Job Title: Assistant Vice President – Risk Model Development  Location: Bangalore/ NCR  Key Responsibilities :   - Take the leadership role in building, developing and marketing the GENPACT model development practice across multiple risk domains, e.g., Credit risk, Market Risk, ALLL, Stress Testing models, and across several areas within Risk & Regulations  - Understanding of the model objectives and creating model development plan  - Understanding the data availability, and doing model development and implementation feasibility study  - Hands on work on data pull /modeling data creation and doing data treatment  - Selecting the appropriate modeling method based on the objective of the model/ available model development software  - Creating portfolio segmentation, model development plan  - Developing model, guiding junior team member, building models as per standards, creating intermediate documents and getting the work approved with stakeholders as per plan  - Developing reports on newly developed modes using Out of time validation/ back testing / comparison with champion or external scores using appropriate model strength metrics  - Writing model technical review documents, creating model implementation hand off plan  Specific Competence   - Relevant experience of 10- 12 years  - Detailed knowledge of, or 5+ years of experience with, relevant statistical tests and methodologies, related software, domain and product knowledge  - Network, Time Series, Generalized additive models, genetic algorithm simulations experience  - Exposure to varied validation software’s used in validation. (Excel/VBA, Matlab, C++, R, SAS, etc) used for validation  - Detailed knowledge of relevant regulatory rules and guidelines from one of the top markets (US, EMEA, APAC)  - Exposure to Moody’s Risk Analyst (MRA) / RiskCalc, LossCalc, KMV models  - Expertise or a good knowledge of the credit risk rating for various Asset Classes: Retail, Wholesale, Equity, Bank, Sovereign Understanding of BCBS & SR 11/7 requirement in risk quantification & risk model validation & governance  - Masters/PhD in Statistics / Economics / Operations / Mathematics / Business Administration  - Proven experience on working with one of logistic regression, neural network, Time Series, Generalized additive models, genetic algorithm simulations   - Exposure to varied validation software’s used in validation. (Excel/VBA, Matlab, C++, R, SAS, etc) used for validation  - Understanding of BCBS & SR 11/7 requirement in risk quantification & risk model validation & governance

Delhi NCR

Bangalore

Genpact - AVP - Risk Model Development   

Genpact - AVP - Risk Model Development    ,Job Description for Genpact - AVP - Risk Model Development    in Genpact in  Delhi NCR Bangalore for (10-12) years of experience. Apply Now!

Job Description for Genpact - AVP - Risk Model Development    in Genpact in  Delhi NCR Bangalore for (10-12) years of experience. Apply Now!