closely with CxOs and Transformation groups in integrating ESG elements with BAU. Assisting clients mature in their ESG journey through strategic developments. Keeping apprised of evolving industry developments in Environmental, Social and Governance investing and new regulatory standards in EU, APAC and North America (Such as EU taxonomy, CSRD, SFDR etc.) Cooperation with other group entities and risk stewards, to gain insight into emerging risks, best practices, and interpretations. My Profile ESG reporting standards, regulations & frameworks such as CSRD, EU Taxonomy, GRI, TCFD, CDP, DJSI, TNFD, etc. ESG strategy & roadmap development ESG due diligence & assessments Climate change risk advisory, assessments etc. ESG performance and impact measurement through data ESG solutioning - Building and deploying ESG product/tool/prototype, taking different client requirements into account 1 to 8 years of experience in business analysis, data analysis, risk modelling (preferable in ESG & Sustainability domain) with ESG consulting background Knowledge and experience in global environmental standards and frameworkssuch as UN Sustainable Development Goals (UNSDGs), Sustainability Accounting Standards Board (SASB), Task Force on Climate-related Financial Disclosures (TCFD) and others Strong communication, relationship-building skills and be comfortable working in a fast-paced environment Experience in designing or redesigning an ESG solutions. Any experience in using hyperscalers suites such as Microsoft cloud for sustainability, AWS Sustainability solution etc. Experience in ESG suites such as Workiva, SWEEP, Enablon, UL360 etc. What youll love about working here We recognize the significance of flexible work arrangements to provide support. Be it remote work, or flexible work hours, you will get an environment to maintain healthy work life balance. At the heart of our mission is your career growth. Our array of career growth programs and diverse professions are crafted to support you in exploring a world of opportunities. Equip yourself with valuable certifications in the latest technologies such as Generative AI. About Capgemini Capgemini is a global business and technology transformation partner, helping organizations to accelerate their dual transition to a digital and sustainable world, while creating tangible impact for enterprises and society. It is a responsible and diverse group of 340,000 team members in more than 50 countries. With its strong over 55-year heritage, Capgemini is trusted by its clients to unlock the value of technology to address the entire breadth of their business needs. It delivers end-to-end services and solutions leveraging strengths from strategy and design to engineering, all fueled by its market leading capabilities in AI, cloud and data, combined with its deep industry expertise and partner ecosystem. The Group reported 2023 global revenues of 22.5 billion.

Salary : 15 to 30 LPA Exp: 3 to 6 years Location :Gurugram/Bangalore Notice: Immediate to 30 days..!! Roles & responsibilities: 3+ years exp on Python , ML and GEN AI Interact with the client to understand their requirements and communicate / brainstorm solutions. Contribute to how analytical approach is structured for specification of analysis Contribute insights from conclusions of analysis that integrate with initial hypothesis and business objective. Independently address complex problems 3+ years exp on ML/Python (predictive modelling) . Design, implement, test, deploy and maintain innovative data and machine learning solutions to accelerate our business. Create experiments and prototype implementations of new learning algorithms and prediction techniques Collaborate with product managers, and stockholders to design and implement software solutions for science problems Use machine learning best practices to ensure a high standard of quality for all of the team deliverables Has experience working on unstructured data ( text ): Text cleaning, TFIDF, text vectorization Text classification using any of the following : decision trees, knn classification, support vector machines or LDA Exp on SQL would be a plus

Salary : 25 to 40 LPA Exp: 5 to 8 years Location :Mumbai 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 3+ years exp on ML/Python (predictive modelling) . Design, implement, test, deploy and maintain innovative data and machine learning solutions to accelerate our business. Create experiments and prototype implementations of new learning algorithms and prediction techniques Collaborate with product managers, and stockholders to design and implement software solutions for science problems Use machine learning best practices to ensure a high standard of quality for all of the team deliverables Has experience working on unstructured data ( text ): Text cleaning, TFIDF, text vectorization Hands-on experience with IFRS 9 models and regulations. Data Analysis: Analyze large datasets to identify trends and risk factors, ensuring data quality and integrity. Statistical Analysis: Utilize advanced statistical methods to build robust models, leveraging expertise in R programming. Collaboration: Work closely with data scientists, business analysts, and other stakeholders to align models with business needs. Continuous Improvement: Stay updated with the latest methodologies and tools in credit risk modeling and R programming.

Are you a dynamic individual with a passion for financial markets and strong analytical skills? Join 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.

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.

About Swiss Re Swiss Re is one of the world s leading providers of reinsurance, insurance, and other forms of insurance-based risk transfer, working to make the world more resilient. We anticipate and manage a wide variety of risks, from natural catastrophes and climate change to cybercrime. At Swiss Re we combine experience with creative thinking and cutting-edge expertise to create new opportunities and solutions for our clients. This is possible thanks to the collaboration of more than 14,000 employees across the world. We offer a flexible working environment where curious and adaptable people thrive. The Opportunity Are you looking forward to further enrich your underwriting skills and international market knowledge in a dynamic fast paced world of a highly specialized and global re/insurance organization? Are you ready to work closely with our Asia Pacific Facultative desk underwriters and provide them with underwriting and analytics support? If yes, here is your opportunity to be part of a growing Facultative underwriting community across APAC. In your role, you will be contributing to the success of Swiss Res Facultative growth ambition in Asia Pacific. You are expected to be proficient in Property underwriting, man-made and NAT CAT modeling and possess good knowledge of re/insurance market. We are also looking for someone who has a commercial mindset and strong collaboration skills with dedication and eagerness to learn. The Team The Bangalore (BLR) Facultative Team is a strategic offshore operating hub responsible for providing facultative underwriting support to Swiss Re Asia Pacific markets across Property and Casualty lines of business. The Hub is working closely with the overseas facultative desk underwriters to provide underwriting support on property risks of simple to medium complexity. You will get in-depth exposure to Swiss Re s underwriting practices, risk model platforms, costing tools as well as an opportunity to work with Swiss Res overseas underwriters! In addition to your regular responsibilities, you will have the opportunity to contribute to various projects of strategic importance to Swiss Re Group specifically for APAC region. Key responsibilities Provide high quality underwriting support to overseas underwriting desks for Swiss Re Asia Pacific markets (Japan, South Korea, China, Hong Kong, Taiwan, Singapore, Southeast Asia, India & India sub-continent, Australia and New Zealand), which will include but not limited to: Internal underwriting support and risk assessment according to underwriting guidelines of simple to medium complexity property single risks. Operating within the Swiss Res Legal and Permanent Establishment and regulatory framework Costing / risk modelling / pricing support on facultative contracts and underwriting documentation. Underwriting analytics support on single risks, facilities and SwiftRe (on-line platform) business. Support on offer preparation/drafting, wording/conditions review. Preparing Underwriting assessment by review of Risk engineering reports and inferring the risk quality. Ad hoc projects driven by Underwriting or cross-functional teams. Suggest improvements to existing process, models, and tools. Maintain the defined work quality and turnaround time for risk assessment. Establishes & maintains positive relationship with internal partners Identify & resolve service issues with internal clients /stakeholders. Prepare client/region specific reports and share strategic inputs/solutions with internal partners Knowledge and Skills Postgraduate/graduate degree preferably in the field of Natural Science, or a quantitative field (e.g., engineering, statistics, Mathematics, Econometrics) which is closely related to these subject areas. Professional qualification in insurance e.g., FIII, CII would be an added advantage. Competent in Property re/insurance underwriting, single-risk assessment, risk modelling and contract preparation, with 3-5 years of relevant Underwriting experience. Strong understanding of underwriting methods, reinsurance, tools, and processes. Experience in facility / portfolio underwriting analytics would be an added advantage. Ability to analyze large data sets, bring out data insights and draw meaningful conclusion. Excellent oral and written English skills. Other foreign language will be added advantage. Strong motivation to learn about re/insurance and overseas markets. Good teammate, able to collaborate across teams in a multi-cultural and matrix environment Taking ownership and have proactive problem-solving aptitude. Ability to deliver strong results and bring in new insights with innovative approach to constructively challenge the status quo. About Swiss Re If you are an experienced professional returning to the workforce after a career break, we encourage you to apply for open positions that match your skills and experience. Keywords: Reference Code: 133984

Job Summary: Credit Risk Modelling Analyst will be responsible to manage the model implementation cycle (from design, implementation, monitoring to demise) of Credit risk, Fair Lending and IFRS9 models covering the Large corporates, Mid-market and SME portfolios along with Banks / FIs and Sovereign portfolio. Job Description: - Involve in model development, model validation, model recalibration and monitoring model documentation and maintain the risk model inventory. - Performing these activities on the MRM framework for corporate BASEL and IFRS9 models. - Lead credit scoring modelling exercise with applicable compliance to regulations. - Validating Fair Lending Models and suggesting recommendations for enhancements. - Implementation and enhancement of ECL models based on internal enhancements, BASEL or Saudi Central Bank regulatory stipulation. - Working closely with BA's and system owners for model development. - Strong understanding of data analytics and enterprise-level data architecture, which is used to consolidate model development and model monitoring information. - Support business reporting and analytics function in generating bespoke reports from credit approver and rating system. Key Requirements: - 3+ Years of experience in model development, model validation and model management. - Understanding of Stress testing/ sensitivity testing - Good Understanding of Fair Lending models/ ML Model techniques and tests - Experience in risk requirements as related to scorecards and IFRS9/ CECL/ HMDA - Fair Lending. - Strong understanding of credit risk and model development/validation. - In-depth knowledge of model development and validation, including data extraction and pre-processing, modular model development, user acceptance testing and model performance assessments of: - IFRS9 models: staging, PD, EAD, LGD - Risk scorecards and frameworks - Large corporates, Mid-market and SME portfolios. - Credit decisioning and Early Warning Risk Models - Good programming skills in Python. Transferrable knowledge from R or SAS. - Knowledge of SAS EG and ECL will be an added advantage.

EXL Decision Analytics 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 Business EXLerator Framework, which integrates analytics, automation, benchmarking, 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 24,000 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. Role and Responsibilities Understanding and preparing exposure data for multiple lines of business Data cleansing, enhancing and analysis of COPE information (Construction, Occupancy, Protection and Exposure) and secondary modifiers Applying financial policy terms in the model for perils covered Prepare import files for AIR Touchstone modelling platform Working on complex and large datasets using MS-Excel Validating exposure data against set AIR guidelines Geo-Coding the exposure data using Risk Link Running specific scripts for different perils Loss Analysis and sharing results with client Understanding of the insurance terminologies Ensure timely completion of all deliverables Preferred Skills / Knowledge Knowledge of Insurance and Cat Modelling Good working knowledge of SQL, MS-Office Word, Excel and Access Good understanding of AIR touchstone/ Risklink (2-3 years) Good domain understanding on CAT modeling- Both pre bind modeling and post bind Good data analysis skills, attention to detail Intermediate skill set on advance excel and basic SQL understanding of queries Good communication skills What we offer: EXL Analytics offers an exciting, fast paced and innovative environment, which brings together a group of sharp and entrepreneurial professionals who are eager to influence business decisions. From your very first day, you get an opportunity to work closely with highly experienced, world class analytics consultants. You can expect to learn many aspects of businesses that our clients engage in. You will also learn effective teamwork and time-management skills - key aspects for personal and professional growth Analytics requires different skill sets at different levels within the organization. At EXL Analytics, we invest heavily in training you in all aspects of analytics as well as in leading analytical tools and techniques. We provide guidance/ coaching to every employee through our mentoring program wherein every junior level employee is assigned a senior level professional as advisors. Sky is the limit for our team members. The unique experiences gathered at EXL Analytics sets the stage for further growth and development in our company and beyond.

We are looking for a highly skilled and experienced Credit Analyst to join our team at Equitas Small Finance Bank Ltd. The ideal candidate will have 1-2 years of experience in the BFSI industry. Roles and Responsibility Analyze credit data to determine client creditworthiness. Develop and maintain relationships with clients to understand their financial needs. Conduct thorough credit risk assessments and provide recommendations. Collaborate with cross-functional teams to develop and implement credit policies. Monitor and report on credit portfolio performance metrics. Stay up-to-date with industry trends and regulatory changes affecting credit analysis. Job Requirements Strong understanding of credit principles, including credit scoring and risk modeling. Excellent analytical and problem-solving skills with attention to detail. Ability to work effectively in a fast-paced environment and meet deadlines. Strong communication and interpersonal skills, with the ability to build rapport with clients. Proficiency in credit management software and Microsoft Office applications. Ability to think critically and make sound decisions under pressure.

We are looking for a highly skilled and experienced Credit Officer to join our team at Equitas Small Finance Bank Ltd. The ideal candidate will have 2-7 years of experience in the BFSI industry, with expertise in credit analysis and risk management. Roles and Responsibility Conduct thorough credit analysis and assessments to determine client creditworthiness. Develop and implement effective credit policies and procedures to minimize risk. Collaborate with cross-functional teams to identify and mitigate potential credit risks. Monitor and manage credit portfolios to ensure compliance with regulatory requirements. Provide expert guidance on credit-related matters to internal stakeholders. Analyze market trends and competitor activity to inform credit decisions. Job Requirements Strong understanding of credit principles, including credit scoring and risk modeling. Excellent analytical and problem-solving skills, with attention to detail and the ability to interpret complex data. Effective communication and interpersonal skills, with the ability to build strong relationships with clients and colleagues. Ability to work in a fast-paced environment, prioritizing multiple tasks and meeting deadlines. Proficiency in financial software and systems, with experience in credit management and portfolio monitoring. Strong knowledge of regulatory requirements and industry standards related to credit lending.

About the Role We are looking for a candidate with a strong academic record and industry experience in Natural catastrophe modelling for our Underwriting Advisory Team at Bangalore. This job offers you a chance to join the dynamic and fast paced world of a highly specialized financial services organization. You get in-depth exposure to Swiss Re s proprietary natural perils model platform and costing tools and to natural catastrophe reinsurance business from Swiss Res global client base. Depending upon your inclination and skills, over time you will have the opportunity to widen your roles in multiple areas. Position Summary Provide high quality Nat cat underwriting advisory to underwriting desks at Swiss Re which will include but not limited to Europe, Middle East and Africa. Your role would involve: You will support the analysis of Property treaty business across markets. This includes reviewing submission data providing data analysis risk modelling of Nat Cat loss scenarios making the best use of SRs costing techniques to model / forecast and quantify the impact of contract features relevant to costing. Support in product process innovation using the findings from underwriting support and suggest improvements to Nat cat models, tools, and systems. Collaborating with the underwriting community abroad and other business partners on various projects to generate new valuable services for Swiss Re. Establish maintain positive relationships with internal partners. Identify resolve service issues with internal clients /stakeholders, prepare statistical client/region specific reports and share input/solutions with internal business partners. About Team Join a dynamic and specialized team at the forefront of Property Treaty Underwriting advisory in Bangalore. We are a part of a highly specialized financial services organization, operating in a fast-paced and intellectually stimulating environment. Our team is seeking individuals with a strong academic background and hands-on experience in natural catastrophe (NatCat) modelling. As a member of our group, you will gain deep exposure to Swiss Re s proprietary natural perils modelling platform and costing tools, while working on reinsurance solutions for a diverse global client base. This role offers a unique opportunity to contribute to impactful risk assessment and pricing strategies. Over time, depending on your interests and strengths, you ll have the chance to expand your role across various functions within Swiss Re, shaping a rewarding and multifaceted career path. About You: An advanced degree in the field of natural science or a quantitative field (e.g., engineering, statistics, Mathematics, Econometrics) which is closely related to these subject areas Proficient in Property re/insurance underwriting, single-risk assessment, risk modelling and contract preparation, with minimum 2 to 5 years of relevant Underwriting experience Good understanding of underwriting techniques, methods, tools, and processes Ability to analyze large data sets, investigate complex connection and draw relevant conclusion. Expertise in R, Advance Excel (VBA), SQL and Power BI and inclination towards learning new technologies will be an added advantage. Strong motivation to learn about re/insurance and overseas markets Strong team-player with ability to collaborate with teams in other locations and cultures, along with strong sense of accountability and execution Excellent command of English (written and spoken). Other foreign language will be added advantage Above all: scientific and technological curiosity with the ability to bring new insights to constructively challenge the status quo. About Swiss Re . If you are an experienced professional returning to the workforce after a career break, we encourage you to apply for open positions that match your skills and experience. Keywords: Reference Code: 133907

Join our collaborative environment, where you'll contribute to the Portfolio Management and Governance process by creating, managing, and analyzing a broad array of data and analytics. Dont miss this opportunity to be part of a dynamic team and promote innovation in customer experiences. As an Associate in the Portfolio Management and Governance in the Data Analytics Reporting Team (DART) you will create analytical solutions by creating, managing, and analyzing a broad array of data and analytics. You will be in a position to utilize a mix of techno-functional skills and the strategic vision to help evolve our analytical tools and models across Investment Solutions. As a valued member of the team, you have the opportunity to learn and grow in a dynamic and fast-paced environment, making a tangible impact on our products and customer experiences. Job responsibilities Developing quantitative tools to enhance investment process for multi-asset portfolios. Provide day-to-day support to Portfolio Managers, including data aggregation, analytics and reporting Conducting research and ad-hoc analysis on performance attribution, risk management and portfolio construction Propose new and redesign existing process flows, models and excel based models/tools to achieve efficiencies and controls. Work with model governance groups for model review and maintenance Implement risk management techniques to mitigate portfolio risks, including monitoring and adjusting asset allocations, setting risk limits, and employing hedging strategies when necessary. Propose new and redesign existing process flows, models and excel based models/tools to achieve efficiencies and controls. Prepare and present comprehensive investment reports to clients, summarizing portfolio performance, asset allocation, and investment strategy updates. Required qualifications, capabilities, and skills 3+ years of work experience in Quantitative research / modelling or equivalent data science role in an asset/wealth management organization Under Graduate /Graduate Degree in a quantitative discipline such as mathematics, physics, statistics, engineering, etc Fluent programming skills in Python required Experience executing process automation or user tool automation projects Basic understanding of statistics is required Excellent written and verbal communication skills, with the ability to present logically, precisely and in a simple manner, complex and technical issues Ability to parse complex tasks and juggle priorities in a highly dynamic professional environment Preferred qualifications, capabilities, and skills Experience in R or Matlab good to have Hands-on experience with econometric analysis and market risk modeling is a plus Keen interest in financial markets. Certifications like PRM/FRM, CFA and CQF are a good to have

About The Role : In Scope of Position based Promotions (INTERNAL only) Job Title:Quantitative Strategist Analyst Location:Mumbai, 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 we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above 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 we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs 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.

Demonstrable experience of DevOps processes and practices, experience with Gitlab CI/CD pipelines an advantage, Azure Kubernetes Services, Azure Databricks, Azure container registry, Azure storage offerings Desired skills* Knowledge of Financial services or Risk modelling domain Domain* Financial services or Risk modelling Client name (for internal purpose only)* Banking

Verisk offers the opportunity to work with advanced technologies, global clients, and hundreds of the most innovative, talented minds in the industry Become a member of our Atmospheric Perils Vulnerability team and join our growing Research and Modeling department in our Hyderabad, India office Use your knowledge of civil engineering and statistics to develop models of extreme catastrophic events (i e , hurricanes, tornadoes, storm surge, flood etc ) and assess building performance in the context of such events This Principal Engineer position is responsible for developing, enhancing and supporting the engineering/vulnerability components of Verisk s atmospheric perils based portfolio risk analysis models that cover worldwide regions, including perils such as straight-line wind from tropical cyclones, severe convective storms and winter storms, hail, snow, and freezing temperatures General responsibilities include identifying the impact that these perils can have on the built environment, including physical damage which can result in monetary loss to buildings/infrastructure, contents, and loss of use (downtime) The candidate will work closely with a team of structural engineers, meteorologists, hydrologists, hydraulic engineers, statisticians, and specialists in financial application of probabilistic risk assessment The candidate is expected to be highly motivated, detail oriented, well organized, and an independent worker and collective team player at the same time with the unique ability to lead research model and development across groups

Join the Arium team at Verisk s Hyderabad, India office within Extreme Event Solutions As a data scientist, you will contribute to the building of emerging and systemic liability catastrophe models and products designed to address risk estimation in our ever-evolving world These catastrophe models rely on quantitative modeling and simulations of litigation outcomes To produce unbiased risk estimates, our models carefully consider historical data changes, supplemented by subject matter expertise, where statistical uncertainty exists Our products provide opportunities for creative problem-solving, data science, machine learning, and effective communication at the intersection of systemic liability risk, (re)insurance, and society By doing so, we are making a tangible impact in the cutting-edge field of catastrophe risk modeling

FactSet creates flexible, open data and software solutions for over 200,000 investment professionals worldwide, providing instant access to financial data and analytics that investors use to make crucial decisions. At FactSet, our values are the foundation of everything we do. They express how we act and operate , serve as a compass in our decision-making, and play a big role in how we treat each other, our clients, and our communities. We believe that the best ideas can come from anyone, anywhere, at any time, and that curiosity is the key to anticipating our clients needs and exceeding their expectations. About FactSet VALUES THAT DEFINE OUR CULTURE We are unified by the spirit of going above and beyond for our clients and each other. We look to foster a globally inclusive culture, enabling our people to be themselves at work and to join in, be heard, contribute, and grow. We continually seek to expand our workforce with diverse perspectives, backgrounds, and experiences. We recognize that our best ideas can come from anyone, anywhere, at any time and help us provide the best solutions for our clients around the globe. Our inclusive work environment maximizes our diversity values, engagement, productivity, and ultimately makes FactSet a fun place to work. Process Brief The primary function of this position is to perform various tasks related to the production & distribution of Portfolio & Benchmark performance, risk statistics, characteristics, & reporting. The individual will work under minimal supervision. Candidate will be a key resource in process improvement & building strong relationships with client and offshore teams, internal product, and engineering teams. Serves as a first level escalation point for client inquiries regarding the nature of investment products and their portfolios along with inquiries related risk numbers. The role requires growing expertise in the fixed income risk domain including a solid understanding of portfolio and security level risk modeling techniques, the sources of tracking error, and how the data quality of model inputs (example terms and conditions, pricing) can impact the quality of the analytics and risk model results. Job Responsibilities Conduct independent research to resolve issues in quantitative and qualitative scope for the major asset classes on different markets (exchange-traded or OTC). Understanding and applying knowledge of different asset classes valuation, pricing, and terms and conditions regularly. Also, understand the modeling of private assets or OTC instruments. Prepare performance analysis reports for institutional clients and investment managers globally across multiple asset classes. Perform analysis of the portfolios to explain the portfolios return attribution and characteristics. Deep dive into portfolio analytics for client portfolios, run stress testing, custom scenario analysis, calculate VaR at security and portfolio level, etc. Perform ad hoc analysis when given specific requirements and market conditions. Respond to basic, specific requests for risk statistics information. Respond to requests for data quality from internal stakeholders or clients. Understand and monitor critical client workflows, ensuring the clients daily deliverables are met. Basic working knowledge of Python and SQL. Team player who must show the willingness to work with global teams across time zones. Eligibility Criteria Bachelors Degree + MBA (Finance) with 1-3 years of experience in the financial services industry. Working towards CFA/FRM certification will be an added advantage. Strong understanding of equities, fixed income, and derivatives products. Articulate communicator, with excellent language skills - both oral and written. Exceptional analytical and problem-solving ability. Ready to work in a hybrid model. Company Culture and Benefits: At our organization, we foster a collaborative and inclusive culture that encourages growth and innovation. We offer competitive benefits and provide ample opportunities for professional development, paving the way for exciting career advancement within the Financial-Technology industry. Diversity Returning from a break? Company Overview: FactSet ( NYSE:FDS | NASDAQ:FDS ) helps the financial community to see more, think bigger, and work better. Our digital platform and enterprise solutions deliver financial data, analytics, and open technology to more than 8,200 global clients, including over 200,000 individual users. Clients across the buy-side and sell-side, as well as wealth managers, private equity firms, and corporations, achieve more every day with our comprehensive and connected content, flexible next-generation workflow solutions, and client-centric specialized support. As a member of the S&P 500, we are committed to sustainable growth and have been recognized among the Best Places to Work in 2023 by Glassdoor as a Glassdoor Employees Choice Award winner. Learn more at www.factset.com and follow us on X and LinkedIn .

Job Overview: We are seeking an experienced Lead Model Developer/Validator with exceptional expertise in credit risk modeling with primary focus on IFRS/CECL 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 Impairment models compliant with IFRS9/ CECL Standards 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 CECL/IFRS9 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 Programming: SAS, Python, R, SQL Regulatory Knowledge: IRB, IFRS9, CECL Statistical Modeling Data Preprocessing Machine Learning Techniques

Job Description: Understanding of Basel Framework, PD, EAD, LGD and Regulatory Capital. Proficiency in SAS and Python for Model Development Good Understanding of Regulations and has experience of IRB Model Development Good understanding of retail credit risk products and their key variables.

Salary : 25 to 40 LPA Exp: 4 to 8 years Location :Noida/Gurugram/Bangalore 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 3+ years exp on ML/Python (predictive modelling) . Design, implement, test, deploy and maintain innovative data and machine learning solutions to accelerate our business. Create experiments and prototype implementations of new learning algorithms and prediction techniques Collaborate with product managers, and stockholders to design and implement software solutions for science problems Use machine learning best practices to ensure a high standard of quality for all of the team deliverables Has experience working on unstructured data ( text ): Text cleaning, TFIDF, text vectorization Hands-on experience with IFRS 9 models and regulations. Data Analysis: Analyze large datasets to identify trends and risk factors, ensuring data quality and integrity. Statistical Analysis: Utilize advanced statistical methods to build robust models, leveraging expertise in R programming. Collaboration: Work closely with data scientists, business analysts, and other stakeholders to align models with business needs. Continuous Improvement: Stay updated with the latest methodologies and tools in credit risk modeling and R programming.

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

Role Overview: We are seeking a skilled and analytical Climate Risk Analyst to join our sustainability team. In this role, you will apply NGFS and IPCC frameworks to evaluate and quantify both physical and transition climate risks across diverse client portfolios. You'll build probabilistic models, design stress-testing scenarios, and integrate datasets ranging from GIS layers to supply-chain metrics. Partnering with finance, operations, and data engineering teams, you'll translate complex climate trajectories such as carbon pricing, regulatory shifts, and technology adoption into clear, actionable insights and robust risk-management strategies that help our clients enhance resilience and capitalize on emerging opportunities. Key Responsibilities: Conduct climate risk assessments using NGFS and IPCC frameworks to identify client-specific risks and opportunities Develop and execute stress-testing scenarios to evaluate climate impacts on financial portfolios Collect, clean, and integrate diverse datasets (e.g., geospatial layers, historical weather records, supply-chain metrics) Build probabilistic models to quantify hazard frequency, exposure, and vulnerability at the asset and portfolio levels Parameterize transition-risk factors (carbon-pricing trajectories, regulatory changes, technology adoption rates) across multiple climate pathways Collaborate with cross-functional teams to produce comprehensive reports and presentations on climate risk management strategies Translate quantitative findings into clear recommendations for risk mitigation and opportunity capture Required Skills: Strong understanding of physical and transition climate-risk concepts and frameworks (NGFS, IPCC) Proven experience in stress-testing and scenario analysis within a financial or risk-management context Proficiency in statistical and probabilistic modeling techniques (e.g., Monte Carlo simulation) Hands-on experience with data integration and analysis tools (Python/R, SQL, GIS software) Familiarity with cloud-based data platforms and ETL pipelines Excellent quantitative and analytical abilities, with strong attention to detail Exceptional communication skills, able to distill complex analyses into concise, client-ready insights Proven ability to work collaboratively in cross-disciplinary teams Perks and Benefits: Work on a ground-breaking product that significantly contributes to sustainability Exposure to advanced AI tools and methodologies to enhance your development skills and productivity Competitive salary with a comprehensive benefits package Flexible work arrangements A vibrant, inclusive, and supportive team environment Opportunities for professional growth and continuous learning