Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
16/09 Akankasha
Manager at Genpact

Views:1239 Applications:318 Rec. Actions:Recruiter Actions:67

Genpact - Model Validation + Credit Risk + SAS Role - Wholesale/Commercial Banking Domain (5-8 yrs)

Any Location/Bangalore/Kolkata Job Code: 979060

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

- 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

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

Add a note
Something suspicious? Report this job posting.