jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
08/11 Swapna Nagalapur
Senior Associate at Genpact

Views:248 Applications:50 Rec. Actions:Recruiter Actions:4

Genpact - Analyst/Assistant Manager - Credit Risk Model Validation (4-6 yrs)

Kolkata Job Code: 1177438

Credit Risk Model Validation Role - Kolkata Location

- With a startup spirit and 90,000+ curious and courageous minds, we have the expertise to go deep with the world's biggest brands-and we have fun doing it. Now, we're calling all you rule-breakers and risk-takers who see the world differently, and are bold enough to reinvent it. Come, transform with us.

- Inviting applications for the role of Model Validation analyst, Analytics (Assistant Manager)

- In this role, the candidate would be required to carry out end-to-end validation of credit risk models including the evaluation of the models from qualitative and quantitative standpoint and summarizing the findings in a report.

Responsibilities :

- Evaluate adequacy of theoretical framework and model design. Conduct research as required and provide supporting materials (white papers/ Fed/ OCC publications) to either support or reject a modeling framework

- Familiarize oneself with applicable banking regulations for assessing capital adequacy, stress testing, provisioning etc. CCAR, CECL

- Evaluate accuracy and support for key assumptions and data

- Conduct replication of model results to confirm accuracy of model code and processing accuracy and capacity

- Conduct review of SAS, Python or R codes and write new codes for statistical tests

- Conduct sensitivity and back testing analysis. The sensitivity analysis would include sensitivity of model results to changes in parameters and data inputs

- Assess limitations of model results for its intended use

- Adequacy of model documentation

- Prepare model validation report summarizing findings and providing recommendations

- Participate in exit meetings and provide assistance and support in explaining findings to business stakeholders

- Communicate with client stakeholders on regular basis to discuss project progress and analysis outputs .

Women-friendly workplace:

Maternity and Paternity Benefits

Add a note
Something suspicious? Report this job posting.