Senior Manager

Inviting applications for the role of Manager/ Assistant Manager/Senior Manager- Model Validation analyst, Analytics Responsibilities In this role, the candidate would be required to carry out end-to-end validation of credit risk models including the evaluation of the models from qualitative and quantitative standpoint and summarizing the findings in a report. Responsibilities • Evaluate adequacy of theoretical framework and model design. Conduct research as required and provide supporting materials (white papers/ Fed/ OCC publications) to either support or reject a modeling framework • Familiarize oneself with applicable banking regulations for assessing capital adequacy, stress testing, provisioning etc. CCAR, CECL • Evaluate accuracy and support for key assumptions and data • Conduct replication of model results to confirm accuracy of model code and processing accuracy and capacity • Conduct review of SAS, Python or R codes and write new codes for statistical tests • Conduct sensitivity and back testing analysis. The sensitivity analysis would include sensitivity of model results to changes in parameters and data inputs • Assess limitations of model results for its intended use • Adequacy of model documentation • Prepare model validation report summarizing findings and providing recommendations • Participate in exit meetings and provide assistance and support in explaining findings to business stakeholders • Communicate with client stakeholders on regular basis to discuss project progress and analysis outputs

Genpact (NYSE: G) is a global professional services and solutions firm delivering outcomes that shape the future. Our 125,000+ people across 30+ countries are driven by our innate curiosity, entrepreneurial agility, and desire to create lasting value for clients. Powered by our purpose – the relentless pursuit of a world that works better for people – we serve and transform leading enterprises, including the Fortune Global 500, with our deep business and industry knowledge, digital operations services, and expertise in data, technology, and AI.