Director – Risk Analytics & Modeling and Transformation

Genpact; Bengaluru; On-site; INR 4,500,000 - 6,500,000; Full time

Job summary

Genpact Ltd. invites an AVP (Director) to lead Risk Analytics and Modeling within its Financial Services Risk Practice in Bengaluru. You will drive solution development, client advisory, and multi-year analytics transformations across risk models and regulatory frameworks for global banks and financial institutions.

The role blends deep quantitative expertise with consulting acumen to deliver data-driven, AI-enabled risk solutions and expand capabilities worldwide.

Qualifications

• Master's degree (or higher) in Finance, Mathematics, Statistics, Economics, or related quantitative field.
• Strong experience with risk analytics and regulatory frameworks in banking/financial services.
• Hands-on experience across credit, market, or enterprise risk models.
• Certifications such as FRM, CFA preferred.

Responsibilities

• Lead transformation initiatives across risk analytics and model lifecycle functions, including model development, validation, monitoring, and implementation.
• Design target operating models and model lifecycle frameworks aligned with regulatory requirements.
• Develop and deliver solutions across stress testing, capital planning, portfolio analytics, and regulatory modeling frameworks.
• Enable modernization of risk analytics capabilities through advanced analytics, automation, and scalable model deployment frameworks.
• Lead client workshops and executive discussions on quantitative risk, model governance, and analytics transformation.

Skills

Risk analytics

Quantitative modeling

Regulatory knowledge

Consulting capabilities

End-to-end model lifecycle

Python/SAS/SQL

Cloud platforms (Snowflake/Databricks)

Data visualization (Power BI/Tableau)

Education

Master's degree or higher in Finance/Mathematics/Statistics/Economics

Experience in banking/financial services

Tools

Python

SAS

SQL

Snowflake

Databricks

Power BI

Tableau

Job description

As an AVP (Director), Risk Analytics and Modeling, in our Financial Services Risk Practice, you will

lead solution development, client advisory, and strategic transformation programs across

risk analytics, quantitative modeling, and model lifecycle management for global banks and

financial institutions.

The role combines deep expertise in risk modeling, regulatory frameworks, and advanced

analytics with strong consulting and commercial capabilities to design and deliver data-driven,

analytics-led, and AI-enabled solutions. The successful candidate will play a key role in

expanding our risk analytics and modeling capabilities globally.

Key Responsibilities:

• Lead transformation initiatives across risk analytics and model lifecycle functions, including model development, validation, monitoring, and implementation
• Design target operating models and model lifecycle frameworks aligned with regulatory
• Develop and deliver solutions across stress testing, capital planning, portfolio analytics, and regulatory modeling frameworks
• Enable modernization of risk analytics capabilities through advanced analytics, automation, and scalable model deployment frameworks
• Lead solution design and proposals for complex risk analytics and modeling transformation
• Shape and lead multi-year enterprise analytics and model transformation programs
• Build relationships with CROs, Heads of Model Risk, and Risk Analytics leadership
• Lead client workshops and executive discussions on quantitative risk, model governance, and analytics transformation
• Partner with data, technology, and AI/analytics teams to deliver scalable and robust risk analytics solutions
• 10-15 years of experience in risk analytics, quantitative modeling, or model risk management within banking or financial services
• Master's degree (or higher) in Finance, Mathematics, Statistics, Economics, or related quantitative field
• Strong experience working with global banks/financial institutions and/or leading consulting firms
• Deep expertise in end-to-end model lifecycle management, including model development, validation, governance, and deployment
• Strong understanding of regulatory frameworks such as SR 11-7, Basel III/IV, CCAR/DFAST, IFRS9/CECL, FRTB, and IRB frameworks
• Hands-on experience across credit, market, or enterprise risk models
• Certifications such as FRM, CFA preferred
• Experience with risk analytics and modeling ecosystems, including:
  • Programming and analytics tools (Python, SAS, SQL, or similar)
  • Advanced statistical and machine learning techniques (regression, time series, survival models, tree-based methods, neural networks)
  • Modern data platforms (Snowflake, Databricks) and cloud ecosystems (AWS
  • Model lifecycle tools, governance platforms, and analytics environments
  • Data visualization tools (Power BI, Tableau, or similar)
• Experience applying advanced analytics, AI/ML, and automation to model lifecycle and