Assistant Manager - FNA

Company Description

WNS, part of Capgemini, is an Agentic AI-powered leader in intelligent operations and transformation, serving more than 700 clients across 10 industries, including Banking and Financial Services, Healthcare, Insurance, Shipping and Logistics, and Travel and Hospitality. We bring together deep domain excellence – WNS’ core differentiator – with AI-powered platforms and analytics to help businesses innovate, scale, adapt and build resilience in a world defined by disruption.Our purpose is clear: to enable lasting business value by designing intelligent, human-led solutions that deliver sustainable outcomes and a differentiated impact. With three global headquarters across four continents, operations in 13 countries, 65 delivery centers and more than 66,000 employees, WNS combines scale, expertise and execution to create meaningful, measurable impact.

Job Description

1. Support the quarterly CECL allowance calculation for assigned Commercial and Consumer portfolios, including data sourcing, model input preparation, and validation of results.2. Analyze model outputs — PD, LGD, EAD, and Weighted Average Life — and explain period-over-period movements in the allowance by portfolio, vintage, and risk rating.3. Analyze challenger model results against champion model output, quantify and explain differences, and prepare supporting commentary for model governance review.4. Prepare and tie out allowance schedules and disclosures supporting SEC filings (10-Q/10-K), regulatory reporting, and the quarterly allowance documentation package.5. Apply statistical knowledge (e.g., time-series/ARIMA, survival models) to interpret loss forecasting output, back-testing results, and sensitivity analysis.6. Build and maintain analytical routines in Excel and Python to support recurring CECL deliverables and strengthen data integrity controls.7. Understanding of Credit Risk, Model Risk Management, Model Development, FP&A, and internal/external audit departments and able to respond to inquiries and information requests.8. Maintain audit-ready documentation and evidence of control performance across all assigned CECL workstreams.

Qualifications

• Bachelor's degree in Finance, Accounting, Economics, Statistics or related field• CA or CPA certification• Experience with Oracle General Ledger• Prior experience supporting CECL/allowance estimation or credit loss forecasting at a bank• Experience analyzing challenger model results and supporting model governance documentation