Genpact (NYSE: G) is a global professional services and solutions firm delivering outcomes that shape the future. Our 125,000+ people across 30+ countries are driven by our innate curiosity, entrepreneurial agility, and desire to create lasting value for clients. Powered by our purpose the relentless pursuit of a world that works better for people we serve and transform leading enterprises, including the Fortune Global 500, with our deep business and industry knowledge, digital operations services, and expertise in data, technology, and AI. Inviting applications for the role of Manager/ Assistant Manager/Senior Manager- Model Validation analyst, Analytics Responsibilities 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 Qualifications we seek in you! Minimum Qualifications: Masters degree in a quantitative discipline, with experience in quantitative data analytics and modeling Experience in design of Statistical models using regression (linear/logistic/GAM), optimization, time series, survival modeling techniques Proficient in SAS for data mining and model development Agile development and delivery Proactive approach Very strong analytical skills Ability to manage & prioritize high quality deliverables Must have the right attitude and level of flexibility Strong team player Able to work within tight deadlines, multi-task and deliver on commitments Should have strong consulting mindset to engage with Global senior stakeholders Preferred Skills/Qualifications: Model Development experience in banking and capital markets domain Understanding of US banking regulations on Capital, Provisioning Basel, CCAR, CECL and experience of developing or validating regulatory models preferred Prior experience in data science delivery roles Hands-on experience in Python or R Proficiency in advanced Excel macros/VBA Job Senior Manager Primary Location India-Bangalore Schedule Full-time Education Level Master's / Equivalent Job Posting Mar 12, 2025, 5:53:24 AM Unposting Date Ongoing Master Skills List Operations Job Category Full Time,
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Employement Type: Full time Industry: BFSI Role Category: Not Specified Functional Area: Not Specified Role/Responsibilies: Sr. Manager-BFS042783 Job in Genpact at Other
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Company: Genpact Location(s): Other Karnataka Email: hi*********l@