Credit Risk Data Scientist

1 tydzień temu


Warszawa, Mazovia, Polska Capgemini Pełny etat

At Capgemini Invent, we believe difference drives change. As inventive transformation consultants, we blend our strategic, creative and scientific capabilities, collaborating closely with clients to deliver cutting-edge solutions. Join us to drive transformation tailored to our client's challenges of today and tomorrow. Informed and validated by science and data. Superpowered by creativity and design. All underpinned by technology created with purpose.

YOUR TASKS
  • You'll work with leading financial services firms to assist them in developing, prioritising and delivering their risk and regulatory commitments and shaping their future agendas, with focus in Credit Risk area.
  • You'll design and lead streams of work whilst playing a role in Capgemini Invent's growth through successful delivery, contributing to our offers and knowledge, as well as developing new business.
  • You'll identify and analyse problems and issues that may affect the successful delivery and adoption of our proposed solutions into the business.
  • You'll apply proven communication, analytical, and problem-solving skills to ensure that the team's plans and objectives are achieved.
  • You'll bring the right combination of style and substance, ensuring that the basics are right, whilst always focusing on adding value to our clients.
  • You'll work collaboratively in cross-functional teams to drive continuous business performance improvement.
YOUR PROFILE
  • Degree / Masters in statistical, mathematical, financial, econometrics, informatics or economics / STEM Subjects or equivalent.
  • At least 4 years of experience in Credit (preferably), Market or Operational Risk modelling or validation. Hands-on practical knowledge of PD/LGD/EAD modelling.
  • Understanding of regulatory requirements (Basel) and regulatory stress testing.
  • Time series analysis.
  • Practical experience with modelling or validation in Python or R Project.
  • Ability to analyze, interpret and present complex analytical data, both verbally and in writing to prepare high-quality analytical papers and present those in an effective manner to appropriate technical or non-technical audience/stakeholders.
  • Ability to build strong client relationships.
Nice to have:
  • Machine Learning & AI practical knowledge and experience is a strong plus.
  • Experience in stress testing and scenario creation/selection.
  • Experience in AML/KYC data science field.
  • Experience in submitting models for regulatory approval and dealing with regulators.
  • Modelling experience in other risk categories: ESG, Liquidity and Funding, IRRBB, Trading, Business Risk. Alternatively, data science experience.
  • Experience in programming environments such as SQL, SAS or Matlab.
WHAT YOU'LL LOVE ABOUT WORKING HERE
  • Practical benefits: private medical care with Medicover with additional packages (e.g., dental, senior care, oncology) available on preferential terms, life insurance and 40+ options on our NAIS benefit platform, including Netflix, Spotify or Multisport.
  • Enjoy hybrid working model: that fits your life - after completing onboarding, connect work from a modern office with ergonomic work from home thanks to HO package (including laptop, monitor, and chair). Ask your recruiter about the details.
  • Early support thanks to Buddy Programs: learn in the flow of work alongside our experts who collaborate on top-tier solutions for global enterprises, including 145 Fortune 500 companies.
  • Access to over 70 training: tracks with certification opportunities (e.g., GenAI, Excel, Business Analysis, Project Management) on our NEXT platform. Dive into a world of knowledge with free access to Education First languages platform, Pluralsight, TED Talks, Coursera and Udemy Business materials and trainings.
GET TO KNOW US

Capgemini is committed to diversity and inclusion, ensuring fairness in all employment practices. We evaluate individuals based on qualifications and performance, not personal characteristics, striving to create a workplace where everyone can succeed and feel valued.

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 globally 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.

Apply now

Ref. code: 150152

Posted on: 14 Jan 2025

Experience Level: Experienced Professionals

Contract Type: Permanent

Location: Warszawa, PL Katowice, PL Wrocław, PL Kraków, PL

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