Manager

Manager-BFS041259

Genpact (NYSE: G) is a global professional services and solutions firm delivering outcomes that shape the future. Our 125,000+ people across 30+ countries are driven by our innate curiosity, entrepreneurial agility, and desire to create lasting value for clients.  Powered by our purpose - the relentless pursuit of a world that works better for people - we serve and transform leading enterprises, including the Fortune Global 500, with our deep business and industry knowledge, digital operations services, and expertise in data, technology, and AI. 

  

Inviting applications for the role of Manager, Asset & Liability Models (ALM) and Treasury Modeling (Development/Validation) & Researcher Specialist
This position requires in-depth knowledge of financial markets, derivatives, risk management, and a proven track record in both model development and validation of ALM and Treasury models within a financial institution. 
Responsibilities
You will be primarily working as a consultant for the centralized advanced analytics team of a banking or financial firm as Market Risk Model Development/Validation and Researcher Specialist. The role will require interacting with various business units including their risk, finance, controllership stakeholders etc. You will also be responsible for coordinating with auditors and model development or validation teams to ensure the Enterprise Modeling Governance standards are followed; Your activities will include, but will not be limited to the following:
•    Provide analytical support for recommending actions to mitigate risk and use judgment-based decision-making regarding policies and procedures.
•    Assess the quality of the data for model development as well as inputs to the model, providing recommendations to improve the data quality at the source.
•    End-to-end development or independent validation of Asset & Liability models or Treasury models
•    Develop mathematical/statistical/financial models, rule fine tuning/optimization, testing, reviewing, and performing validation activities and prepare end to end model documentation. 
•    Propose recommendations to improve monitoring systems and capabilities based on identified risk and control gaps.
•    Conducting in-depth research on existing and emerging policies and contributing to the creation of whitepapers. Researching and contributing to artifacts creation as required in a consulting role.

Qualifications we seek in you!
Minimum qualifications
•    Experience in developing, validating models and risk management of mortgage (RMBS/CMBS/TBAs) prepayment models, other ALM behavioral models, liquidity risk models, IRRBB models, FTP models, etc.
•    Experience in CCAR / PPNR models will be preferred.
•    Term structure / Cashflow projection modelling exposure
•    Knowledge of various statistical techniques and proven skill in mathematical modelling (Black Scholes, Hull & White, Vasicek, SABR Etc.)
•    Good understanding and experience in regulatory risk modeling/validation – SR 11-7, liquidity guidelines, IRRBB guidelines, CCAR guidelines, etc.
•    Working knowledge of Excel, Python, R, SAS, or MATLAB.
•    Post-graduate degree in a quantitative discipline degree / diploma in any of Finance, Financial Engineering, Quantitative Finance from reputed institutes.
•    Post-graduate degree / diploma in any of Statistics, Mathematics, Economics / Econometrics, Physics from reputed institutes with courses in Financial Engineering.
•    Undergraduate degree in Engineering from reputed institutes with courses in Financial Engineering and FRM / CQF certified.
•    Strong client management and 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 of communicating and coordinating across multiple business units. 
•    Strong project management orientation with ability to work under time-sensitive commitments.
•    Lead projects and teams - provide thought leadership, technical guidance, training, and oversight. 

Preferred Qualifications/ Skills 
•    Strong networking, negotiation and influencing skills.
•    Exposure to any treasury system such as Murex, Calypso, FIS Adaptiv, etc. or market data providers such as Bloomberg and Reuters.
•    Exposure to vendor-based tools like, ADCO models, would be a plus
•    Working knowledge and report building skills in any of Tableau, PowerBI,other visualization tools is a plus
•    FRM or CQF certification is a plus
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. Get to know us at www.genpact.com  and on X, Facebook, LinkedIn, and YouTube.
Furthermore, please do note that Genpact does not charge fees to process job applications and applicants are not required to pay to participate in our hiring process in any other way. Examples of such scams include purchasing a 'starter kit,' paying to apply, or purchasing equipment or training. 
 

 

Job

 Manager

Primary Location

 India-Gurugram

Schedule

 Full-time

Education Level

 Master's / Equivalent

Job Posting

 Feb 6, 2025, 6:10:30 AM

Unposting Date

 OngoingMaster Skills List OperationsJob Category Full Time