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