Senior Manager, Quantitative ML Engineer (PyTorch & PPNR Migration)

Genpact is an advanced technology services and solutions company that delivers lasting value for leading enterprises globally. They are seeking a Senior Manager, Quantitative ML Engineer to lead the technical migration of complex PPNR forecasting models to a modern Databricks and PyTorch ecosystem, ensuring compliance with US regulatory standards.

Responsibilities:

• Frameworks: Expert-level PyTorch (specifically for non-computer vision tasks like time-series, regression, or Monte Carlo simulations)
• Languages: High proficiency in Python and a strong ability to read and interpret C++ and R (specifically statistical packages like lme4 or forecast)
• Platforms: Hands-on experience with Databricks (MLflow, Spark) and Snowflake (Snowpark is a plus)
• Quantitative Finance: Deep understanding of statistical modeling, econometric forecasting, or financial risk management
• Big Data: Experience migrating workloads out of Hadoop/Hive environments
• Provide thought leadership, develop, and execute comprehensive modeling strategies aligned with business objectives and industry best practices
• Conducting in-depth research on existing and emerging policies related to this specific domain and contributing to the creation of whitepapers. Researching and contributing to artifacts creation as required in a consulting role
• Lead, train, and mentor junior members in the team, providing guidance, support, and fostering a collaborative and innovative team culture

Requirements:

• Prior experience in application development, with about 5-7 years of professional focus on Microsoft Power Apps
• Advanced knowledge of Power Apps development, including integration of Power Apps with other Microsoft Power Suite tools such as Lists, Forms, Power Automate, SharePoint, and Power BI
• Microsoft Flow (Power Automate) to automate workflows triggered by Power Apps actions
• SQL, relational databases, and importing and exporting data with MS Power Suite tools
• Power BI (including Desktop version)
• Coding in Power FX, including creating logic expressions
• Interactive dashboards to display data from multiple sources in a user-friendly format
• Strong problem-solving and analytical abilities
• Knowledge of best practices for app performance optimization and security
• Environment Roles, Resource permissions
• Dataverse (if a Dataverse data base is provisioned)
• Power Platform Admin, Environment management and monitoring, activity logging, admin analytics
• Experience specifically with PPNR, CCAR, or DFAST regulatory modeling
• Masters or PhD in a quantitative field (Statistics, Financial Engineering, Physics, or Math)
• Experience with TorchScript or ONNX for model operationalization
• Strong networking, negotiation and influencing skills
• Prior Project Management and People Management expertise