Ba (Credit / Market Risk) 6 to 10 Yrs Pune &

2 months ago


Pune Maharashtra, India Capgemini Full time

**Job Description**:

- **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).**

**Primary Skills**:

- **Certification Like CFA or FRM.**:

- **Know how of Visualization tool like Tableau,PowerBI.**:

- **Python**:

- **Different Credit Risk/Market Risk Models.**

**Secondary skills**:

- **SQL. Experience in Jira and Confluence.**:

- **Workiin on Agile.**

**Skills (competencies)**:
**Agile (Software Development Framework)**

**Requirements Gathering**

**Risk Management**

**SQL**

**Verbal Communication**

**Stakeholder Management



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