DG-Senior Manager - Analytics
- Genpact India
- 4 to 6 Yrs
- Bengaluru
- 3 years ago
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Job Description
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.
We are inviting applications for the role of Senior Manager, Data and Advanced Analytics
The position is in a team supporting a client that is primarily responsible for leading model risk across finance, consumer, and commercial divisions of the bank. The models span a variety of techniques/approaches including statistical, mathematical, time-series, econometric, machine learning, and qualitative modeling. These models in scope are used in regulatory capital planning and underwriting. The portfolios include mortgage, credit cards, auto, home equity, student loans, small business on the consumer side and C&I, CRE , Wholesale Dealer finance, Fleet finance, Working Capital Loan on the commercial side.
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 the qualitative and quantitative standpoint and summarizing the findings in a report
Responsibilities
Provide technical mentorship to the 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 vital assessments to challenge the model efficiently. Assess the adequacy of model documentation
Prepare model validation report summarizing findings and providing recommendations
Qualifications
Minimum qualifications
Experience in analytics in the banking and financial services industry
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
Client management and interpersonal skills written & verbal.
Ability to work independently on projects
Proficient in SAS programming
Bachelor s degree or higher in engineering, mathematics, statistics or economics
Preferred qualifications
Programming in additional languages like Python, R
Experience of developing or validating Basel regulatory models
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.
Employement Category:
Employement Type: Full timeIndustry: IT - Software Role Category: IT Operations / EDP / MIS Functional Area: Not ApplicableRole/Responsibilies: DG-Senior Manager - AnalyticsContact Details:
Company: Genpact IndiaLocation(s): Bengaluru
Keyskills: finance sales ltd mis accountancy credit risk home equity time series risk models student loans stress testing customer focus small business working capital machine learning model validation client management
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Genpact (NYSE: G) is a global professional services firm focused on delivering digital transformation for our clients, putting digital and data to work to create competitive advantage. We do this by integrating lean principles, design thinking, analytics and digital technologies with our domain and ...
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