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Senior Manager – Model validation]

Genpact

This is a Full-time position in wilmington, de posted November 26, 2021.

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.
 
Transformation happens here. Come, be a part of our exciting journey!
Are you the one we are looking for?
Inviting applications for the role of Manager/ Senior Manager, Model Validation!
In this role, you will be responsible for model development, implementation & documentation.
You will be working with the independent model validation function of a client and will involve end-to-end validation of risk and regulatory models across business functions, and the development of challenger models as necessary. It will also involve interaction with various stakeholders including model development, model owners/lines of business, auditors, and client model validators. You will be expected to work hands-on to validate models, build and lead validation teams, and bring in thought leadership and domain/quantitative best practices to present an effective challenge to the models.
Responsibilities
• End-to-end independent validation of credit risk and regulatory models – PD, LGD, EAD, Stress Testing – Loss and PPNR, IFRS 9/CECL. Scorecards, Expert Judgement Models, AML and Fraud Detection Models, etc.
• 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 the adequacy of model documentation
• Development of benchmark models (ML/other techniques)
• Assessment of the model monitoring and implementation process
• Prepare model validation report summarizing findings and provide recommendations
• Handle projects and teams in model validation – provide thought leadership, technical guidance, and oversight for a team of risk modelers
• Assessment of model risk current state and gaps for clients, along with recommendations to address the gaps
• Participate in solution development, proposal build, and RFI/RFP responses for new deals
Qualifications we seek in you!
Minimum qualifications
• Master’s in Finance, Mathematics, Economics, Statistics, or equivalent experience
• Experience in BFS analytics, with experience in retail or wholesale credit risk modeling/independent validation of models (Regression, Time Series, Competing Risk, Survival Models, Markov TPM, scorecards, etc.)
• Experience in retail and wholesale credit risk modeling
• Understanding of and experience in regulatory risk modeling/validation – SR 11-7, CECL, IFRS 9, CCAR, Basel IRB.
• Strong client management and communication/presentation skills – written & verbal
• Self-driven, proactive, “can-do” attitude. Ability to work under ambiguity and with minimal supervision.
• Project management experience and demonstrated expertise in communicating and coordinating across multiple business units
• Expertise in SAS & Python/R
• Experience in managing projects and teams in risk modeling
Preferred qualifications
• Excellent networking, negotiation and influencing skills
• Knowledge of cloud implementation of ML/legacy models using Model Devops principles
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.

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