Genpact
Location
Bangalore | 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.
You will be working with the model development function of a large banking client and will focus on data validation, model implementation, model monitoring of risk and regulatory models across business functions, and development of challenger models as necessary. It will also involve interaction with various stakeholder groups including model development, model owners/lines of business, auditors, and client model developers. You will be expected to work hands-on to assess models, build and lead development teams, and bring in thought leadership and domain/quantitative best practices to present an effective challenge to the models.
Responsibilities
. Work hands-on in development, re-development, and calibration of risk and regulatory models, including but not limited to pricing and valuation models covering at least one of Fixed Income, Equity, FX, Commodities, and Credit derivatives.
. Modelling strategies for automated decisions to facilitate the functioning of trading desks.
. Data and quantitative analysis to support modelling decisions and ensure the correctness of the market data sourced from several vendors.
. Work on the development of model methodologies, algorithms, and diagnostic tools for testing model robustness, sensitivity, and stability.
. Detailing of model techniques and interpretation of variables used in the models to be documented and presented to client stakeholders.
. Develop model performance metrics and a detailed model monitoring plan to ensure continued use of the pricing and valuation models.
. Help develop thorough technical documents for distribution and presentation to senior management, model developers, auditors, and regulators.
. Qualifications we seek in you!
Minimum qualifications
Preferred qualifications
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
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