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BA (Credit / Market Risk) | 6 to 10 years | Pune & Bangalore

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Capgemini

Nov 7, 2024

Applications are closed

  • Job
    Full-time
    Senior & Expert Level
  • Data
    Banking & Finance
  • Pune

Requirements

  • Good understanding of financial & capital markets domain with sound knowledge of products like equities, fixed income, derivatives, forex etc.
  • Should know how to calculate credit Risk Parameters like PD,LGD,EAD,EL.
  • Knowledge of Basel Capital regulations ,FRTB, CCAR, Counterparty Credit Risk, PFE, Stress Testing,IFRS9.
  • RWA (Risk-Weighted Assets),Var Calculation, Capital Calculation using Standardized/IRB approach for Credit and Market Risk Management.
  • Expertise in SQL,Jira tools.
  • Experience with both waterfall & agile methodologies, preparing BRD, FSD, etc.
  • Location flexibility is must (Pune, Mumbai, Bengaluru).
  • Certification Like CFA or FRM.
  • Know how of Visualization tool like Tableau,PowerBI.
  • Python
  • Different Credit Risk/Market Risk Models.
  • SQL. Experience in Jira and Confluence.
  • Workiin on Agile.
  • Agile (Software Development Framework)
  • Requirements Gathering
  • Risk Management
  • SQL
  • Verbal Communication
  • Stakeholder Management

Responsibilities

  • Good understanding of financial & capital markets domain with sound knowledge of products like equities, fixed income, derivatives, forex etc.
  • Should know how to calculate credit Risk Parameters like PD,LGD,EAD,EL.
  • Knowledge of Basel Capital regulations ,FRTB, CCAR, Counterparty Credit Risk, PFE, Stress Testing,IFRS9.
  • RWA (Risk-Weighted Assets),Var Calculation, Capital Calculation using Standardized/IRB approach for Credit and Market Risk Management.
  • Expertise in SQL,Jira tools.
  • Experience with both waterfall & agile methodologies, preparing BRD, FSD, etc.
  • Location flexibility is must (Pune, Mumbai, Bengaluru).

FAQs

What is the minimum experience required for this position?

The minimum experience required for this position is 6 years, with a maximum of 10 years.

What locations are available for this job?

This job is available in Pune, Mumbai, and Bengaluru, with location flexibility being a must.

Is a certification such as CFA or FRM required for this role?

While not explicitly stated as mandatory, having certifications like CFA or FRM is highly recommended.

What technical skills are necessary for this job?

Necessary technical skills include expertise in SQL, familiarity with visualization tools like Tableau and PowerBI, and knowledge of Python.

What methodologies should the candidate be familiar with?

Candidates should have experience with both waterfall and agile methodologies.

Are there any specific financial regulations or frameworks that a candidate should know?

Yes, candidates should have knowledge of Basel Capital regulations, FRTB, CCAR, Counterparty Credit Risk, PFE, Stress Testing, and IFRS9.

What are some of the key responsibilities for this role?

Responsibilities include calculating credit risk parameters, conducting RWA and capital calculations, preparing business and functional requirements documents (BRD, FSD), and risk management.

Is experience with project management tools required?

Yes, familiarity with tools such as Jira and Confluence is required.

What communication skills are required for this position?

Strong verbal communication skills and stakeholder management abilities are important competencies for this role.

Will the candidate be involved in risk assessment and management?

Yes, the candidate will be expected to be involved in risk assessment and management as part of the job responsibilities.

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Technology
Industry
10,001+
Employees
1967
Founded Year

Mission & Purpose

Capgemini is a global leader in partnering with companies to transform and manage their business by harnessing the power of technology. The Group is guided everyday by its purpose of unleashing human energy through technology for an inclusive and sustainable future. It is a responsible and diverse organization of 360,000 team members in more than 50 countries. With its strong 55-year heritage and deep industry expertise, Capgemini is trusted by its clients to address the entire breadth of their business needs, from strategy and design to operations, fueled by the fast evolving and innovative world of cloud, data, AI, connectivity, software, digital engineering and platforms. The Group reported in 2022 global revenues of €22 billion.