Job Location: NY

Works in the area of Software Engineering, which encompasses the development, maintenance and optimization of software solutions/applications.1. Applies scientific methods to analyse and solve software engineering problems.2. He/she is responsible for the development and application of software engineering practice and knowledge, in research, design, development and maintenance.3. His/her work requires the exercise of original thought and judgement and the ability to supervise the technical and administrative work of other software engineers.4. The software engineer builds skills and expertise of his/her software engineering discipline to reach standard software engineer skills expectations for the applicable role, as defined in Professional Communities.5. The software engineer collaborates and acts as team player with other software engineers and stakeholders.

Job Responsibilities

As a successful candidate you will be given an opportunity to acquire and develop knowledge from related fields:
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. Also, 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

Master/MBA/PhD's Degree 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 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 nd 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 du
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