As a Risk Model Python Developer, you will play a key role in developing, implementing, and maintaining financial risk models that support regulatory stress testing and company-wide risk management. You will collaborate with stakeholders across the organization to design workflows, forecast key financial metrics, and ensure robust model performance under various stress scenarios.

Key Responsibilities:

• Model Development & Implementation:
• Design and develop risk models in Python/R for regulatory stress testing and internal risk management.
• Build execution workflows to forecast Balance Sheet, Fee Revenues, Macroeconomic Factors, and Expenses.
• Calculate risk metrics under stress scenarios and perform sensitivity & attribution analysis.
• Collaboration & Coordination:
• Work closely with cross-functional teams to implement models, including coding, testing, and documentation.
• Develop project plans with clear deliverables and timelines for model development and deployment.
• Performance Monitoring & Validation:
• Create processes and tools to monitor model performance and ensure expected application levels.
• Apply statistical and analytical tests for model validation and result accuracy.
• Data Analysis & Visualization:
• Utilize data mining, data modeling, and machine learning techniques to analyze large financial datasets.
• Develop presentation decks and visual analytics using JupyterHub/Python for stakeholders.

Qualifications:

• Master’s/MBA/PhD in a quantitative field (Computer Science, Financial Engineering, Mathematics, Data Science, or Engineering).
• Proficiency in Python and/or R; experience with SQL and Pandas for data manipulation.
• Strong understanding of mathematical, financial risk, and machine learning models.
• Knowledge of advanced statistical techniques (regression, time series analysis, statistical tests).
• Excellent written and verbal communication skills for cross-team coordination.
• Relevant work experience in risk modeling or related fields.

Preferred Skills:

• Experience with C++, Java, or Matlab is a plus.
• Familiarity with regulatory stress testing frameworks and financial risk metrics.
• Hands-on experience with visualization tools and JupyterHub.

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 like adoption assistance, surrogacy, and cryopreservation
• Social well-being benefits like subsidized back-up child/elder care and tutoring
• Mentoring, coaching and learning programs
• Employee Resource Groups
• Disaster Relief

Disclaimer

Capgemini is an Equal Opportunity Employer encouraging diversity 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.

This is a general description of the Duties, Responsibilities and Qualifications required for this position. Physical, mental, sensory or environmental demands may be referenced in an attempt to communicate the manner in which this position traditionally is performed. Whenever necessary to provide individuals with disabilities an equal employment opportunity, Capgemini will consider reasonable accommodations that might involve varying job requirements and/or changing the way this job is performed, provided that such accommodations do not pose an undue hardship.

Capgemini is committed to providing reasonable accommodations during our recruitment process. If you need assistance or accommodation, please reach out to your recruiting contact.

Click the following link for more information on your rights as an Applicant http://www.capgemini.com/resources/equal-employment-opportunity-is-the-law