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Senior Manager - Risk Analytics & Modeling

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.


Transformation happens here. Come, be a part of our exciting journey!


Are you the one we are looking for?

Inviting applications for the role of Senior Manager, Risk & Analytics

Responsibilities:

Rolling out an opportunity for a best-in-class risk modeling professional to lead client facing projects/engagements in model development, independent validation and portfolio analytics in the risk and regulatory area. This would involve application of various industry standard methodologies and techniques in risk modeling. In addition to working hands on as delivery lead for advanced risk analytics projects, the selected candidate would need to supervise, handle and train teams responsible for developing and/or validating retail models. Charter of the role spans:

  • Providing thought leadership and oversight for a team of risk modelers
  • Leading development of model methodologies, algorithms and diagnostic tools for testing model robustness, sensitivity and stability
  • Build decision models/strategies for regulatory compliance, and portfolio risk management
  • Helping develop thorough technical documents for distribution and presentation to senior management, model developers, auditors and regulators
  • Prepare a detailed work plan to deliver on the project and coordinate inputs to support timely and effective delivery in risk analytics
  • Participate in client discussions and demonstrate knowledge, capabilities and credentials in Customer Business Planning, Innovation, Sales & Operations Planning
  • Participate in solution development, proposal build and RFI/RFP responses for new deals

Qualifications:

  • Masters in Finance, Math, Economics, Statistics or equivalent experience
  • Experience in credit risk analytics, with primary proficiency in risk and regulatory modeling for banking and financial services, working with global banks and/or banking clients
  • Experience of working in and/or leading independent model validation (SR 11-7/EBA) across credit risk, stress testing and capital planning models for US and/or European Banks
  • Solid grasp of global regulations: SR 11-7, Basel III and IV, CCAR/DFAST ECB and TRIM guidelines etc. Increased focus on new regulatory programs such as IFRS 9, CECL & IRRBB
  • Experience across model types - Scorecards, Rating Models, PD, LGD, EAD, Stress Testing, Loss Forecast, Provisioning and Capital Planning Models
  • Proficiency in advanced modeling techniques, including but not limited to – Regression models (Linear, Logistic, GAM, etc.), Segmentation, (Cluster Analysis, CHAID/CART/Decision Trees, etc.), VAR modeling, Time Series Analysis, Markov TPM Models, Survival Models
  • Experience of validating or developing Stress Testing, PPNR and IFRS 9/CECL models for large and mid-sized banks
  • Flexibility to adapt to a variety of engagement types, working hours and work environments and locations.
  • Software proficiency - Advanced SAS, MS Office, Python, R
  • Experience in designing RFP/RFI/RFQ responses for new deals and solution development for proposals
  • Consultative approach and experience in client collaborating with good interpersonal skills
  • Must be eloquent and confident to lead senior partner conversations
  • Experience with application of machine learning techniques including XG Boost, GBM, Neural Network, SVM and Random Forest preferred

Relevant Skills:

  • Risk Model Validation and/or Model Development
  • Experience across a spectrum of model types and modeling techniques
  • Retail and Wholesale Credit Risk Analytics
  • Outstanding project management skills to lead project implementation and ensure desired outcomes
  • Prior team leadership skill and large team stabilizing experience
  • Software proficiency - SAS, MS Office (R, Python experience preferred)
  • Attention to detail and accuracy, very good Analytical Skills and outstanding aptitude for Problem Solving
  • Excellent customer facing skills that include conducting compelling technical briefing & demonstrations including critical issues, status reports and resolving impediments. The person should have a technical capability to fix applications, implement new technologies and articulate the solutions to the customer

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.

 


Job: Senior Manager

Job ID: BFS012314

Primary Location: India - Bangalore

Education Level: Master's / Equivalent

Job Posting: Dec 2, 2020

Master Skills List: Digital

Job Category: Full Time