Assistant Manager
Genpact
5 - 10 years
Noida
Posted: 9/3/2024
Job Description
Responsibilities
• End-to-end independent validation of credit risk and regulatory models – PD, LGD, EAD, Stress Testing, CECL, Credit Scorecards, AML and counter fraud models etc.
• First time (baseline), change based and annual validation
• Assess the models conceptually and quantitatively to ensure the model is suitable for the stated us
• Conduct necessary assessments to challenge the model effectively. Assess adequacy of model documentation
• Development of benchmark models using statistical/Machine Learning techniques
• Identify opportunities to enhance efficiency in model validation processes
• Assessment of the model monitoring and implementation process
• Prepare model validation report summarizing findings and provide recommendations
Minimum Qualifications
• Master’s degree or higher in Finance, Mathematics, Economics, Statistics, or equivalent experience
• Experience in BFS analytics, with experience in credit risk modeling/independent validation of models (Regression, Time Series, Competing Risk, Survival Models, Markov TPM, scorecards, etc.)
• Experience in retail and wholesale credit risk modeling
• Understanding of and experience in regulatory risk modeling/validation – SR 11-7, CECL, IFRS 9, CCAR, Basel IRB.
• Strong communication/presentation skills – written & verbal
• Self-driven, proactive, “can-do” attitude. Ability to work under ambiguity and with minimal supervision.
• Strong project management experience and demonstrated expertise in communicating and coordinating across multiple business units
• Expertise in SAS & Python/R
• Experience in managing projects independently
About Company
Genpact is a global professional services firm delivering digital transformation by putting digital and data to work to create competitive advantage.
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