Genpact - Model Validation + Credit Risk + SAS Role - Wholesale/Commercial Banking Domain

Responsibilities

- Provide technical guidance to team on the validation projects

- Mentor and review work of team members

- Work hands-on on critical validation projects

- 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

- Prepare model validation report summarizing findings and providing recommendations

Qualifications

- 5-8 years- experience in analytics in the banking and financial services industry

- 3+ years- experience in credit risk model development or model validation

- Understanding of consumer/ commercial products and credit risk in lending

- Experience and knowledge of statistical/quantitative modeling techniques including regression, segmentation, time series, survival modeling etc.

- Basic understanding of PD, EAD, LGD parameters and Basel regulations

- Strong client management and communication skills - written & verbal.

- Ability to work independently on projects

- Proficient in SAS programming

- Bachelor's degree or higher in engineering, mathematics, statistics or economics

- Experience of developing or validating Basel regulatory models preferred

- Programming in additional languages like Python, R, preferred