Oliver Wyman - Senior / Lead Data Scientist - Gurugram

About the role

We are looking for a Quantitative Modeling and Risk Analytics professional with strong quantitative, analytical, and communication skills. The role will focus on developing, implementing, and enhancing analytical models across credit risk, loss forecasting, provisioning, stress testing, capital, and related banking and financial-services use cases.

What you'll do

• Build, enhance and independently validate models such as PD, LGD, EAD, IFRS 9/ECL, stress testing, scorecards, loss forecasting, capital, profitability
• Translate business and risk questions into well-defined analytical approaches, model specifications, and measurable outcomes
• Prepare and analyze complex datasets, conduct exploratory analysis, engineer features, and establish reproducible modeling datasets and workflows
• Apply appropriate statistical techniques, assumptions, calibration approaches, and performance measures using Python, SQL, SAS, or similar tools
• Maintain high standards of code quality, documentation, confidentiality, and delivery discipline

What you need

• 3–8 yrs of experience
• SQL
• Python
• SAS
• Statistics
• Credit risk
• Performance testing
• B.Com

Good to have

• R
• Spark
• IFRS