Genpact · 4 hours ago

Risk Model Development, Data Analytics

United States

Full-time

Remote

Mid Level

$80K/yr - $110K/yr

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Artificial Intelligence (AI)Business Process Automation (BPA)

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Responsibilities

Works hands-on in model development/validation, model monitoring, data analytics and data science problems in risk and regulatory data space with a focus on adjudication, behavior, reserving, capital and RWA models.

Has working knowledge of risk models, including but not limited to credit decision scorecards, Basel IRB – PD, LGD, EAD, Stress Testing, IFRS 9/CECL models, counter fraud and AML models

Procure, prepare and validate data for modeling strategies for automated decision making

Data and quantitative analysis to support model monitoring and decisioning.

Develop presentations to be shared with senior client management.

Validation for the source data quality, forecast data quality as well as change management.

Help develop thorough technical documents for distribution and presentation to senior management, model developers, auditors, and regulators.

Qualification

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Statistical ModelingRisk ModelingSASSQLPythonLogistic RegressionTime Series AnalysisSurvival TechniquesData VisualizationMaster’s DegreeClusteringCHAID/Classification TreesMATLABSPSS

Required

Working knowledge of various statistical techniques and proven skill in statistical modeling (Logistic Regression, GAM, Time series, Survival Techniques – Competing Hazard, COX proportional hazard, Clustering, CHAID/Classification trees Etc.)

Strong communication/presentation skills – written & verbal

Experience in credit and financial risk modeling is a plus

Master’s degree in quant discipline - Statistics/Economics/Finance/Mathematics

Ambitious, proactive, “can-do” attitude. Ability to work under ambiguity and with minimal direct supervision.

Expertise in SAS, SQL, Python

Experience in visualization technologies Tableau, Spotfire, MATLAB and SPSS is a plus

Ability to work independently on complex projects

Ability to independently deliver complex analytics and modeling projects

Must be articulate and confident to manage senior stakeholder conversations