Risk Modeler

Genpact - Plano, TX3.9

Full-time

Job Summary

IFRS9 & CECL Model development, implementation & documentation - for a large auto finance client in the US.

Responsibilities and Duties

The candidates would be primarily working for the credit risk team of the auto finance firm and are required to interact and co-ordinate with various groups including their accounting team, auditors and technology teams. Their activities will include, but not limited to the following:

· Point in time and hazard model development / enhancement of the consumer portfolio for IFRS9 and CECL compliance

· Development of the model implementation process

· Documentation of models for SOX and internal validation compliance

· Development of automated testing process for the source data quality, forecast data quality as well as change management

· Manage UAT / production activities in accordance with the UAT plan

· Maintain traceability throughout the entire UAT lifecycle to ensure that test cases meet user requirements

· Determine gaps/ enhancements needed to the models for usage to other downstream models in finance, treasury & accounting

Required Experience, Skills and Qualifications

  • 2+ years’ experience in BFS analytics, with 1+ years’ experience in Credit Risk Analytics
  • 1+ years’ experience in statistical modeling (Regression, Time Series, Survival Models, Markov TPM, scorecards etc.) in the risk and regulatory domain
  • Knowledge about the global regulatory landscape – CCAR/DFAST, IFRS 9, CECL
  • Experience working on IFRS9 or CECL models would be preferred
  • Strong client management and communication/presentation skills – written & verbal
  • Strong networking, negotiation and influencing skills
  • Experience of performing UAT of stress testing/provisioning models
  • 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
  • Expertise in GitHub for code version control
  • Expertise in SAS
  • Knowledge of R and Python would be a plus

Job Type: Full-time

Location:

  • Plano, TX (Preferred)

Work authorization:

  • United States (Preferred)