Sr. Specialist - Quantitative & Risk Analytics 4D

Sr. Specialist - Quantitative & Risk Analytics 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.  Get to know us at genpact.com and on LinkedIn , YouTube , X , and Facebook .

Seeking a highly motivated and detail-oriented PPNR Model Development Specialist to support the development, enhancement, and maintenance of Pre-Provision Net Revenue (PPNR) models for a leading banking client. The role involves quantitative modeling of key PPNR components such as net interest income (NII), non-interest income, and non-interest expense to support internal forecasting, stress testing (e.g., CCAR/DFAST), and capital planning.

You will be primarily working as a consultant for the centralized advanced analytics team of a banking or financial firm as PPNR 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: ·     Model Development: o   Design and develop statistical and econometric models for PPNR components, including: o   Net Interest Income (NII) o   Fee-based income (e.g., deposit service charges, asset management fees) o   Non-interest expense (e.g., salaries, occupancy costs) o   Apply techniques such as time series modeling, panel data, and regression analysis. ·     Stress Testing & Forecasting: o   Build and maintain models to support CCAR, DFAST, and ICAAP stress testing frameworks. o   Generate macroeconomic scenario-based forecasts and sensitivity analyses for PPNR components. ·     Model Documentation & Validation Support: o   Prepare comprehensive documentation in line with model risk management policies and regulatory expectations (e.g., SR 11-7). o   Support model validation, audit, and regulatory review by providing technical responses and analytical evidence. ·      Data Handling & Automation: o   Extract, clean, and transform large datasets from internal systems for use in modeling. o   Automate model runs, data pipelines, and reporting processes using programming languages and statistical software. ·     Cross-Functional Collaboration: o   Partner with teams across Finance, Treasury, Risk, and Capital Planning to align modeling with business strategy and regulatory needs. o   Communicate model assumptions, limitations, and results to technical and non-technical stakeholders. Qualifications we seek in you! Minimum qualifications ·       Bachelor’s or Master’s degree in Economics, Finance, Statistics, Mathematics, Data Science , or