Genpact - Model Validation + Credit Risk + SAS Role - Wholesale/Commercial Banking Domain (5-8 yrs)
- 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
- 5-8 years- experience in analytics in the banking and financial services industry
- 3+ years- 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
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