Lead Analyst - Quantitative & Risk Analytics 4C

Ready to turn bold ideas into real-world impact?

At Genpact, we don’t just adapt to change, we lead it. AI and digital innovation are transforming the way businesses work, and we’re at the forefront of it. Genpact’s AI Gigafactory, our industry-first accelerator, exemplifies how we scale advanced technology solutions to help global enterprises work smarter, grow faster, and transform at scale. Whether tackling complex challenges through large-scale models or agentic AI, our breakthrough solutions tackle companies’ most complex challenges.

If you thrive in a fast-moving, innovation-driven environment, love building and deploying cutting-edge AI solutions, and want to push the boundaries of what’s possible, this is your moment.

Genpact (NYSE: G) is an agentic and advanced technology solutions company. We leverage process intelligence and artificial intelligence to deliver measurable outcomes. With a strong partner ecosystem and decades of client trust, we provide innovative solutions that transform how businesses run. Powered by a team with an active learning mindset and client centricity at its core, we deliver lasting value for the world’s leading enterprises.

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Job Description

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 Balance Sheet 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 management 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

• Relevant years of 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 and commercial portfolios will be preferred.
• Term structure / Cashflow projection modelling exposure
• Knowledge of various statistical techniques and coverage across different behavioral modeling methodologies viz. regression, decision tree 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.
• Conducting in-depth research on existing and emerging policies related to credit risk modelling and contributing to the creation of whitepapers. Researching and contributing to artifacts creation as required in a consulting role.

Preferred qualifications

• Exposure to any treasury system such as QRM, 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

Qualifications

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Why join Genpact?

• Lead AI-powered transformation – Drive innovation and solve real-world business challenges that matter
• Make an impact – Help global enterprises solve business challenges that matter
• Accelerate your career – Gain hands-on experience, mentorship, and world-class learning opportunities to stay ahead
• Work with the best – Join 140,000+ bold thinkers and problem-solvers who push boundaries every day
• Thrive in a values-driven culture – Our courage, curiosity, and incisiveness - built on a foundation of integrity and inclusion - allow your ideas to fuel progress

Come join the 140,000+ coders, tech shapers, and growth makers at Genpact and take your career in the only direction that matters: Up.

Let’s build tomorrow together.

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 respect and integrity, customer focus, and innovation.

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.