ABOUT US

Capco is global technology and business consultancy with a focus on the financial services sector. We are passionate about helping our clients succeed in an ever-changing industry, combining innovative thinking with unique expert know-how. The solutions we offer our customers every day are as diverse as our employees.

We are/have:

Experts across the Capital Markets, Insurance, Payments, Retail Banking and Wealth & Asset Management domains.
Deep knowledge in various financial services offerings including Finance, Risk and Compliance, Financial Crime, Core Banking etc.
Committed to growing our business and hiring the best talent to help us get there
Focused on maintaining our nimble, agile and entrepreneurial culture

Your Role

1. Analytical Risk Model Analyst to join our Risk Management team.
2. Responsible for developing, implementing, and testing risk models for our Treasury department.
3. This role requires a strong background in quantitative analysis, risk management, and financial modeling, with a focus on Treasury risk factors such as interest rate risk, liquidity risk, and market risk.

Key Responsibilities:

i. Model Development: Develop mathematical models to quantify and analyze Treasury risk factors, including interest rate risk, liquidity risk, and market risk. Collaborate with stakeholders to understand business requirements and ensure that models meet regulatory standards and internal guidelines.

ii. Model Validation: Conduct thorough validation of risk models to ensure accuracy, reliability, and robustness. Perform back-testing, stress testing, and sensitivity analysis to assess model performance and identify potential areas for improvement.

iii. Data Analysis: Gather and analyze large datasets to derive insights into Treasury risk factors and model behavior. Utilize statistical techniques and programming languages (e.g., Python, R) to clean, manipulate, and visualize data for model development and validation.

iv. Documentation: Document all aspects of model development and validation, including assumptions, methodologies, and results. Prepare clear and concise reports and presentations for senior management, regulators, and auditors.

v. Regulatory Compliance: Stay abreast of regulatory requirements and industry best practices related to risk modeling and ensure that models comply with relevant regulations (e.g., Basel III, Dodd-Frank). Participate in regulatory exams and audits as needed.

vi. Collaboration: Collaborate with cross-functional teams, including Treasury, Finance, IT, and Compliance, to ensure alignment of risk models with business objectives and strategic initiatives. Provide support and guidance to stakeholders on risk modeling-related matters.

vii. Continuous Improvement: Identify opportunities to enhance existing risk models and methodologies, streamline processes, and improve efficiency. Implement best practices and innovative techniques to enhance the effectiveness of risk modeling efforts.

Skills

i. Quantitative Skills: Proficiency in statistical analysis, mathematical modeling, and quantitative techniques used in risk management. Experience with stochastic calculus, time series analysis, and option pricing models is a plus.

ii. Analytical Skills: Strong analytical and problem-solving skills, with the ability to analyze complex datasets, identify patterns and trends, and draw meaningful insights.

iii. Communication Skills: Excellent verbal and written communication skills, with the ability to convey technical concepts to non-technical stakeholders in a clear and concise manner.

WHY JOIN CAPCO?

You will work on engaging projects with some of the largest banks in the world, on projects that will transform the financial services industry.

We offer:

A work culture focused on innovation and creating lasting value for our clients and employees
Ongoing learning opportunities to help you acquire new skills or deepen existing expertise
A flat, non-hierarchical structure that will enable you to work with senior partners and directly with clients
A diverse, inclusive, meritocratic culture
Enhanced and competitive family friendly benefits, including maternity / adoption / shared parental leave and paid leave for sickness, pregnancy loss, fertility treatment, menopause and bereavement.

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Senior Consultant | Risk Model Analyst - Treasury

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