Associate Director
Posted 4 Sep 2026
Advertised as “Oliver Wyman - Associate Director (Data Science) - Gurugram”
BranchFactor Summary
The original posting with the fluff stripped out
- Expected experience
- 9–12 yrs
- Management level
- People management
- Employment
- Hybrid
No salary listed for this role.
Field of studyComputer Science, Data Science, Economics, Engineering, Finance, Mathematics, Statistics (or related)
Study levelBachelor's or higher
About Oliver Wyman
At Oliver Wyman, a Marsh (NYSE: MRSH) business, we bring deep industry insight, bold innovation, and a collaborative approach that cuts through complexity to help organizations navigate their most defining transformative moments.
As a business of Marsh, we work alongside the world’s leading experts across risk, reinsurance and capital, people and investments, and management consulting. Together with Marsh Risk, Guy Carpenter, and Mercer, we help organizations build resilience and competitive advantages from every angle. With annual revenue over $24 billion and more than 90,000 colleagues in 130 countries, Marsh helps build the confidence to thrive through the power of perspective.
For more information, visit oliverwyman.com, or follow us on LinkedIn and X
About Data and Analytics (DNA) Practice
At Oliver Wyman Data and Analytics, we partner with clients to solve tough strategic business challenges with the power of analytics, technology, and industry expertise. Our India DNA team brings high-quality analytics and quantitative talent into global consulting engagements, delivering practical, client-ready solutions across financial services and other priority sectors.
Role Summary
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.
You will work with Oliver Wyman partners and senior client stakeholders to shape quantitative solutions, guide teams from problem definition through implementation, and translate complex model results into practical business and risk decisions. This role combines hands-on technical depth with workstream leadership, coaching, and client engagement.
Key Responsibilities
-
Lead end to end model development or independent validation and advanced analytics workstreams across credit risk (PD, LGD, EAD, IFRS 9/ECL), provisioning, stress testing, capital, portfolio analytics, forecasting, and related banking use cases.
-
Define analytical scope, solution architecture, methodologies, workplans, timelines, and quality standards for complex modeling engagements.