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Senior Associate at Genpact
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Genpact - Analyst/Assistant Manager - Credit Risk Model Validation (4-6 yrs)
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 .
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