Oliver Wyman – Associate Director (Data Science)

Overview

Oliver Wyman seeks an Associate Director (Data Science) to lead quantitative modeling and risk analytics workstreams for credit risk and banking/financial-services use cases.

What you'll do

• Lead end-to-end model development or independent validation for credit risk and related advanced analytics.
• Own workstream definition including analytical scope, methodology, architecture, timelines, and quality standards.
• Translate business and risk questions into scalable quantitative solutions and decision-oriented insights.
• Manage and mentor junior team members to ensure analytical quality, documentation, and timely delivery.
• Advise clients and internal stakeholders on model strategy, frameworks, implementation choices, and performance monitoring.
• Maintain awareness of evolving quantitative modeling, data science, regulatory, and financial-services practices.

What you'll need

• 9 to 12 years of experience in model development/validation in credit risk quantitative modeling (IRB, CECL, IFRS 9, predictive modeling, forecasting models).
• Strong awareness of Model Risk Management frameworks (1LoD, 2LoD, 3LoD) in model building activities.
• Knowledge of credit risk regulations (Basel III/IV, CCAR, CRD-IV, SR 11-7, CP6-22/SS1-23, E23, etc.).
• Bachelor’s or master’s degree in a quantitative discipline; advanced degree preferred.
• Hands-on proficiency with Python and SQL for statistical modeling and financial-services applications.
• Strong project management skills to manage multiple workstreams, deadlines, and stakeholders.

Details

• Location: Gurugram - Two Horizon.
• Hybrid work is stated, with at least three days per week onsite with clients/local office expectations.