Overview
Market Risk Business Analyst – London – London
Reference Code: 336752-en_GB
Contract Type: Permanent
Professional Communities: Business Analysis
Job Title: Market Risk Business Analyst
Location: London (Hybrid working)
Type of role: Permanent
Get The Future You Want!
Choosing Capgemini means choosing a company where you will be empowered to shape your career in the way you’d like, where you’ll be supported and inspired by a collaborative community of colleagues around the world, and where you’ll be able to reimagine what’s possible. Join us and help the world’s leading organizations unlock the value of technology and build a more sustainable, more inclusive world
Your Role:
Work closely with Business and Technology teams across client to define, analyse and implement changes. In particular,
- Participate in the analysis of FRTB, Stress Testing
- Understand and Document requirements
- Analyse and interpret results of FRTB, Stress calculations
- Document results and findings
- Raise key issues and risks in a timely manner to the Project Manager/Delivery Lead
- Liaise with different levels of the hierarchy, especially with Development Leads, Quantitative Analytics and Risk Managers
- Follow good processes and practices, as defined by the team standards; ensuring that documentation is complete, comprehensive and signed off
- Assist with the prioritisation and planning of key deliverables
- Work in an agile manner whilst still understanding the needs of planning and forecasting the overall delivery
- Stakeholder Management and Leadership
- Decision-making and Problem Solving
Your Profile:
- Minimum years of experience in a related Financial Services discipline with a bachelor’s degree in economics, Computer Science, Mathematics or Scientific discipline from a top university
- Knowledge of Greeks (e.g. Delta, Gamma, Vega) & Financial Derivatives
- Knowledge of VaR, FRTB and Stress testing calculation
- Ability to delve deep into a topic/requirement, analyse the impact and provide solutions
- Ability to assimilate information quickly and make informed decisions
- Ability to use own initiative to resolve issues/ investigate and find solutions
- Strong oral/written communication skills and presentation skills
- Working within cross-region teams and projects
- Strong SQL skills
Desirable Skills: (Not Mandatory)
- Knowledge of financial products (e.g. Interest Rate SWAP, Equity Options, Credit Index Options) & their pricing (conceptual not necessarily mathematical)
- Experience in delivering projects using an Agile methodology
- Banking knowledge
- Python, VBA
About Capgemini
Capgemini is a global business and technology transformation partner, helping organizations to accelerate their dual transition to a digital and sustainable world while creating tangible impact for enterprises and society. It is a responsible and diverse group of 350,000 team members in more than 50 countries. With its strong over 55-year heritage, Capgemini is trusted by its clients to unlock the value of technology to address the entire breadth of their business needs. It delivers end-to-end services and solutions leveraging strengths from strategy and design to engineering, all fueled by its market-leading capabilities in AI, cloud, and data, combined with its deep industry expertise and partner ecosystem. The Group reported 2023 global revenues of €22.5 billion.
