Oliver Wyman - Associate Director (Data Science) - Gurugram

About the role

We are looking for a senior Quantitative Modeling and Risk Analytics professional with strong technical leadership, analytical judgment, and stakeholder communication skills. The role will lead model development and advanced-analytics workstreams across credit risk, loss forecasting, provisioning, stress testing, capital, and related banking and financial-services use cases.

What you'll do

• Lead end to end model development or independent validation and advanced analytics workstreams across credit risk (PD, LGD, EAD, IFRS 9/ECL), provisioning
• Define analytical scope, solution architecture, methodologies, workplans, timelines, and quality standards for complex modeling engagements
• Translate strategic business and risk questions into scalable quantitative solutions and clear decision-oriented insights
• Manage and mentor junior team members, ensuring strong analytical quality, clear documentation, and timely delivery
• Advise clients and internal stakeholders on model strategy, analytical frameworks, implementation choices, performance monitoring

What you need

• 9–12 yrs of experience
• Statistics
• Credit risk
• Performance testing
• IFRS
• Financial modelling
• B.Com

Good to have

• SQL
• Python
• SAS
• R
• Spark