Careers at Genpact

Jobs

  • Facebook
  • Twitter
  • Linkedin
  • Email

Business Analyst-M&T Model Validation

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.

 

Are you the one we are looking for?

We are inviting applications for the role of Business Analyst, Model Validation

In this role, you will be responsible for model development, implementation & documentation - for a BFS client in the US.

Responsibilities

You will be primarily working for the centralized advanced analytics team of banking firm and will require interacting and building models for various business units including their risk, accounting, customer analytics, re marketing stakeholders. You will also be responsible for coordinating with auditors and model validation teams to ensure acceptance and approval of models built. Your activities will include, but will not be limited to the following:

· End-to-end independent validation of credit risk and regulatory models – PD, LGD, EAD, Stress Testing, CECL, Credit Scorecards, AML models etc.

· 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

Qualifications we seek in you!

Minimum qualifications

· Master’s in Finance, Mathematics, Economics, Statistics, or equivalent experience

· Experience in BFS analytics, with proven experience in statistical 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 of communicating and coordinating across multiple business units

· Expertise in SAS & Python/R

· Experience of managing projects independently

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: Business Analyst

Job ID: BFS014903

Primary Location: India - Kolkata

Education Level: Bachelor's / Graduation / Equivalent

Job Posting: Jun 4, 2021

Master Skills List: Digital

Job Category: Full Time