Assistant manager position in the area of credit risk models validation for a European Banking major. The candidate will be required to carry out end-to-end validation of credit risk models used for IFRS9, Basel models and application and behavioral scorecards. Activities will include
Carry out theoretical validation and quantitative validation of models
Conduct review of SAS codes and write new codes for statistical tests
Write out model validation report summarizing findings
Communicate with clients on day-to-day basis to discuss project progress and analysis outputs
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Genpact (NYSE: G) is a global professional services firm focused on delivering digital transformation for our clients, putting digital and data to work to create competitive advantage. We do this by integrating lean principles, design thinking, analytics and digital technologies with our domain and ...