Capgemini
Job Overview
Choosing Capgemini means choosing a company where you will be empowered to shape your career in the way you’d like, supported and inspired by a collaborative community of colleagues around the world, and 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.
Job Location New York, NY
Key Responsibilities
Collaborate with stakeholders throughout the organization to develop project plans of delivering objects and timelines of model development and implementation.
Develop risk models in Python/R used by risk teams for regulatory stress testing submission and company risk management.
Design and build the execution workflow of models to forecast Balance Sheet, Fee Revenues, Macroeconomic Factors, Expense and calculate risk metrics under various stress scenarios, sensitivity & attribution analysis.
Coordinate with different functional teams to implement models and coordinate coding, testing, implementation and documentation of financial models.
Develop processes and tools to monitor and analyze model performance to ensure the expected application performance levels are achieved; apply various statistical and analytical tests for validating models and results.
Develop presentation decks using visual analytics tools and techniques (JupyterHub/Python).
Apply data mining, data modelling and machine learning techniques to analyze large financial datasets and enhance the model performance.
Required Skills & Qualifications
Master/MBA/PhD in a quantitative field (computer science, financial engineering, mathematics, data science or engineering).
Experience using one or more programming languages (Python, R, C++, Java, Matlab, etc.) and manipulating data using SQL and Pandas.
Excellent written and verbal communication skills for coordination across teams.
Understanding of design, development and implementation of mathematical, financial risk and ML models.
Relevant work experience in a related field based on education level.
Knowledge of advanced statistical techniques and concepts (regression, time series analysis, statistical tests, etc.).
Life at Capgemini Capgemini Supports All Aspects Of Your Well-being Throughout The Changing Stages Of Your Life And Career. For Eligible Employees, We Offer Flexible work, Healthcare including dental, vision, mental health, and well-being programs, Financial well-being programs such as 401(k) and Employee Share Ownership Plan, Paid time off and paid holidays, Paid parental leave, Family building benefits, Social well-being benefits, Mentoring, coaching and learning programs.
Benefits
Paid time off based on employee grade: Vacation 12‑25 days, Company paid holidays, Personal Days, Sick Leave.
Medical, dental, and vision coverage (or provincial healthcare coordination in Canada).
Retirement savings plans (e.g., 401(k) in the U.S., RRSP in Canada).
Life and disability insurance.
Employee assistance programs.
Other benefits as provided by local policy and eligibility.
Equal Opportunity Statement Capgemini is an Equal Opportunity Employer encouraging inclusion 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.
Legal Disclaimers Capgemini may capture your image (video or screenshot) during the interview process; the image may be used for verification, including during the hiring and onboarding process.
Salary Information Base compensation range: $110,841 to $145,000. Additional compensation may include variable incentives, bonuses, or commissions, depending on the position and applicable laws.
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Job Location New York, NY
Key Responsibilities
Collaborate with stakeholders throughout the organization to develop project plans of delivering objects and timelines of model development and implementation.
Develop risk models in Python/R used by risk teams for regulatory stress testing submission and company risk management.
Design and build the execution workflow of models to forecast Balance Sheet, Fee Revenues, Macroeconomic Factors, Expense and calculate risk metrics under various stress scenarios, sensitivity & attribution analysis.
Coordinate with different functional teams to implement models and coordinate coding, testing, implementation and documentation of financial models.
Develop processes and tools to monitor and analyze model performance to ensure the expected application performance levels are achieved; apply various statistical and analytical tests for validating models and results.
Develop presentation decks using visual analytics tools and techniques (JupyterHub/Python).
Apply data mining, data modelling and machine learning techniques to analyze large financial datasets and enhance the model performance.
Required Skills & Qualifications
Master/MBA/PhD in a quantitative field (computer science, financial engineering, mathematics, data science or engineering).
Experience using one or more programming languages (Python, R, C++, Java, Matlab, etc.) and manipulating data using SQL and Pandas.
Excellent written and verbal communication skills for coordination across teams.
Understanding of design, development and implementation of mathematical, financial risk and ML models.
Relevant work experience in a related field based on education level.
Knowledge of advanced statistical techniques and concepts (regression, time series analysis, statistical tests, etc.).
Life at Capgemini Capgemini Supports All Aspects Of Your Well-being Throughout The Changing Stages Of Your Life And Career. For Eligible Employees, We Offer Flexible work, Healthcare including dental, vision, mental health, and well-being programs, Financial well-being programs such as 401(k) and Employee Share Ownership Plan, Paid time off and paid holidays, Paid parental leave, Family building benefits, Social well-being benefits, Mentoring, coaching and learning programs.
Benefits
Paid time off based on employee grade: Vacation 12‑25 days, Company paid holidays, Personal Days, Sick Leave.
Medical, dental, and vision coverage (or provincial healthcare coordination in Canada).
Retirement savings plans (e.g., 401(k) in the U.S., RRSP in Canada).
Life and disability insurance.
Employee assistance programs.
Other benefits as provided by local policy and eligibility.
Equal Opportunity Statement Capgemini is an Equal Opportunity Employer encouraging inclusion 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.
Legal Disclaimers Capgemini may capture your image (video or screenshot) during the interview process; the image may be used for verification, including during the hiring and onboarding process.
Salary Information Base compensation range: $110,841 to $145,000. Additional compensation may include variable incentives, bonuses, or commissions, depending on the position and applicable laws.
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