Overview
Senior/Lead Data Scientist focused on quantitative modeling and risk analytics for credit risk and related banking/financial-services use cases.
What you'll do
- Develop, implement, and enhance analytical models across credit risk, loss forecasting, provisioning, and stress testing.
- Build, enhance, and independently validate models including PD, LGD, EAD, and IFRS 9/ECL.
- Translate business and risk questions into analytical approaches, model specifications, and measurable outcomes.
- Prepare and analyze complex datasets, perform exploratory analysis, and engineer features for reproducible workflows.
- Apply statistical techniques, assumptions, calibration approaches, and performance measures using Python, SQL, SAS, or similar tools.
- Collaborate with risk, finance, technology, and business stakeholders to refine requirements and support implementation.
What you'll need
- 3 to 8 years of experience in model development/validation in credit risk quantitative modeling.
- Awareness of model risk management framework (1LoD, 2LoD, 3LoD) in model building activities.
- Exposure to model risk governance standards such as SR 11-7, E-23, and CP6-22/SS1-23, including monitoring and issue remediation.
- Strong understanding of statistical modeling topics including regression, time series, classification, and model performance metrics.
- Proficiency in Python and SQL; SAS, R, Spark, or cloud-based analytics is advantageous.
- Ability to produce technical documentation and communicate model design, assumptions, results, and limitations.
Details
- Location: Gurugram - Two Horizon.
- Marsh is committed to hybrid work with expectations to be in the local office or onsite with clients at least three days per week.
- Travel is required when needed.
Read the full description and apply on the company’s own careers page.
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