Business/Risk Analyst

About Capgemini <?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" />

With more than 170,000 people in over 40 countries, Capgemini is one of the world's foremost providers of consulting, technology and outsourcing services. The Group reported 2014 global revenues of EUR 10.5 billion. Together with its clients, Capgemini creates and delivers business and technology solutions that fit their needs and drive the results they want. A deeply multicultural organization, Capgemini has developed its own way of working, the Collaborative Business ExperienceTM, and draws on Rightshore®, its worldwide delivery model.

Learn more about us at http://www.capgemini.com/ .

 

Rightshore ® is a trademark belonging to Capgemini

Capgemini is an Equal Opportunity Employer encouraging diversity in the workplace. All qualified applicants will receive consideration for employment without regard to race, national origin, gender identity/expression, age, religion, disability, sexual orientation, genetics, veteran status, marital status or any other characteristic protected by law.

 

Business/Risk Analyst

 

Required Skills

5-7 years of relevant risk and compliance experience working for a consulting or a financial services organization

 

Domain Skills

Has good knowledge with some of the following US regulatory areas on risk management – such as that for Dodd Frank (including CCAR), Basel III, Liquidity Risk, Counterparty Risk, ALM.

Focus on ALM knowledge and experiences, asset segmentation, prepayment models (on mortgagees) and deposits for liabilities on customer behavior modeling

Has good experience on interest rate risk, yield curve risk, basis risk, spread risk, FX and sensitivity analysis and balance sheet NII modeling

Familiar with ALCO process, policies and procedures, limits management

Portfolio Management; Asset Pricing & Derivatives Valuation

Model validation and model documentation

Deep knowledge of some of the following risk types: credit risk, market risk, operational risk, liquidity risk, and model risk

Remain current on new developments in industry and domain from business, technology and regulatory perspectives

 

Functional Skills:-

Well versed with Quantitative Finance, Statistical Analysis & Modeling, Risk Management, Business Analysis, Software development life cycle

Knowledge or familiarity with coding in SAS, R, Matlab, and/or VBA

Knowledge of one or more risk application solutions (e.g. Algorithmics, Numerix, Calypso, Kamakura, Moodys, Oracle, RiskMetrics, Sungard, QRM etc.)

Experience with design and implementation of calculation engines, reporting solutions, data marts and workflows

 

Business and technical architecture skills:-

Business writing skills such as documentation of Business Requirements and Functional Requirements

Functional specifications

Use case development

Some data management skills

Ability to support custom implementation and/or vendor implementation programs

Support the development of Intellectual Property in risk and compliance space

 

Location: Chicago, IL/ Portland, OR