Manager - Asset & Liability and Treasury Model Development & Validation

Ready to shape the future of work?  

At Genpact, we don’t just adapt to change—we drive it. AI and digital innovation are redefining industries, and we’re leading the charge. Genpact’s AI Gigafactory, our industry-first accelerator, is an example of how we’re scaling advanced technology solutions to help global enterprises work smarter, grow faster, and transform at scale. From large-scale models to agentic AI, our breakthrough solutions tackle companies’ most complex challenges.  

If you thrive in a fast-moving, tech-driven environment, love solving real-world problems, and want to be part of a team that’s shaping the future, this is your moment.  

Genpact (NYSE: G) is an advanced technology services and solutions company that delivers lasting value for leading enterprises globally. Through our deep business knowledge, operational excellence, and cutting-edge solutions – we help companies across industries get ahead and stay ahead. Powered by curiosity, courage, and innovation, our teams implement data, technology, and AI to create tomorrow, today. Get to know us at genpact.com and on LinkedIn, X, YouTube, and Facebook.  

 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 Balance Sheet/IRRBB 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 

• 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 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. 

• Lead projects and teams - provide thought leadership, technical guidance, training, and oversight.  

 
Preferred qualifications  
 

• Strong networking, negotiation and influencing skills. 

• Exposure to any treasury system such as Murex, Calypso 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 

Why join Genpact?  

• Be a transformation leader – Work at the cutting edge of AI, automation, and digital innovation  

• Make an impact – Drive change for global enterprises and solve business challenges that matter  

• Accelerate your career – Get hands-on experience, mentorship, and continuous learning opportunities  

• 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 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.