Genpact
Location
Kolkatta | India
Job description
W ith 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.
Welcome to the relentless pursuit of better.
Inviting applications for the role of Manager, Credit Risk Modelling and Monitoring!
In this role, You will be dealing with clients for credit risk modeling and monitoring processes and will be responsible for below activities:
. Works hands-on in development, re-development and calibration of Credit Models related to Capital, Stress Test, Allowance, and credit decisioning models.
. Model Monitoring activities including report generation, KPI interpretation
. Develop presentations to be shared with senior client management.
. Data and quantitative analysis to support modeling decisions.
. Leading development of model methodologies, algorithms and diagnostic tools for testing model robustness, sensitivity and stability.
. Detailing model techniques and interpretation of variables used in the models to be documented and presented to client Stakeholder.
. Validation for the source data quality, forecast data quality as well as change management.
. Helping develop thorough technical documents for distribution and presentation to senior management, model developers, auditors and regulators.
. Bringing in industry best practices and consultative inputs to help deliver continuous value to client engagements in advanced risk analytic.
Qualifications we seek in you!
. Experienced in BFS analytics & credit risk modeling
. Master&rsquos degree or higher in a quantitative discipline -Economics/Statistics/Mathematics/Finance etc.
. Excellent knowledge of various statistical techniques and core hands-on experience in statistical modeling (Logistic Regression, GAM, Time series)
. Good client management and communication/presentation skills - written & verbal
. Master&rsquos degree in quant discipline - Statistics/Economics/Finance/Mathematics
. Ambitious, proactive, &ldquocan-do" attitude. Ability to work under ambiguity and with minimal direct supervision.
. Expertise in SAS, SQL, Python
. Hands-on experience in Machine Learning (Boosting, Bagging techniques) modeling is a plus
. Ability to work independently on complex core modeling project
. Experience in developing credit models and monitoring
. Consultative mindset and experience in client interfacing with strong interpersonal skills
. Project management experience
. Must be articulate and confident to manage senior stakeholder conversations
. Experience in visualization technologies Tableau, Spotfire, MATLAB and SPSS is a plus
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 , , , and . 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.
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