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Senior Manager - Data and Advanced Analytics

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 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.

 

Job: Senior Manager

Job ID: BFS015673

Primary Location: India - Bangalore

Education Level: Master's / Equivalent

Job Posting: Aug 17, 2021

Master Skills List: Operations

Job Category: Full Time