328 Model Portfolios Jobs in Mandya

As a member of the US Personal Banking and Wealth Management team, your role will primarily involve focusing on regulatory model monitoring analytics for Secured and Small Business portfolios. This will include tasks such as regular model performance tracking and annual model reviews. Your key responsibilities will include: - Analyzing quarterly model performance results and conducting necessary performance analysis for production models - Performing diagnostic analytics when forecast or performance shifts are identified, including standard reporting and drill-down analytics - Explaining model results and reviewing drivers of observed gaps or deterioration in model performance with regional/country risk managers and internal model development teams - Conducting formal quarterly and annual model reviews according to MRMs guidance and standards, and responding to MRMs questions as needed - Obtaining and conducting QA/QC on all data required for CCAR/CECL model development - Delivering comprehensive model documentation - Working closely with cross-functional teams, including country/regions business stakeholders, model validation, governance teams, model development, and implementation teams Qualifications required for this role include: - Advanced Degree (Masters required, PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline - 2+ years of experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses - Experience with dynamics of unsecured products is a strong plus - Active role in performing some analytical components of an econometric modeling-driven stress loss process - Exposure to various stress loss modeling approaches at the segment or account level is preferred - Ability to communicate technical information verbally and in writing to both technical and non-technical audiences - Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel, and PowerPoint - Ability to work as an individual contributor If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, you can review Accessibility at Citi. Additionally, you can view Citis EEO Policy Statement and the Know Your Rights poster.,

As a member of the Global Consumer Bank (GCB) Risk Modeling Utility team within Citi, you will play a crucial role in supporting the US Consumer Banks Branded Cards portfolios. Your primary responsibility will be to develop Account Management Risk Models using both traditional and Machine Learning techniques. These models must be created in alignment with the Risk modeling policies and procedures set forth by the organization. Leveraging a variety of technologies such as SAS, R, Python, H2O, Spark, and more, you will extract valuable insights from data to drive informed decision-making. Your tasks will encompass all phases of model development, including design, training, testing, validation, and implementation. Collaboration with Technology, Risk policy, and Governance teams will be essential to ensure successful delivery of decision risk models to the market. Additionally, you will hone your presentation and articulation skills to effectively communicate the complexities of your work to diverse audiences. Key Responsibilities: - Build Account Management Risk Models using traditional and Machine Learning techniques. - Develop models in compliance with Risk modeling policies and procedures. - Utilize technologies such as SAS, R, Python, H2O, Spark, etc., to extract insights from data. - Manage all phases of model development from design to implementation. - Collaborate with cross-functional teams to deliver decision risk models in the market. - Enhance your presentation and articulation skills for effective communication. Qualifications: - 3+ years experience in Risk Modeling or a PhD degree in statistics, economics, or equivalent field. - Proficiency in statistical modeling concepts and industry best practices. - Strong quantitative and analytic skills for deriving patterns and insights. - Experience with analytical tools like SAS, SQL, R, Python, Spark, and MS Office suite. - Clear and concise written and verbal communication skills. - Self-motivated, detail-oriented, and curious about technological advances. - Bachelor's/University degree in statistics, mathematics, economics, or related field; Master's/PhD degree is a plus. In summary, this role at Citi offers you the opportunity to be part of a global team dedicated to making a real impact in the financial sector. Your contributions will be instrumental in shaping risk modeling strategies and driving business decisions.,

As an IT Strategy Consultant at Accenture, you will be part of the Technology Strategy & Advisory Practice, a key focus area within Accenture Strategy. Your role will involve enabling our most strategic clients to achieve exceptional business value from technology through innovative R&D transformation and agile methodologies. **Role Overview:** - Industry & Technology Infrastructure Assessment: Understand client technology operations in the context of global, industry, economic, technology, and social trends. - Draw Roadmaps for IT implementations: Identify data-driven Digital, IT, or Cloud technology strategy solutions and create practical implementation roadmaps. - Monitor Digital, IT & Cloud Strategy: Manage change, monitor processes, and take necessary remedial steps. **Key Responsibilities:** - Leverage your experience in technology strategy areas like Digital & Technology Strategy, Operating Model Design, Agile Operating Model Design, Workforce Transformation, Sourcing Strategy, IT Shared Services Strategy, Process Transformation, Value case/business case formulation, Enterprise Architecture, and Application Portfolio Strategy. - Provide thought leadership, market trend knowledge, and act as a trusted advisor to senior leadership. - Create expert content, enhance presentation skills, and engage in C-Level discussions. - Demonstrate expertise in a specific industry, client, or technology to advise senior leadership effectively. - Manage budgeting, forecasting activities, and financial proposals. **Qualifications Required:** - 5-8 years of Strategy Consulting experience at a consulting firm. - Experience in at least 2 of the example offerings: Tech Strategy, Tech Operating Models, IT Shared Services Strategy, Cloud Transformation, Industry & New Technology, Technology ROI/Cost Take Out, Modern Architecture, Data-Driven Enterprise. - Proficiency in writing business cases to support strategic initiatives and leading large teams effectively. - Good knowledge of technology, enterprise architecture concepts, and technology trends. - Strong understanding of industries like Financial Services, Retail, Consumer Goods, Telecommunications, etc., is preferred. - Exposure to industry frameworks like TOGAF, DODAF is desirable. In addition to the above, you will have the opportunity to work on transformative projects with key G2000 clients, collaborate with industry experts, and develop your skills through personalized training modules. Accenture is committed to accelerating equality for all and offers a culture of boundaryless collaboration across the organization. Join Accenture, a global professional services company focused on helping clients improve performance and create sustainable value. With a diverse workforce and a commitment to innovation, Accenture drives positive change in the world. Visit www.accenture.com to learn more about us and our services.,

As a Sr Director level executive in the Delivery Leader role at Capgemini, you will be accountable for end-to-end delivery of projects and programs with a portfolio exceeding 20MN+ in the Auto & Aerospace sector. Your responsibilities will include managing delivery for large, complex accounts and clients as part of portfolio management involving diverse technologies, preferably in the Automotive or Manufacturing domain. It is expected that you possess a good understanding of technology in any of the ERPs, preferably in SAP, with a strong business process understanding in the Automotive or Manufacturing domain. Additionally, you are expected to have EM level 2 certification and a client-centric mindset, driving conversations with client IT leadership and business, and maintaining relationships with clients to understand their needs. Your role will involve driving innovation and transformational agenda internally and with client organizations. You should have a strong understanding of the RFP process, be extensively involved in deal reviews, provide guidance to the solution team, review SOWs and MSAs. Key Responsibilities: - Manage end-to-end delivery of projects and programs with a portfolio exceeding 20MN+ in the Auto & Aerospace sector - Handle delivery for large, complex accounts and clients involving diverse technologies, preferably in the Automotive or Manufacturing domain - Possess a good understanding of technology in any of the ERPs, preferably in SAP, with a strong business process understanding in the Automotive or Manufacturing domain - Drive conversations with client IT leadership and business, maintain relationships with clients, and understand their needs - Drive innovation and transformational agenda internally and with client organizations - Understand the RFP process, be involved in deal reviews, provide guidance to the solution team, and review SOWs and MSAs - Demonstrate Delivery Process improvement, Productivity Improvement, and have a good understanding of the Agile model of working - Manage financial aspects including revenue recognition process, finance compliance, forecasting, and driving margin improvement programs - Handle Contract Management to ensure all programs are delivered as per contractual requirements - Manage Quality Management and Risk Management for top accounts and the portfolio/sector - Work with multiple internal stakeholders, service lines, and support functions to drive required outcomes and deliver as per contractual commitments - Mentor and guide EMs and CDPs, fostering a culture of excellence and process compliance Qualifications Required: - 18-22 years of experience with a strong project track record and demonstrated P&L contribution to sales - Bachelor's degree required; MBA strongly preferred - Experience in handling India-based client stakeholders for large global conglomerates preferred As a Client Partner at Capgemini, you will be responsible for developing long-term relationships with customers and working with current clients on sales. Your focus will be on building long-term value for our clients by satisfying their needs and requests, responding to their queries in a timely manner, and delivering a positive customer experience. You should have excellent communication and negotiation skills, be customer service-oriented, and aim to grow our business by building successful, long-term client relationships.,

You will be joining the Market/Counterparty Risk modelling team at Northern Trust as an Analyst/Senior Analyst in Bangalore with 0-4 years of relevant experience. Your major duties will include: - Developing Capital Market models for banks trading derivative products and securities lending portfolio - Collaborating with various stakeholders like front office business partners, regulators, Audit Services, and independent reviewers - Supporting stress testing, capital quantification, and internal capital allocation methodologies - Providing technical/theoretical inputs to resolve risk issues and enhance the risk framework - Conducting analysis independently to ensure accuracy and completeness - Interacting with different committees and/or senior management - Developing, implementing, and administering programs within Risk Management for specific products Qualifications required for this role include a Master's degree in Statistics/Economics/Mathematics or an advanced degree in a quant area. Alternatively, a B.Tech from a tier 1 college with an MBA in a related field is also acceptable. Skills required for this position are: - 0-4 years of hands-on market/counterparty quantitative risk related experience - Strong conceptual and technical knowledge of risk concepts and quantitative modelling techniques - Experience in Python, SAS, advanced Excel techniques, and VBA programming - Strong regulatory understanding for banking capital review rule, market risk rules, and model risk compliance - Strong organizational and interpersonal skills - Excellent verbal and written communication skills in English - Experience of working in a multi-cultural and global environment - Related Industry qualification (e.g., CFA, FRM) is a plus As a Northern Trust partner, you will be part of a flexible and collaborative work culture in an organization committed to assisting the communities they serve. Movement within the organization is encouraged, and senior leaders are accessible. Your career growth and development are supported, and you can take pride in working for a company dedicated to sustainability. Northern Trust is committed to providing reasonable accommodations to individuals with disabilities. If you need accommodation during the employment process, you can reach out to the HR Service Center at MyHRHelp@ntrs.com. Join Northern Trust in Bangalore, where you will work in a vibrant office space with over 5,600 employees, offering fantastic amenities and a collaborative environment. Apply today and explore the opportunity to work with one of the world's most admired companies!,

As a WAM Fund Accounting Business Analyst Senior Consultant at EY, you will be responsible for managing and delivering innovative solutions to clients in the Wealth or Asset management Industry. You must be flexible, adaptable, and passionate about innovation. Your role will involve liaising and managing key stakeholders and technical teams to ensure successful delivery of solutions. - Experience working in Wealth or Asset management Industry in the areas of portfolio accounting / fund accounting - Work experience in fund accounting platform migrations/implementations would be a big plus - Strong knowledge of various asset classes such as fixed income, equity, derivatives across front office, middle office, and back office for either or both buy and sell side of business - Exposure to portfolio management, trade execution, data control and operations, and portfolio administration - High-level understanding of data model and application/business architecture around the package - Understanding client requirements and streamlining them appropriately to the team - Relating high-level business requirements to appropriate package capabilities - Reviewing client processes and workflows, and making recommendations to maximize benefits from the package - Demonstrating good leadership skills - Excellent client-facing skills Qualifications Required: - MBA/CA/CFA/MCA/BE/B.Tech or equivalent with 5 to 10 years of experience Preferred Skills: - Good Techno-functional knowledge of Core Wealth/Asset management with exposure to Geneva/FIS Hedge Fund Portfolio Manager/Temenos Multifonds, Simcorp, etc. - Exposure to Charles River, Aladdin, Bloomberg AIM, or other front office platforms - Technical experience working on data, understanding relational data models, and SQL queries - Experience in Oracle, MS SQL, DB2 databases with good data analytics skills - Advanced Excel and VBA skills At EY, you will be part of a diverse team in over 150 countries providing trust through assurance and helping clients grow, transform, and operate across assurance, consulting, law, strategy, tax, and transactions. EY teams ask better questions to find new answers for complex issues facing our world today.,

Role Overview: At PwC, as a Cloud Technical Director, you will play a crucial role in driving business growth, shaping client engagements, and mentoring the next generation of leaders. You will be responsible for managing Oracle suite of software and technologies within an organization, overseeing tasks such as installation, configuration, administration, development, and support of Oracle products and solutions. Your role will involve setting the tone, inspiring others to follow, and creating a healthy working environment while maximizing client satisfaction. Key Responsibilities: - Lead in line with PwC's values and brand. - Develop new ideas, solutions, and structures to drive thought leadership. - Solve problems creatively and encourage others to do the same. - Balance long-term, short-term, detail-oriented, and big picture thinking. - Make strategic choices and drive change by addressing system-level enablers. - Promote technological advances and create an environment where people and technology thrive together. - Identify market gaps and convert opportunities into success for the firm. - Adhere to and enforce professional and technical standards as well as the firm's code of conduct and independence requirements. Qualifications Required: - Minimum 16+ years of total experience relevant to this position, including 10+ years of Project and portfolio management experience. - Experience with multiple full lifecycle cloud implementations or 10+ years of Oracle cloud experience. - Exposure from requirement development/definition to solution design, implementation, data-migration, system testing, user acceptance testing, and go-live. - Familiarity with SaaS and PaaS delivery models. - Strong business writing skills and verbal communication. - Strong analytical abilities and exposure to quantitative project management. - Experience in navigating cross-border and/or diverse teams and engagements. - Strong people and team management experience. (Note: Any additional details about the company were not provided in the job description.),

As a Sr. Principal Consultant/ Consulting Tech Manager specializing in ERP Consulting at Oracle Global Services Center (GSC), your role involves offering advice and expertise to clients to help improve their business performance. You will have a direct impact on consulting by working closely with clients to design, build, and implement strategic solutions that enhance their business performance. Here are some specific responsibilities you will have: - Adapt existing methods to create the best solutions for solving complex business problems - Understand the strategic requirements and direction of clients and offer appropriate solutions - Use considerable judgment to determine solutions, seeking guidance on complex problems when needed - Interact with peers and/or management (CXO levels) at a client and/or within Oracle Your responsibilities may include: - Supporting project teams in delivering a wide range of initiatives to align finance with business strategy - Working with management to develop finance strategies, including implementing end-to-end Cloud ERP and Enterprise Value business solutions - Supporting the development of Oracle's IP through initiatives around market research, capability development, knowledge management, etc. - Maintaining an understanding of advancements in regulations, technology, and innovations in Finance & Accounting Basic Qualifications: - Minimum of 8 years of combined finance and ERP consulting implementing experience - Solid understanding of the Finance function, operating models, organization structures, and process best practices - Cross Skill knowledge of Niche Modules like Financials Accounting Hub (FAH), Advanced Collections, Treasury, Risk Management - Ability to communicate clearly with clients, lead key requirement workshops, and understand requirements - Competence in developing presentations (MS Office: Word, PowerPoint, Excel) - Minimum of a Bachelor's degree in Commerce; Advanced Degree like CA, CPA, ICWA, MBA Finance is desirable Preferred Qualifications: - ERP technology implementation experience, especially with Oracle - Experience with Finance technologies such as EBS R12 & Fusion - Industry experience in Telecommunications, Banking and Financial Services, Public Sector Retail, Engineering and Construction, Professional services Professional Skills Requirements: - Excellent communication (verbal and written), facilitation, and interpersonal skills - Ability to interface effectively with clients individually and as part of an engagement team - Leadership and time management skills - Ability to work independently, manage multiple projects, assignments, and responsibilities - Strong problem-solving and troubleshooting skills - Desire to work in the management consulting industry with a deep interest in financial services Please note that while it is the intention for employees to work where they live, travel may be required at times due to the nature of the profession and client service. Location: Anywhere in India If you are keen to apply for this position, please share your resume at mandeep.y.kaur@oracle.com or apply through the official Oracle careers portal: [Apply here](https://careers.oracle.com/en/sites/jobsearch/jobs/preview/299810/ keyword=299810&location=India&locationId=300000000106947&mode=location),

Role Overview: As a professional and dynamic female model, you will be responsible for showcasing various clothing items in a stylish and captivating manner during photoshoots. Your role will involve posing for photoshoots to display different clothing items in a flattering and fashionable way. It is essential to be confident, comfortable in front of the camera, and capable of working with photographers and stylists to ensure successful shoots. Additionally, you will assist in creating visual content for marketing materials, websites, and social media. Key Responsibilities: - Pose for photoshoots to display different clothing items in a flattering and fashionable way. - Follow directions from the photographer, director, and stylist to achieve the desired look and mood. - Model various types of clothing, such as casual wear, formal attire, activewear, swimwear, etc. - Maintain a professional attitude and appearance throughout the photoshoot. - Assist in creating visual content for marketing materials, websites, and social media. - Be prepared for potential changes in wardrobe, location, and styling. - Attend pre-shoot briefings to understand the concept and clothing details. Qualifications Required: - Female candidate aged below 28. - Prior modeling experience is preferred but beginners are welcome. - Comfortable posing in different clothing styles and outfits. - Ability to collaborate effectively with photographers, makeup artists, and stylists. - Good physical fitness and ability to maintain posture for extended periods. - Professionalism, punctuality, and flexibility. - A strong portfolio or set of headshots is a plus. - Willingness to travel to photoshoot locations if necessary.,

You will be joining the Market/Counterparty Risk modelling team at Northern Trust as an Analyst/Senior Analyst based in Bangalore. Your primary responsibilities will include: - Developing Capital Market models for banks trading derivative products (FX and Interest Rate Derivative), securities lending portfolio, fixed income, and securitized issues - Collaborating with front office business partners, regulators, Audit Services, and other independent reviewers - Evaluating existing frameworks and industry leading practices, identifying development needs, and managing processes - Supporting stress testing, capital quantification, and internal capital allocation methodologies - Providing technical/theoretical inputs to resolve risk issues and enhance the overall risk framework - Ensuring modelling approaches meet internal corporate needs and regulatory requirements - Conducting analysis independently to ensure accuracy and completeness - Interacting with different committees and/or senior management - Developing, implementing, and administering programs within Risk Management for specific product(s) Qualifications required for this role include: - Master's in Statistics/Economics/Mathematics/advanced degree in quant area or B.Tech. from a tier 1 college with an MBA in a related field Skills required for this role: - 0-4 years of hands-on market/counterparty quantitative risk-related experience - Strong conceptual and technical knowledge of risk concepts and quantitative modelling techniques - Experience in Python, SAS, advanced Excel techniques, and VBA programming (Python is preferred) - Experience in building stochastic process pricing models and Monte Carlo Simulation models - Strong regulatory understanding for banking capital review rule, market risk rules, and model risk compliance (e.g., BASEL, CCAR, SR11/7) - Strong organizational and interpersonal skills - Excellent verbal and written communication skills in English - Experience of working in a multi-cultural and global environment - Related Industry qualification (e.g., CFA, FRM) is a plus Northern Trust, a globally recognized financial institution, has been providing innovative financial services for over 130 years. The Bangalore office, established in 2005, is home to over 5,600 employees and offers fantastic amenities such as the Arrival Hub Jungle, GameZone, and Employee Experience Zone. If you are looking to work in a flexible and collaborative environment with opportunities for career growth, Northern Trust could be the perfect fit for you. Apply today and be a part of a company committed to serving the communities it operates in.,

Role Overview: As a Credit Risk professional at Times Internet (across TIL), you will be responsible for developing and implementing Credit Risk Models, driving Expected Credit Loss (ECL) framework design, and formulating Credit Underwriting Frameworks for various lending products. Your role will involve ensuring regulatory compliance with RBI guidelines and internal governance while partnering with different teams to enhance risk policies and conduct portfolio analysis to identify risk trends. Key Responsibilities: - Develop, implement, and monitor Credit Risk Models aligned with business objectives. - Drive Expected Credit Loss (ECL) framework design, validation, and reporting in compliance with regulatory requirements. - Establish and refine Credit Underwriting Frameworks for various lending products. - Formulate and enhance Credit Risk Policies in line with RBI regulations and internal governance. - Partner with business, compliance, and operations teams to ensure risk policies are effective and scalable. - Conduct portfolio analysis to identify risk trends, provide insights, and recommend corrective actions. - Ensure regulatory compliance with RBI norms, audits, and risk assessments. Key Requirements: - 4-8 years of relevant experience in Credit Risk Management within NBFCs/Financial Services. - Strong knowledge of RBI guidelines, credit risk policies, and regulatory compliance. - Hands-on expertise in ECL framework and credit modelling. - Proven ability to design and implement credit underwriting policies. - Strong analytical, problem-solving, and stakeholder management skills. - Proficiency in data analysis tools (Excel, SQL, SAS, Python/R preferred). Preferred Background: - Experience working in NBFC / Banking sector with exposure to lending. - Knowledge of Basel norms, IFRS9, and risk regulatory frameworks.,

You will be joining the Portfolio Risk Modeling team as a Model Development Associate. Your role will involve supporting and developing regulatory models, executing and preparing model surveillance, and providing insights for various regulatory requirements. Your expertise in performance assessment methods and metrics for different types of risk models will be crucial for portfolio Risk, regulatory modeling, and forecasting methods. You will also play a key role in developing stress test models as part of the annual CCAR/CECL exercise. Your experience with econometric/statistical modeling, data manipulation, query efficiency techniques, reporting, and automation will be put to good use in this role. Your intellectual curiosity and passion for promoting solutions across organizational boundaries will be highly valued. Responsibilities: - Design, develop, test, and validate statistical models for Cards Unsecured Lending portfolio risk forecast and model performance monitoring - Utilize graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using various techniques such as logistic regression, multinomial regression, multivariate analysis, discriminant analysis, time series analysis, panel data analysis, and Survival Hazard Rate Models - Efficiently design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting - Process, cleanse, and verify the integrity of data used for analysis - Perform deep dive analysis to address ad hoc inquiries Qualifications: - MS, Engineering, or PhD degree in a quantitative discipline - Minimum 3+ years of hands-on work and research experience of advanced analytical skills in the areas of statistical modeling and data mining - Proficiency in advanced analytical languages such as SAS, R, Python, PySpark - Experience utilizing SQL in a relational database environment such as DB2, Oracle, or Teradata - Ability to deliver high-quality results under tight deadlines - Strong multi-tasking skills with demonstrated ability to manage expectations and deliver results Preferred qualifications, capabilities, and skills: - Knowledge of regulatory modeling (IFRS9/CECL/CCAR preferred),

As a Quantitative Risk Intern at CME Group, you will be part of a team responsible for developing Risk/Pricing Models to evaluate counterparty exposures to the Clearing House. Your role will involve working on models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, and Regulatory Capital. Additionally, you will be developing tools for Portfolio Analytics. You will collaborate with the team to perform back testing and statistical analysis to ensure the adequacy of margin coverage and justify model assumptions. **Principal Accountabilities:** - Conduct empirical studies and provide recommendations on margin levels, modeling issues, and risk-mitigation measures. - Ensure that models are updated with the latest proven theories in the field. - Deploy, test, and continuously improve models within the Production Infrastructure of CME. - Present results to Senior Management and/or Risk Committees. - Enhance existing risk models and design/prototype new models across different asset classes like OTC and Futures (e.g. Pricing, VaR, Backtest, Stress, Liquidity, etc.). **Skills & Software Requirements:** - Experience with programming languages such as C++/C#, R, VBA, and SQL is required. **Education:** - A Bachelor's degree in a technical discipline is required, while a Master's degree is preferred in disciplines like Math Finance, Applied Mathematics, Financial Engineering, or Software Engineering. At CME Group, individuals like you can impact global markets, transform industries, and shape tomorrow. You will be part of a team of experts who inspire you to grow. The company values diversity and inclusivity, ensuring that every employee's unique experiences and skills are acknowledged and valued. CME Group is an equal-opportunity employer, considering all potential employees without regard to any protected characteristic. Please be aware of recruitment fraud, as scammers may use misleading promises of job offers to solicit money and personal information from job seekers. CME Group follows established procedures to maintain trust, confidence, and security throughout the recruitment process.,

Role Overview: You will be responsible for defining and delivering IT strategy and transformation roadmaps aligned with organizational objectives, including target operating model design. Additionally, you will streamline systems, reduce costs, and align applications with business strategy through structured portfolio assessment. You must identify opportunities for cost savings through vendor optimization, cloud migration strategy, rationalization, and spend analytics. Your role will involve supporting enterprise architecture efforts in IT modernization and transformation programs, utilizing tools like TOGAF, LeanIX, and others. Strong stakeholder management and communication skills are essential in presenting insights to senior leadership. Key Responsibilities: - Define and deliver IT strategy and transformation roadmaps - Streamline systems, reduce costs, and align applications with business strategy - Identify opportunities for cost savings through vendor optimization, cloud migration strategy, rationalization, and spend analytics - Support enterprise architecture efforts in IT modernization and transformation programs - Utilize tools like TOGAF, LeanIX, and others - Present insights to senior leadership - Proficiency in MS Office (PowerPoint, Word, Excel) and tools like Visio or Lucidchart for process mapping and documentation - Experience in basic project coordination and use of visual design tools preferred Qualifications Required: - Certification in Ardoq or TOGAF - Experience in Enterprise or IT Value Realization - Vendor selection and onboarding leadership - IT and Business Operating Model Transformation - IT due diligence and integration/separation strategy leadership - Experience in working with cross-functional teams and managing tight deadlines About the Company: Grant Thornton INDUS comprises GT U.S. Shared Services Center India Pvt Ltd and Grant Thornton U.S. Knowledge and Capability Center India Pvt Ltd. Established in 2012, Grant Thornton INDUS supports the operations of Grant Thornton LLP, the U.S. member firm of Grant Thornton International Ltd. The firm prides itself on being collaborators obsessed with quality and ready for anything, who understand the value of strong relationships. Grant Thornton INDUS fosters a culture of empowered people, bold leadership, and distinctive client service. The firm is transparent, competitive, and excellence-driven, offering professionals an opportunity to be part of something significant. Additionally, professionals at Grant Thornton INDUS engage in community service activities to give back to the communities they work in. Grant Thornton INDUS has offices in Bengaluru and Kolkata.,

Role Overview: You will be joining the Model Risk Management Group (MRMG) as a Senior Consultant, Risk Analytics at Northern Trust. Your primary responsibility will be to lead the discovery and diagnostic of AI/ML model related risks, including various aspects such as input data, assumption, conceptual soundness, methodology, outcomes analysis, benchmarking, monitoring, and model implementation. Key Responsibilities: - Independently validate Artificial Intelligence (AI), Machine Learning (ML), and Generative AI (GenAI) models, covering supervised, unsupervised, reinforcement learning, and foundation model categories. - Evaluate Gen AI model risk, including aspects like hallucination, prompt injection, data leakage, reproducibility, and alignment with Responsible AI principles. - Assess model robustness, interpretability, fairness, and bias using quantitative and qualitative techniques. - Understand risks posed by AI/ML models such as Fairness, Privacy, Transparency, and Explainability. - Have familiarity with financial models used in portfolio analysis, asset management, Value at Risk, Monte Carlo, CAPM, Factors, stress testing, CCAR, CECL, etc. - Solve complex quantitative problems, analyze solutions using technical experience and judgment, and challenge the selection, training, and testing of machine learning algorithms. - Review and validate various quantitative models used in the bank, including CECL and CCAR/DFAST stress testing, credit risk loss projections, operational risk, interest rate risk models, AML, and other machine learning models. - Ensure model development, monitoring, and validation approaches meet regulatory expectations and internal risk management needs. - Document observations, present findings, recommend action plans, track remediation progress, and evaluate evidence for remediation. - Establish and maintain strong relationships with key stakeholders such as model developers, owners, and users. Qualifications: - 9 - 12 years of modeling or quantitative analysis experience in a relevant discipline. - College or University degree in STEM field, mathematics, actuarial science, engineering, or related discipline (Advanced degree preferred). - Strong knowledge of AI/ML techniques, including classification, clustering, neural networks, NLP models, and foundational models like GPT, BERT, etc. - Experience in validating machine learning models for performance, fairness, explainability, and compliance. - Good interpersonal, verbal, and written communication skills. - Programming experience in Python required, experience in SAS and R desired. - Mastery of analytical tools like Excel, Word, and PowerPoint. - Deep understanding of linear regression and logistic regression. - Familiarity with cloud data technologies desired. Additional Company Details: Northern Trust, a Fortune 500 company, has been providing innovative financial services for over 130 years. With a focus on service, expertise, and integrity, Northern Trust serves sophisticated clients worldwide using leading technology and exceptional service. The Bangalore office, established in 2005, is home to over 5,600 employees and offers fantastic amenities for clients and employees to enjoy.,

Role Overview: As a CCAR Quantitative Modeler for Unsecured Products within US Personal Banking Risk, you will be responsible for developing CCAR/CECL models for unsecured portfolios such as credit cards and installment loans. Your key responsibilities will include: Key Responsibilities: - Obtaining and conducting QA/QC on all data required for CCAR/CECL model development - Developing segment and/or account level CCAR/CECL stress loss models - Performing all required tests, such as sensitivity and back-testing - Validating/recalibrating all models annually to incorporate the latest data and redeveloping as needed - Delivering comprehensive model documentation - Working closely with cross-functional teams, including country/regions business stakeholders, model validation and governance teams, and model implementation team - Preparing responses/presentations to regulatory agencies on all CCAR/CECL models built Qualification Required: - An Advanced Degree (Bachelors required, Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline - 2+ years of experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses - Experience with dynamics of unsecured or secured products is a strong plus - Active role in performing some analytical components of an econometric modeling-driven stress loss process, including data collection, data integrity QA/QC/reconcilements, pre-processing, segmentation, variable transformation, variable selection, econometric model estimation, sensitivity testing, back testing, out-of-time testing, model documentation, and model production implementation - Exposure to various stress loss modeling approaches at the segment or account level preferred - Ability to communicate technical information verbally and in writing to both technical and non-technical audiences - Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel, and PowerPoint - Working as an individual contributor This role falls under the Risk Management job family group and specifically within Risk Analytics, Modeling, and Validation. It is a full-time position requiring analytical thinking, business acumen, data analysis, risk identification, and assessment skills among others. Your work will involve constructive debate, policy compliance, and risk monitoring.,

Role Overview: You will be joining the team as a Portfolio Management Actuary, reporting directly to the Head of Portfolio Management. This role offers a unique opportunity to contribute to shaping the portfolio management strategy and ensuring its successful execution. Your responsibilities will include planning, monitoring, and engaging with cross-functional stakeholders to embed and progress this critical initiative. Key Responsibilities: - Contribute to the implementation of the portfolio and cycle management framework. - Support the development of a clear process and framework for portfolio management decision-making and performance management. - Engage in change management activities across product, market unit, and other functions to embed processes and decisions into day-to-day thinking. - Support the Smart Circle process on a quarter-to-quarter basis to ensure the right actions are taken across CorSo portfolios. - Conduct maturity assessments of portfolios regarding process, people, and capability in portfolio management, collaborating with the Head of Portfolio Management and APM leadership team to drive change. - Provide insights and expertise to support the successful execution of the portfolio management strategy. Qualifications Required: - Nearly qualified or qualified actuary with P&C experience (experience in portfolio and cycle management strategies is highly desirable). - Strong analytical skills, good understanding of reporting systems, actuarial models, and data management. - Strong industry knowledge, business insight, and technical skills. - Extensive experience with data and analytical management techniques. - Strong actuarial technical capability with the ability to create solutions and coach others to do so. Additional Company Details (if available): Swiss Re is one of the world's leading providers of reinsurance, insurance, and other forms of insurance-based risk transfer. They work to make the world more resilient by anticipating and managing various risks, from natural catastrophes and climate change to cybercrime. With over 14,000 employees worldwide, Swiss Re combines experience with creative thinking and cutting-edge expertise to create new opportunities and solutions for their clients.,

You will be joining the Model Risk Management Group (MRMG) at Northern Trust as a Senior Consultant, Risk Analytics. Your primary responsibility will be to lead the discovery and diagnostic of AI/ML model related risks, including input data, assumptions, conceptual soundness, methodology, outcomes analysis, benchmarking, monitoring, and model implementation. **Key Responsibilities:** - Perform validation of Artificial Intelligence (AI), Machine Learning (ML), and Generative AI (GenAI) models independently across various categories. - Evaluate Gen AI model risks such as hallucination, prompt injection, data leakage, reproducibility, and alignment with Responsible AI principles. - Assess model robustness, interpretability, fairness, and bias using quantitative and qualitative techniques. - Demonstrate solid understanding of risks posed by AI/ML models including Fairness, Privacy, Transparency, and Explainability. - Have familiarity with financial models used in portfolio analysis, asset management, Value at Risk, Monte Carlo, CAPM, Factors, stress testing, CCAR, CECL, etc. - Solve complex quantitative problems, analyze solutions using technical experience and judgment, and develop an understanding of various algorithms. - Conduct reviews of bank-wide quantitative models and ensure regulatory expectations are met. - Document observations, present findings, recommend action plans, and monitor remediation progress. - Establish and maintain strong relationships with key stakeholders. **Qualifications:** - 9 - 12 years of modeling or quantitative analysis experience in risk management, statistical/mathematical, AI/ML, and financial modeling. - College or University degree in STEM field, mathematics, actuarial science, engineering, or related discipline (Advanced degree preferred). - Strong knowledge of AI/ML techniques, including neural networks, NLP models, and foundational models like GPT, BERT. - Experience in validating machine learning models and familiarity with GenAI risks and controls. - Good interpersonal, verbal, and written communication skills. - Programming experience in Python required, experience in SAS and R desired. - Mastery of analytical tools such as Excel, Word, and PowerPoint. - Deep understanding of linear regression and logistic regression. - Familiarity with cloud data technologies desired. You will be part of a flexible and collaborative work culture at Northern Trust, where movement within the organization is encouraged, and senior leaders are accessible. Apply today and explore the opportunity to work with one of the most admired and sustainable companies. If you require reasonable accommodations during the employment process, please contact Northern Trust's HR Service Center at MyHRHelp@ntrs.com. We look forward to hearing more about your interests and experience to see how they align with our organization. Join us in building your career with Northern Trust! #MadeForGreater,

Role Overview: At PwC, you will be part of the managed services team focusing on providing outsourced solutions and support to clients across various functions. Your role will involve streamlining operations, reducing costs, and improving efficiency by managing key processes and functions on behalf of organizations. You will utilize your skills in project management, technology, and process optimization to deliver high-quality services to clients. Specifically, in managed service management and strategy, you will be responsible for transitioning and running services, managing delivery teams, programmes, commercials, performance, and delivery risk. Your work will revolve around continuous improvement and optimizing managed services processes, tools, and services. Key Responsibilities: - Define and implement the IT4IT reference architecture - Drive IT operating model transformation aligned with business goals - Lead integration and governance of tools across Plan-Build-Run domains - Ensure interoperability between platforms (e.g., ServiceNow, Jira, AIOps) - Standardize and digitize key IT value streams (e.g., Strategy to Portfolio, Detect to Correct) - Implement a common data model across tools for real-time visibility - Define KPIs to monitor health of IT operations and delivery - Partner with CIO, CISO, IT Ops, and Application leaders to align execution - Ensure compliance with security, privacy, and enterprise architecture policies - Build and mentor a cross-functional team of IT architects, process owners, and toolchain leads Qualifications: - 15-20 years in IT strategy, enterprise architecture, or service management - Deep expertise in the IT4IT reference model (Open Group), ITSM, and DevOps - Hands-on experience with tools like ServiceNow, Jira, Azure DevOps, Dynatrace, Splunk, Apptio - Experience in IT operating model transformation or running IT as a business - Proven success in leading cross-functional teams and delivering measurable outcomes - Strong communication and stakeholder engagement skills Additional Company Details: At PwC, we value integrity, inclusion, and a commercial mindset as foundational to our success. We prioritize quality and aim to create a healthy working environment while maximizing client satisfaction. As part of our team, you will have the opportunity to shape client engagements, drive business growth, and mentor the next generation of leaders. Your role is crucial in inspiring others to follow the vision and contribute to continuous improvement within the managed services process.,

As a Portfolio Assistant at PeakAlpha, you will have the opportunity to work with India's best financial advisors and learn what it takes to excel in the industry. Your role will involve making a real difference in transforming people's lives by ensuring their financial health brings them real happiness. You will have the satisfaction of working productively and ethically, safeguarding your clients" money as if it were your own, allowing you to sleep in peace every night. Additionally, you will enjoy the flexibility of working hours while still achieving all your goals. At PeakAlpha, you will never stop learning and having fun, with regular team offsites to keep you engaged. Located in the heart of Bangalore, you will stay current with the city's buzz and have the opportunity to work with 5000 clients who bless the organization each day. Key Responsibilities: - Work with the Wealth Advisors on fulfilling service and redemption requests - Assist in writing and sending customer reports - Support the organization's expansion by procuring workshops and arranging them - Support the Wealth Advisor in setting up initial discussions for potential leads - Shadow the Wealth Advisor in day-to-day activities, customer reviews, and meetings to understand PeakAlpha's process and Customer Relationship Management in depth Qualifications: - MBA (preferably in Finance) Required Skills: - Keen interest to learn and grow as a financial advisor - Excellent communication, interpersonal, and listening skills - Attention to detail - Research and analytical skills - Ability to engage with people and build deep, high-quality relationships About PeakAlpha: PeakAlpha is an award-winning, SEBI-registered wealth management company with a commitment to respecting and managing others" money as if it were our own. The company values long-term relationships with customers, employees, and associates, guided by ethical business practices and a customer-oriented approach. With state-of-the-art models and a team of qualified professionals, PeakAlpha crafts financial plans for customers across various categories. Benefits: - Formal training from industry-leading financial advisors - Growth opportunities within the company - Flexible work hours and a hybrid model - A culture focused on ethics and people, with opportunities for advancement and development - High impact role - Competitive remuneration and incentive structure If you are interested in being a part of PeakAlpha's high-growth journey, please send your resumes to careers@peakalpha.com and join an organization that values equal opportunities.,