FRTB Business Analyst London, England
Job description
Job Title: FRTB Business Analyst
Location: London, UK
Travel/Relocation/Remote: Onsite
Capgemini is seeking a FRTB Business Analyst
- BA with strong FRTB/ QA experience needed to help with the interpretation of reg requirements and engagement with QA/Modelling team to drive requirement for FRTB- IMA process.
- BA coverage needed for following W/S with sound understanding of Market Risk (VAR, Time Series, Scenario generation etc. ) and Product Control areas
- Expected shortfall, Stressed Expected Shortfall
- Risk Factor Eligibility
- Risk Theoretical P&L
- PLAT (P&L Attribution Test)
- Additionally, we may support Basel IV Programme in general data analysis - Analyse existing feeds / flows and business processes
- Secure commitment from change teams (provider / consumer) for change, estimate effort and delivery schedule – Deliverable : Committed / Scheduled and Approved Change for future delivery
- Investment Banking background, preferably in Risk and Finance
- Experience with working with process and business SME’s
- Inquisitive
- Self-sufficient (as appropriate)
About Capgemini
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 over 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.
Get The Future You Want | www.capgemini.com
What We'll Offer You
Professional development. Accelerated career progression. An environment that encourages entrepreneurial spirit. It’s all on offer at Capgemini. And although collaboration is at the core of the way we work, we also recognise everyone’s needs with a flexible benefits package you can tailor to suit you.
Why We're Different
At Capgemini, we help organizations across the world become more agile, more considerate and more successful. Smart, tailored, often-groundbreaking technical solutions to complex problems are the norm. But so, too, is a culture that’s as collaborative as it is forward thinking. Working closely with each other, and with our clients, we get under the skin of businesses and to the heart of their goals. You will too
Inclusion
Capgemini positively encourages applications from suitably qualified and eligible candidates regardless of sex, race, disability, age, sexual orientation, gender reassignment, religion or belief, marital status, or pregnancy and maternity. We are committed to hiring, developing and retaining the best people to deliver innovative, world-class solutions for our clients. We foster an inclusive culture that enables everyone to achieve their full potential and enjoy a fulfilling career with us. Our comprehensive flexible benefits package and lifestyle policies enable our employees to balance their family and work-life needs.
