# Lead Analyst - Quantitative & Risk Analytics 4C

Source: https://realanalystjobs.com/job/lead-analyst-quantitative-and-risk-analytics-4c-genpact-3faf2084
Lead Analyst - Quantitative & Risk Analytics 4C at Genpact, an on-site role based in Gurugram, India. Posted on 13 November 2026, read from Genpact's own careers page (Workday), which RealAnalystJobs re-checks daily and removes the role when it closes.

Updated 15 November 2026.

## Key facts

- Company: [Genpact](https://realanalystjobs.com/companies/genpact)
- Location: Gurugram, India
- Work mode: On-site
- Posted: Nov 13, 2026
- Employment type: Full time
- Source: Genpact's careers page (Workday), re-checked daily

Skills: [Python](https://realanalystjobs.com/skills/python), [Power BI](https://realanalystjobs.com/skills/power-bi), [Excel](https://realanalystjobs.com/skills/excel), Azure

## Visa sponsorship

The posting does not say.

Genpact had H-1B petitions approved for 198 workers in fiscal year 2026 (USCIS). That is history, not a promise for this role. [See the record](https://realanalystjobs.com/companies/genpact#h1b-record)

## About this role

Lead 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 Manager (Band 4C) leads delivery for a Large Global Insurance Company across its capital regime process, with a focus on analysis and monitoring implementation. This role oversees a team of Consultants and Senior Consultants, ensuring high quality execution, review, and governance of regulatory reporting activities.

Managers are responsible for end-to-end planning, resource allocation, stakeholder engagement, and maintaining delivery rigor. This role requires strong subject matter expertise, team leadership, and the ability to operate independently within a global risk environment.

Responsibilities

• Review and validate quarterly Solvency II capital calculations prepared by the team.
• Oversee execution of SCR calculations across market, credit, underwriting and operational risk.
• Assess reasonableness of capital movements and drivers across reporting periods.
• Review LAC DT, aggregation logic and consolidation outputs for accuracy and consistency.
• Oversee preparation and quality review of capital-related QRTs and internal management reporting.
• Coordinate responses to regulator, auditor and internal risk function queries on capital matters.
• Ensure effective implementation of control frameworks, including independent checks and formal sign-off.
• Oversee data quality monitoring, exception management and remediation tracking.
• Manage UAT, change management and impact assessment for model or methodology updates.
• Identify data quality issues, calculation anomalies or model outputs requiring escalation.

• Act as the primary operational liaison between junior team members and senior leadership.

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).
• Demonstrated experience in service delivery, guiding junior staff, and working with cross‑functional teams.

Preferred Qualifications/ Skills

• Experience in: • Solvency II Directive and Delegated Acts
• SCR calculations and regulatory submissions
• 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 simulations, proxy models, Monte Carlo methodologies, and aggregation/correlation structures within Internal Model and Standard Formula frameworks.
• Ability to assess, and improve regulatory processes across the organization
• Proficient in preparing process narratives, and high‑quality working papers.
• Strong analytical abilities with the capability to interpret complex evidence and identify root causes.
• Excellent written and verbal communication, including report writing and issue drafting.
• Ability to work on multiple assignments simultaneously and manage deadlines in a global delivery model.
• Proficiency in MS Office (Excel, Word, PowerPoint), and familiarity with Reporting tools - PowerBI etc, GRC tools, Regulatory reporting platforms (Wolters Kluwers, Axiom etc) or workflow systems.

Qualifications

Masters - Business Analytics, Masters - Computer Science, Masters - Data Science, Masters - Statistics

Certifications

Financial Risk Manager (FRM) - LinkedIn Learning, Microsoft Certified: Azure Data Engineer Associate - Microsoft, Microsoft Certified: Azure Data Scientist Associate - Microsoft, Microsoft Certified: Fabric Analytics Engineer Associate (DP-600) - Microsoft, Professional Risk Manager (PRM) - International Business Management Institute (IBMI)

Required Skills

Advanced Analytics, Advanced Analytics, Audit Risk Assessments, Core Banking, Credit Portfolio Management, Credit Risk Analytics, Credit Risk Management, Credit Risk Modeling, Critical Thinking, Databricks Platform, Data Science, Data Visualization, Enterprise Risk Management (ERM), Fraud Analytics, Hiring, Machine Learning, Model Building, Model Risk, Personal Effectiveness, Predictive Modeling, Python (Programming Language), Retail Banking Products, Risk Analytics, Risk Management, SAS {+ 2 more}

Language

English (Required)

Language Proficiency -

E

Description from Genpact's public careers feed, reproduced so you can read the role here. Apply on the company's own site; Real Analyst Jobs never submits anything for you.

## How to apply

Open [this role on Real Analyst Jobs](https://realanalystjobs.com/job/lead-analyst-quantitative-and-risk-analytics-4c-genpact-3faf2084) and use Apply now there to reach the employer's application. The listing is re-checked against Genpact's careers page daily and removed when it closes.

## Genpact

36 open analyst roles on Real Analyst Jobs. [More roles at Genpact](https://realanalystjobs.com/companies/genpact)

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## Sources and links

- [This role on Real Analyst Jobs](https://realanalystjobs.com/job/lead-analyst-quantitative-and-risk-analytics-4c-genpact-3faf2084)
- [Genpact on Real Analyst Jobs](https://realanalystjobs.com/companies/genpact)
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