We work in a hybrid model! Recruitment process for this position and onboarding trainings are conducted online.

Capgemini Invent is the digital innovation, design, and transformation brand of the Capgemini Group. We strive to enable CxOs to envision and shape the future of their businesses. Our strong team of strategists, data scientists, product and experience designers, brand experts and technologists work hard every day to develop new digital services, products, experiences, and business models for sustainable growth.

At Capgemini, we are a responsible and diverse. Our organization has a strong 55-year heritage and deep industry expertise. We are trusted by our clients to address the entire breadth of their business needs—from strategy and design to operations. Our actions are fueled by the fast evolving and innovative world of cloud, data, AI, connectivity, software, digital engineering, and platforms.

Your future tasks:

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 their risk and regulatory commitments and shaping their future agendas, with focus in Credit Risk area.
• You’ll design and lead streams of work whilst playing a role in Capgemini Invent’s 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 adding value to our clients.
• You’ll work collaboratively in cross-functional teams to drive continuous business performance improvement.

Our Requirements:

• Degree / Masters in statistical, mathematical, financial, econometrics, informatics or economics / STEM Subjects or equivalent.
• At least 4 years of experience in Credit (preferably), Market or Operational Risk modelling or validation. Hands on practical knowledge of PD/LGD/EAD modelling.
• Understanding of regulatory requirements (Basel) and regulatory stress testing.
• At least basic modelling experience in other risk categories: ESG, Liquidity and Funding, IRRBB, Trading, Business Risk. Alternatively, data science experience.
• Time series analysis and management including proxy methodologies. 
• Practical experience with modelling or validation in Python or R Project.
• Machine Learning & AI practical knowledge and experience is a strong plus. 
• Experience in stress testing and scenario creation is a strong plus.
• Ability to analyze, interpret and present complex analytical data, both verbally and in writing to prepare high-quality analytical papers and present those in an effective manner to appropriate technical or non-technical audience/stakeholders.
• Ability to build strong client relationships.
• Some experience in managing/leading small teams/ providing mentorship for Junior modelers is a strong plus.

Nice to have:

• Experience in submitting models for regulatory approval and dealing with regulators.
• Experience in programming environments such as SQL, SAS or Matlab.
• Experience in the field of impacts of RFR transition.
• Industry certificates (FRM, CFA, etc.)
• Experience of running large complex change programmes, with multiple senior stakeholders.

What have we prepared for you?

A lot of benefits:

• Private medical care and life insurance with ability to buy additional packages (e.g., dental care, senior care, oncology) on preferential terms.
• Access to Capgemini Helpline with possibility to chat with therapists.
• Bonuses for recommending your friends to Capgemini.
• Access to Inspiro app with rich audiobooks database
• Access to our NAIS benefit platform (40+ options available: Netflix, SpotifyMultisport, cinema tickets, etc.)

Personal and professional development:

• 70+ training tracks with certification opportunities (e.g. MS Azure, AWS, Google) on our NEXT training platform.
• Platform with free access to Pluralsight, TED TalksCoursera materials and trainings.
• Free access to Udemy Business account with ability to use during and outside working hours.
• Transparent performance management policy.

Our legendary atmosphere:

We value teamwork and good relationships. We work together, drink coffee together, and form friendships both inside and outside of work.

• No official dress-code.
• Various communities: OUTfront, Women@Capgemini, Foreigners Community, and more.
• Day off for volunteering
• Ability to implement world-changing initiatives thanks to our Grant Program
• The award of "Top Employer Poland 2024" and "Top Employer Europe 2024" - proof of our commitment to creating an exceptional work environment and caring for the development of our employees

Who are we?

Being one of us means constant development among other great people. It's a team who you want to spend time with, during and after work. Trainings and initiatives make your daily tasks more interesting, fun, and unique.

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. Its 6,000+ strong teams combine strategy, technology, data science and creative design with deep industry expertise and insights. We are working to develop new digital solutions and business models of the future, and we can't wait to work on this purpose with you.

We are a rapidly growing team of talented individuals, which have dedicated themselves to building innovative and data-driven products & services for customers across industries. Our aim is to develop cutting-edge solutions by applying the latest technologies and techniques.

It's time to #Get the Future You Want!

Your life is in your hands, and you have the opportunity to improve it, develop yourself, and simply — join us :)

Do you want to get to know us better? Visit our Capgemini Invent website!

Do you have any additional questions about working at Capgemini? Check our Instagram — @capgeminipl or visit our Facebook profile — Capgemini Polska. You can also find us on TikTok! — @capgeminipl.