Job Title: Market Risk Project Manager
Location: London (hybrid work)
Type of role: Permanent
About the Job you are considering:
Looking for Market Risk PM for FRTB program with below specific skillset and understand the market risk-FRTB terminologies and processes as stated.
Hybrid working:
The places that you work from day to day will vary according to your role, your needs, and those of the business; it will be a blend of Company offices, client sites, and your home; noting that you will be unable to work at home 100% of the time.
Your Role
1. Define scope, objectives, and deliverables for Market Risk projects.
2. Manage RAID logs, milestones, and ensure updates in governance tools (e.g., Navigator).
3. Ensure compliance with Basel standards and internal risk policies
4. Prepare executive-level reporting and board materials.
5. Oversee technology implementation of Risk core components.
6. Collaborate with Market Risk Technology teams for risk metrics onboarding.
7. Support remediation activities across risk-source systems.
8. Drive adoption of new Market Risk platforms and processes.
9. Monitor and report on project KPIs and risk metrics.
10. Establish trust and open communication with stakeholders by understanding their priorities, expectations, and concerns. Regular engagement ensures alignment and fosters collaboration.
11. Understand stakeholder goals and set realistic timelines and deliverables to avoid conflicts and build confidence.
Your Skills:
12. Oversee end-to-end delivery of FRTB initiatives, ensuring alignment with regulatory timelines and internal governance.
13. Experience in managing FRTB framework, Split Approach - SA and IMA methodologies.
14. Experience with Basel 2.5, IRC risk, sensitivities, and market risk capital calculations.
15. Excellent stakeholder management skills, particularly with Front Office and Risk functions.
16. Familiarity with Hypothetical Portfolio Exercises (HPE) and regulatory submission processes.
17. Monitor RRAO (Residual Risk Add-On) and ensure accurate integration into risk frameworks.
18. Proven track record in program/project management within regulatory change or risk transformation programs in Market Risk area.
19. Facilitate workshops and discussions to resolve methodology and implementation challenges.
We are a Disability Confident Employer:
Capgemini is proud to be a under the UK Government’s Disability Confident scheme.As part of our commitment to inclusive recruitment, we will offer an interview to all candidates who:
20. Declare they have a disability, and
21. Meet the minimum essential criteria for the role.
Please opt in during the application process.
Make It Real (what does it mean for you):
22. You’d be joining an accredited Great Place to work for Wellbeing in 2024. Employee wellbeing is vitally important to us as an organisation. We see a healthy and happy workforce a critical component for us to achieve our organisational ambitions.
To help support wellbeing we have trained ‘Mental Health Champions’ across each of our business areas, and we have invested in wellbeing apps such as Thrive and Peppy.
23. You will be empowered to explore, innovate, and progress. You will benefit from Capgemini’s ‘learning for life’ mindset, meaning you will have countless training and development opportunities from thinktanks to hackathons, and access to 250,000 courses with numerous external certifications from AWS, Microsoft, Harvard ManageMentor, Cybersecurity qualifications and much more.
24. You will be joining one of the World’s Most Ethical Companies®, as recognised by Ethisphere® for 13 consecutive years. We live our values by making ethical business choices every day. Working ethically is at the centre of our culture at Capgemini, meaning you will be helping to create a future we can all be proud of.
Why you should consider Capgemini:
Growing clients’ businesses while building a more sustainable, more inclusive future is a tough ask. When you join Capgemini, you’ll join a thriving company and become part of a collective of free-thinkers, entrepreneurs and industry experts. We find new ways technology can help us reimagine what’s possible. It’s why, together, we seek out opportunities that will transform the world’s leading businesses, and it’s how you’ll gain the experiences and connections you need to shape your future. By learning from each other every day, sharing knowledge, and always pushing yourself to do better, you’ll build the skills you want. You’ll use your skills to help our clients leverage technology to innovate and grow their business. So, it might not always be easy, but making the world a better place rarely is.
About Capgemini: