FS Risk Quants
Recruitment process for this position and onboarding trainings are conducted online.
For our rapidly growing Team of Financial Services Risk Consultants we are looking for high performing talent at all levels – especially if you have a background in one or more of the financial services, our regulators, or leading consulting firms this is a great opportunity to put your career on different level.
What do you need to start?
- Degree / Masters in Statistical, mathematical, financial or economics / STEM Subjects or equivalent
- Broad understanding of all asset classes and fundamentals of Credit Risk, Market Risk and Non-Financial Risk Management (NFRM).
- Experience working with Monte Carlo and VaR modelling, time series analysis, stress testing, and statistical models
- Strong technical, commercial, and practical understanding of PD, LGD, and EAD Models and how these models are used for provisioning and capital estimation purposes.
- Minimum 3+ years of model development experience of PD, LGD, and EAD models, including strong understanding and application of PRA and Basel Regulatory requirements for Credit Model (scorecards, PD, LGD, EAD, slotting models)
- Extensive practical experience with predictive modelling / advanced modelling experience in Python & R. Experience in alternative languages such as SQL, SAS or Matlab will be considered.
- Experience in submitting models for regulatory approval and dealing with regulators is desirable.
- Strong Analytical Skills: Quantitative Problem Solving and Judgements. Ability to analyse, interpret and present complex analytical data, both verbally and in writing. Strong experience in developing practical technical solutions with limited data.
- Experience working with Low Default Portfolios (LDPs).
- Model Development and Presentation skills: prepare high-quality analytical papers and present these papers in an effective manner appropriate to the technical audience/stakeholders.
- Ability to communicate complex concepts to non-technical audiences and the ability to build strong client relationships.
- Leadership experience – Some experience in managing/leading small teams/ providing mentorship for Junior modelers (a plus)
It's not essential, but we appreciate if you also have:
- Certificate in Quantitative Finance (CQF ) highly advantageous
- Modeling experience in other risk categories: Liquidity, Market and ESG
- Experience of impacts of LIBOR / RFR transition highly advantageous
- Experience of running large complex change programmes, with multiple senior stakeholders
- Experience of providing input to the interpretation and implementation of new regulations
What duties will help you grow?
Our people are flexible, and the scope of your role will vary with each project, in line with the breadth and depth of your experience. Our Consultants are at the heart of delivering profitable outcomes in business and technology-oriented environments, working in a collaborative way with a broad range of clients to achieve their strategic goals. At the more senior levels, you will be expected to lead teams and to become actively involved in future business development opportunities.
- You’ll work with leading financial services firms to assist them in developing, prioritising and delivering the their risk and regulatory commitments and shaping their future agendas.
- You’ll design and lead streams of work whilst playing a role in Capgemini’s Invent growth through successful delivery, contributing to our offers and knowledge, as well as developing new business
- You’ll identify and analyse problems and issues that may affect the successful delivery and adoption of our proposed solutions into the business
- You’ll apply proven communication, analytical, and problem-solving skills to ensure that the team’s plans and objectives are achieved.
- You’ll bring the right combination of style and substance, ensuring that the basics are right, whilst always focusing on we add value to our clients
- You’ll work collaboratively in cross-functional teams to drive continuous business performance improvement
What have we prepared for you?
Space where you can develop yourself:
- Development programs, external courses & conferences, co-funding for certificates, NEXT platform with free access to TED talks, Coursera materials, articles and virtual trainings: MS Azure, AWS, Google Cloud or ServiceNow.
- You will have possibility to join various technical communities.
- Flexible working hours thanks to a variety of projects. Ask your recruiter about possible options.
Our famous atmosphere:
We don’t have a rigid dress code, but what we do have are awesome communities and world – changing initiatives. There’s always someone happy to start a day with a cup of coffee with you – even virtually! We are a big company with unique atmosphere – we make friendships, share important moments, and… simply like each other!
A lot of benefits:
- Possibility to work in terms of Flexible Work Policy, which include work in a hybrid model, flexible working hours, equipment package and more.
- Well-being package (private medical care, additional life insurance & StayWell helpline).
- Referral bonuses for recommending your friends to Capgemini.
- Inspiro Audiobooks & Nais access.
- Offices in great locations, car leasing program.
Who are we?
As the digital innovation, consulting and transformation brand of the Capgemini Group, Capgemini Invent helps CxOs envision and build what’s next for their organizations. Located in more than 30 offices and 22 creative studios around the world, it´s 6,000+ strong team combines strategy, technology, data science and creative design with deep industry expertise and insights, to develop new digital solutions and business models of the future.
We are a rapidly growing team of talented Data Science enthusiasts which have dedicated themselves to building innovative and data-driven products & services for customers across industries. Our aim is to rapidly develop cutting-edge solutions by applying the latest technologies and data science techniques.
Do you have any additional questions about our job offers? Check our Instagram (@capgeminipl) or visit our Facebook profile (Capgemini Polska).