Credit Risk & Market Risk Stress Testing Specialist

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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.

YOUR ROLE

We are seeking a highly skilled Counterparty Credit Risk & Market Risk Stress Testing Specialist to join our enterprise-wide risk function. The successful candidate will play a key role in designing, developing, and executing stress testing frameworks with a focus on counterparty credit exposure, market risk sensitivities, and regulatory stress test requirements across multiple jurisdictions.

YOUR PROFILE

• Develop, enhance, and execute counterparty credit risk and market risk stress testing methodologies, including scenario design, exposure modelling, and loss projections.
• Perform PFE, EE, EAD, and RWA calculations under stressed conditions using frameworks such as SA-CCR and IMM.
• Assess the impact of severe market movements on derivatives, SFTs, and other trading book exposures.
• Produce clear, concise stress testing results for senior management, risk committees, and regulatory submissions.
• Regulatory & Risk Framework Expertise
• Support enterprise-wide stress testing cycles including CCAR, DFAST, PRA BES, and internal ICAAP/ILAAP exercises.
• Ensure alignment with regulatory expectations (Federal Reserve, PRA, EBA, BCBS).
  Interpret new regulations and assess their impact on model design, implementation, and data sourcing.
• Contribute to delivering BCBS239-compliant data aggregation and risk reporting.
  Data, Systems & SQL

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. 

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