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Senior Manager - Risk Modelling

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.

 

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 Modeling

We are looking for candidate with experience in risk, statistical model development and portfolio analytics.  This would involve application of various industry best practices and techniques in the risk modeling area including but not limited to linear/ logistic regression, time series methods, Markov chain, survival modelling and advanced machine learning techniques.

The candidate would be primarily working for the analytics team of a large banking client and will be required to deliver intermediate to sophisticated level of data gathering, validation, data manipulation, model development and testing under mentorship of a project lead.

The responsibilities would span data gathering, analysis and preparation, development of component models, developer testing of the models, and preparing comprehensive model documentation in compliance with regulatory and internal requirements across different portfolios consumer/commercial, Credit-cards, Mortgage, etc.) for Risk and Financial Management.

Responsibilities

  • Work across risk and regulatory modeling and data analytics projects  
  • Development, re-development and calibration of risk and regulatory models, including but not limited to credit decision scorecards, fraud and AML models, Basel IRB – PD, LGD, EAD, Stress Testing and IFRS 9/CECL models

 

  • Model monitoring and implementation support
  • Development of modeling strategies for automated decision making
  • Develop and support the reports to be shared with senior management at the desired frequencies
  • Excellent knowledge of various statistical techniques and proven skill in statistical modeling (Regression, Logistic Regression, Time series, Clustering, CHAID/Classification trees Etc.)
  • Data and quantitative analysis to support modeling decisions
  • Detailing model techniques and interpretation of variables used in the models be documented and presented to client Stakeholders
  • Validation for the source data quality, forecast data quality as well as change management
  • In addition to working on model development, the candidates would be required to present their analysis and model results to senior stakeholders in the client organization

Qualifications we seek in you!

Minimum qualifications

  • Experience in BFS analytics, experience in credit risk analytics and modeling (Regression, Time Series, Survival Models, Markov TPM, scorecards etc.)
  • Good client management and communication/presentation skills – written & verbal
  • Master’s degree in quant discipline - Statistics/Economics/Finance/Mathematics
  • Ambitious, proactive, “can-do” attitude. Ability to work under ambiguity and with minimal direct supervision.
  • Expertise in SAS and SQL
  • Working knowledge of Python
  • Hands-on experience in Machine Learning (XGBoost, Neural Network, Deep Learning) modeling is a plus
  • Ability to work independently without significant much supervision
  • Good to know development of benchmark ML models using different techniques

 Preferred qualifications

  • Excellent Communication skills
  • Self-motivated and execution oriented
  • Ability to learn very quickly and identify improvement opportunities – high energy and self-starting individual

 

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: BFS014431

Primary Location: India - Bangalore

Education Level: Bachelor's / Graduation / Equivalent

Job Posting: Jun 16, 2021

Master Skills List: Operations

Job Category: Full Time