Sr. Analyst Quantitative & Risk Analytics 4B at Genpact in TOWER -4

Job description

Sr. Analyst 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 . Job Description In this role, The Senior Consultant (Band 4B) plays a key role in supporting a Large Global Insurance Company across its capital regime framework, with a focus on interpretation and change implementation. This role requires stronger judgment, deeper technical specialization, and the ability to independently execute and review complex regulatory reporting activities. Senior Consultants act as reviewers, quality controllers, and process leads, ensuring high‑quality, audit‑ready outputs while guiding junior team members. Responsibilities Execute quarterly Solvency II capital calculations across Standard Formula and/or Internal Model components under established methodologies. Perform detailed capital calculations for key risk modules, including: Market Risk (interest rate, equity, spread, currency, concentration) Credit Risk (counterparty default, credit migration) Underwriting Risk for Life and/or Non-Life portfolios Operational Risk using prescribed methodologies Support calculation of Loss-Absorbing Capacity of Deferred Taxes (LAC DT) and technical provisions. Assist in risk aggregation, diversification and correlation adjustments as part of SCR computation. Prepare draft Quantitative Reporting Templates (QRTs) and supporting analysis for capital-related submissions. Conduct first-level data checks, reconciliations, and validation of capital inputs and outputs. Maintain detailed documentation including calculation files and methodological documentation. Support stakeholder queries by providing data extracts, explanations and supporting evidence. Qualifications we seek in you! Minimum Qualifications Bachelor’s or master’s degree in Actuarial Science, Finance, Economics, or related fields. Professional certifications such as Actuary, FRM, CFA or MBA preferred (not mandatory but strongly valued). Understanding of insurance regulatory frameworks and capital governance. Preferred Qualifications/ Skills Experience in: Solvency II Directive and Delegated Acts Insurance capital concepts and risk drivers Risk & Compliance Capital Modelling & Cashflow Mechanics : Strong understanding of stochastic and deterministic cashflow generation across assets and liabilities, including projection logic, discounting frameworks, and linkage to BEL, Risk Margin, and SCR calculation under Solvency II. Scenario & Stress Transmission : Ability to articulate how market, credit, lapse, mortality, and expense shocks propagate through valuation models and impact SCR, Own Funds, diversification effects, and solvency ratios. Capital Methodologies & Simulation Techniques : Theoretical/ working knowledge of full revaluation vs sensitivity-based approaches, nested simulat