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Job Title: Credit Risk Business Analyst
Location: London
Type of role: Permanent
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Choosing Capgemini means choosing a company where you will be empowered to shape your career in the way you’d like, where you’ll be supported and inspired by a collaborative community of colleagues around the world, and where you’ll be able to reimagine what’s possible. Join us and help the world’s leading organizations unlock the value of technology and build a more sustainable, more inclusive world.
Overview: Counterparty Credit Risk is responsible for assessing, monitoring, and reporting on counterparty credit risk exposure across trading activities. The role involves working closely with traders, risk managers, and other stakeholders to ensure risk is effectively measured and managed in line with regulatory requirements and internal risk appetite.
Your Profile:
* Recent and relevant experience in AIRB or Basel 3/3.1
* Experience around leading a workstream/business area/practice as the individual is expected to
* Experience working with cross-functional teams, ensuring alignment and timely delivery.
* Strong expertise in Business Analysis and Scrum Master roles, leading complex initiatives.
* Individual contributor that’s able to learn quickly and start delivering without too much handholding.
* Stakeholder management – able to drive discussions around people/processes and solutions with stakeholders up to Director level and get required signoffs/confirmation
Your Role:
Counterparty Credit Risk (CCR) Assessment & Monitoring:
* Analyze and monitor counterparty credit risk exposure for derivatives, securities financing transactions (SFTs), and other trading activities.
* Use methodologies such as the Standardized Approach for Counterparty Credit Risk (SA-CCR) and Potential Future Exposure (PFE) to quantify risk.
* Evaluate counterparty financials, credit ratings, and market behavior to assess default risk.
* Perform stress testing and scenario analysis to assess potential adverse impacts on counterparty risk exposure.
* Assist in setting and monitoring counterparty risk limits, ensuring compliance with internal risk standards.
* Work with market risk teams to assess how market movements (e.g., interest rates, FX rates, volatility) impact counterparty exposure.
* Identify and track exposure concentration risks across products, counterparties, and sectors.
* Support pre-trade risk analysis by assessing potential counterparty risk for new transactions and trading strategies.
* Ensure compliance with Basel III/IV, SA-CCR, and other relevant counterparty risk regulations.
* Prepare risk reports for internal stakeholders and regulators, providing clear insights into counterparty risk profiles.
* Support regulatory capital calculations and reporting, ensuring accurate risk-weighted asset (RWA) assessment.
About Capgemini
Capgemini is a global business and technology transformation partner, helping organizations to accelerate their dual transition to a digital and sustainable world while creating tangible impact for enterprises and society. It is a responsible and diverse group of 350,000 team members in more than 50 countries. With its strong over 55-year heritage, Capgemini is trusted by its clients to unlock the value of technology to address the entire breadth of their business needs. It delivers end-to-end services and solutions leveraging strengths from strategy and design to engineering, all fueled by its market-leading capabilities in AI, cloud, and data, combined with its deep industry expertise and partner ecosystem. The Group reported 2023 global revenues of €22.5 billion.
Seniority level
* Mid-Senior level
Employment type
* Full-time
Job function
* Information Technology
Industries
* IT Services and IT Consulting
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