Genpact - Senior Quantitative Risk Modeler

Job Description:

- Genpact has an opportunity for a senior asset modeler in the Independent Validation Group within Enterprise Risk Management.

- Maintaining an effective Model Risk Management program has been identified as strategic objective by senior management.

- Candidate would perform objective reviews and effective challenge of the conceptual soundness, methodology and implementation of models used by the investment and global capital market groups. On annual review of models, candidate would evaluate enhancement/remediation effort by model developers and assess model performance to be adequate for continue use.

Job Requirement:

- Candidate must have 4-6 years of experience in asset valuation (fixed income securities, derivatives in fixed income, equity and FX or other structured credit products).

- Candidate should also have strong math and statistical skills, practical experience developing sophisticated valuation models using industry tools (ex: Numerix, Algorithmics, Polypath).

- Experience with other programming languages, such as Matlab, C++, VBA, and SAS is a plus.

- Advanced degree in quantitative finance, statistics, mathematics, or other quantitative field is required.

- Must have excellent written and verbal communication skills, including proven ability to write clear concise reports, and explanation of technical concepts to technical and non-technical audiences, and be self-motivated to manage, coordinate and facilitate multiple initiatives in a fast paced, dynamic environment.