Business Analyst - Model Management
- Genpact India
- 3 to 5 Yrs
- Bengaluru
- 4 years ago
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Job Description
Business Analyst, AML, Model Management
In this role, you will be responsible for model development, implementation & documentation.
You will be working with the independent model validation function of a large banking client and will involve end-to-end validation of risk and regulatory models across business functions, including first-time validation, change-based validation, and annual validation of models. It will also involve the development of challenger models as necessary. The role would also involve interaction with various stakeholder groups including model development, model owners/lines of business, auditors, and client model validators.
Responsibilities
End-to-end independent validation of credit risk and regulatory models PD, LGD, EAD, Stress Testing, CECL, Credit Scorecards, AML and counter fraud models etc.
First time (baseline), change based and annual validation
Assess the models conceptually and quantitatively to ensure the model is suitable for the stated us
Conduct necessary assessments to challenge the model effectively. Assess adequacy of model documentation
Development of benchmark models using statistical/Machine Learning techniques
Identify opportunities to enhance efficiency in model validation processes
Assessment of the model monitoring and implementation process
Prepare model validation report summarizing findings and provide recommendations
Qualifications we seek in you
Minimum qualifications
Master s degree or higher in Finance, Mathematics, Economics, Statistics, or equivalent experience
Experience in BFS analytics, with experience in 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 communication/presentation skills written & verbal
Self-driven, proactive, can-do attitude. Ability to work under ambiguity and with minimal supervision.
Strong project management experience and demonstrated expertise in communicating and coordinating across multiple business units
Expertise in SAS & Python/R
Experience in managing projects independently
Preferred Qualifications/Skills
AML/fraud analysis knowledge would be preferred
Prior model development experiences would be preferred
,Employement Category:
Employement Type: Full timeIndustry: IT - SoftwareRole Category: Statistics / AnalyticsFunctional Area: Not ApplicableRole/Responsibilies: Business Analyst - Model ManagementContact Details:
Company: Genpact IndiaLocation(s): Bengaluru
Genpact India
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 ...
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