Assistant Manager-BFS038699

Genpact (NYSE: G) is a global professional services and solutions firm delivering outcomes that shape the future. Our 125,000+ people across 30+ countries are driven by our innate curiosity, entrepreneurial agility, and desire to create lasting value for clients. Powered by our purpose - the relentless pursuit of a world that works better for people - we serve and transform leading enterprises, including the Fortune Global 500, with our deep business and industry knowledge, digital operations services, and expertise in data, technology, and AI.

Inviting applications for the role of Assistant 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. Get to know us at www.genpact.com and on X , Facebook , LinkedIn , and YouTube .Furthermore, please do note that Genpact does not charge fees to process job applications and applicants are not required to pay to participate in our hiring process in any other way. Examples of such scams include purchasing a 'starter kit,' paying to apply, or purchasing equipment or training.

Job

Assistant Manager

Primary Location

India-Kolkata

Schedule

Full-time

Education Level

Master's / Equivalent

Job Posting

Aug 14, 2024, 9:23:03 AM

Unposting Date

Oct 13, 2024, 1:29:00 PM

Master Skills List

Operations

Job Category

Full Time