Manager - Credit Risk

Manager - Credit Risk

Genpact
Not Specified
Not Specified

Job Description


With a startup spirit and 90,000+ curious and courageous minds, we have the expertise to go deep with the world's biggest brands-and we have fun doing it. Now, we're calling all you rule-breakers and risk-takers who see the world differently, and are bold enough to reinvent it. Come, transform with us.
Are you the one we are looking for
We are inviting applications for the role of Manager, Credit Risk Model Validation
Responsibilities
. Support team in performing independent validation of new and existing credit risk models that are used in risk management, capital calculation, stress testing, etc.
. Quantitative assessment of model performance via data evaluation and statistical testing based on both development sample and out-of-time sample
. Assess the quality and adequacy of the data used in the model development
. Replicate the model development analysis and performs quantitative tests on model assumptions
. Review regulatory requirements and industry practice regarding the models
. Assist the validation lead in addressing concerns or questions related to models
Qualifications we seek in you!
Minimum qualifications
. Masters or equivalent
. Analytical skills, problem-solving ability, and attention to detail
. Should have the ability to handle large data sets in arriving at meaningful findings.
. Proficiency with Microsoft Office Suite
. Work in a dynamic and fast-paced environment without compromising the quality
. Proficient in SAS, R, or python
Preferred qualifications
. Facility with one or more data analysis methods such as regression, decision trees, experimental designs, support vector machines, machine learning, and text mining
. Excellent communication/ interpersonal skills
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 www.genpact.com. Follow us on Twitter, Facebook, LinkedIn, and YouTube.

About Genpact

Job Source : www.genpact.com

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