03/07 Komal
HR Consultant at Genpact

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Genpact - Data & Advanced Analytics Role - Credit Risk/Model Development & Validation (5-12 yrs)

Bangalore/Kolkata Job Code: 831827

Opening with Genpact - Data & Advanced analytics - Credit Risk - Model Development & Validation (PD,LGD,IFRS)


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.

Manager, Data and Advanced Analytics

Function: Operations

Location: Bangalore

- Candidates with experience in regulatory models like LGD and EAD models, IFRS9/CECL Forward Looking Models, EBA/CCAR Stress Testing Models will be preferred.

- 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 :

- Provide technical guidance to team on the validation projects

- Mentor and review work of team members

- Work hands-on on critical validation projects

- Assess the models conceptually and quantitatively to ensure the model is suitable for the stated use. Conduct necessary assessments to challenge the model effectively. Assess adequacy of model documentation

- Prepare model validation report summarizing findings and providing recommendations

Qualifications:

- Good experience in analytics in the banking and financial services industry

- Good experience in credit risk model development or model validation

- Understanding of consumer/ commercial products and credit risk in lending

- Experience and knowledge of statistical/quantitative modeling techniques including regression, segmentation, time series, survival modeling etc.

- Basic understanding of PD, EAD, LGD parameters and Basel regulations

- Strong client management and communication skills - written & verbal.

- Ability to work independently on projects

- Proficient in SAS programming

- Bachelor's degree or higher in engineering, mathematics, statistics or economics

- Experience of developing or validating Basel regulatory models preferred

- Programming in additional languages like Python, R, preferred

Genpact is an Equal Opportunity Employer and considers applicants for all positions without regard to race, color, religion or belief, sex, age, national origin, citizenship status, marital status, military/veteran status, genetic information, sexual orientation, gender identity, physical or mental disability or any other characteristic protected by applicable laws. Genpact is committed to creating a dynamic work environment that values diversity and inclusion, respect and integrity, customer focus, and innovation. For more information, visit www.genpact.com. Follow us on Twitter, Facebook, LinkedIn, and YouTube.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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