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Senior Risk Engine Analyst

  • Applications are considered on a rolling basis
  • Budapest
  • Applications are considered on a rolling basis
  • Budapest

Our client’s technology campus in Prague has become a strategic location for software development, quantitative analysis, business testing, and application management.

If you’re an IT person with a passion for Finance; or a Finance person with a passion for IT – then we would like to hear from you! You will be joining a team that supports the client’s Front Office colleagues & brings together financial specialists and IT professionals to achieve one golden goal - deliver high-quality Credit Risk RWA systems for the Investment & Corporate Bank.

What will you be doing?

  • Be involved in the full workflow of product delivery (elicit, validate, pilot/prototype and document requirements & user/feature stories, including active coding and testing)
  • Collaborate closely with business teams & expert stakeholders in the development of systems in Credit Risk (methodologies: RWA, EAD-LGD, Basel3, LBS, Basel 3, Basel4, IFRS9, SA-CCR, SA-CR, etc.)
  • Implement the calculation logic using R, Python, and SQL sitting on top of a scalable Amazon Web Services framework engineered in C#
  • Contribute significantly to Project development, architecture design, and knowledge sharing your experience (if you don’t have all the knowledge, we proactively train)
  • Work in a modern comfortable office space that enables people to collaborate, drive ideas and focus on innovation and feel inspired, energized and motivated

Skills & Requirements

What we’re looking for:

  • Our client is working primarily with R but he will also consider applications from candidates with experience using alternative statistical programming languages like Python or SAS etc
  • Familiarity with SQL or other database query language

Skills that will help you in the role:

  • Knowledge of Business Analysis, Data mining, Academic research, or Machine Learning/AI data/Computational analysis
  • Some background and knowledge of finance and risk management will be highly valuable (CFA. FRM and alike is a plus)
  • Familiarity with .NET / C#
  • Experience with Git, Jira, Stash, and Confluence

Where will you be working?

The job requires frequent travelling to Prague (appr. 2 days/week). Please consider this before applying to the job post!

Great Place to Work

  • Competitive salary, cafeteria and other benefits

  • Friendly and modern work environment

  • Stabile financial background

  • Complex development possibilities

  • Transparent career model

  • One of the 2019 World’s Most Ethical Companies

  • AllYouCanMove lehetőség

  • Egészségügyi juttatás

  • Rekreációs terület

  • Versenyképes jövedelem

  • Capgemini belső képzések, innovatív technológiák

  • Nemzetközi lehetőségek

About the company

Capgemini Hungary - as a member of a French multinational group - operates on the Hungarian market since 1997. Capgemini has more than 220.000 employees worldwide.

What do we do?

  • IT consultancy
  • development and testing
  • operation support
  • project management
  • system integration

Our colleagues said:

"Although Capgemini is a global company, you still feel valued as an individual"

"The company encourages learning and improving our skills"

"Seven values (honesty, boldness, trust, freedom, team spirit, modesty, fun) lie at the heart of everything we do. Capgemini is the only company where one of the values is FUN.”

Réka Martin | Hiring Manager

I'm interested
Capgemini Hungary

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