Genpact
Location
Gurgaon | India
Job description
With a startup spirit and 115,000+ curious and courageous minds, we have the expertise to go deep with the world&rsquos biggest brands&mdashand we have fun doing it. We dream in digital, dare in reality, and reinvent the ways companies work to make an impact far bigger than just our bottom line. We&rsquore harnessing the power of technology and humanity to create meaningful transformation that moves us forward in our pursuit of a world that works better for people. Now, we&rsquore calling upon the thinkers and doers, those with a natural curiosity and a hunger to keep learning, keep growing People who thrive on fearlessly experimenting, seizing opportunities, and pushing boundaries to turn our vision into reality. And as you help us create a better world, we will help you build your own intellectual firepower.
Inviting applications for the role of Assistant Manager - Data & Advanced Analytics !
In this role, you will be responsible to work with the Enterprise&rsquos Model Risk Management Teams for model development, validation, implementation & documentation - for a BFS client in North America
Responsibilities
You will be working primarily in the areas of market risk analytics and sometimes in market risk analytics and risk reporting. Your activities will include, but will not be limited to the following:
. Working with Genpact teams to support clients need in risk analytics services, primarily in market risk
. Validation of First Party and Third Party Fraud Mitigation models
. Validation of Pricing and Acquisition Models within the framework of Marketing Campaign models
. First time (baseline), change based and annual validation
. Assess the models conceptually and quantitatively to ensure the model is suitable for the stated use
. Conduct necessary assessments to challenge the model effectively. Assess adequacy of model documentation in line with regulatory guidelines
. Development of benchmark models using statistical/machine learning techniques
. Assessment of the model monitoring and implementation process. Assessment of the model calibration techniques
. Prepare model validation report summarizing findings and provide recommendations
Qualifications we seek in you
Minimum qualifications
. Post-graduate degree / diploma in any of Finance (including MBA-Finance), Financial Engineering, Quantitative Finance from reputed institutes, or,
. Post-graduate degree / diploma in any of Statistics, Mathematics, Economics / Econometrics, Physics from reputed institutes with courses in Financial Engineering or FRM / CQF Level 1, or,
. Undergraduate degree in Engineering from reputed institutes with courses in Financial Engineering or FRM / CQF Level 1
. Skills:
o Candidate should have some experience of using Excel, Python/R for academic project or internships
o Good communication/presentation skills - written & verbal
o Self-driven, proactive, &ldquocan-do" attitude. Ability to work under ambiguity and with minimal supervision Preferred qualifications . Theoretical knowledge of fixed income or derivative products valuation will be given advantage
. Theoretical understanding of Market Risk metrics such as value-at-risk (VaR) will be given advantage
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 . Follow us on Twitter, 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 %27starter kit,%27 paying to apply, or purchasing equipment or training.
Job tags
Salary
