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based on 40.1k Reviews

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1388 Capgemini Jobs

Moody's Analytics -Professional

6-11 years

Pune

Moody's Analytics -Professional

Capgemini

posted 6hr ago

Job Role Insights

Flexible timing

Job Description


 About The Role : 
  • Implementation of the Interest Rate Risk in the Banking Book (IRRBB) under the regulations of the Monetary Authority of Singapore (MAS) and the Hong Kong Monetary Authority (HKMA)
  • Implementation of MAS Market Risk Returns
  • Implementation of internal interest rate risk metrics including interest rate gap, PV01 and non-regulatory Net Interest Income (NII) scenarios
  • Implementation of Fund Transfer Pricing (FTP)
  • Implementation of reports adjustments and approval workflow
  • Implementation of General Ledger pre-reconciliation and post-reconciliation
  • Moodys implementation expertise for the RCO software with hands on experience in the area of implementation, configuration, and upgrade of liquidity software solutions.
  • Assist clients in all the stages of RCO product implementation for the ALM FTP module including the below
  • Gap analysis and data mapping
  • Business requirement gathering and confirmation
  • Specification Documentation and walkthrough with client
  • Product configuration.
  • Functional specification of custom functionality
  • Testing (UAT variance analysis and investigations)
  • Conduct Functional training


  •  Primary Skill 
  • Implementation of the Interest Rate Risk in the Banking Book (IRRBB) under the regulations of the Monetary Authority of Singapore (MAS) and the Hong Kong Monetary Authority (HKMA)
  • Implementation of MAS Market Risk Returns
  • Implementation of internal interest rate risk metrics including interest rate gap, PV01 and non-regulatory Net Interest Income (NII) scenarios

  • Employment Type: Full Time, Permanent

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    What people at Capgemini are saying

    4.5
     Rating based on 5 Professional reviews

    Likes

    Nice place to work

    • Salary - Excellent
      +6 more
    Dislikes

    Nothing to dislike

      Read 5 Professional reviews

      Professional salary at Capgemini

      reported by 70 employees with 2-5 years exp.
      ₹4 L/yr - ₹12 L/yr
      29% less than the average Professional Salary in India
      View more details

      What Capgemini employees are saying about work life

      based on 40.1k employees
      71%
      88%
      65%
      85%
      Flexible timing
      Monday to Friday
      No travel
      Day Shift
      View more insights

      Capgemini Benefits

      Submitted by Company
      Salary
      Flexible working
      Leave
      Mobility
      Pension
      Submitted by Employees
      Work From Home
      Cafeteria
      Soft Skill Training
      Health Insurance
      Job Training
      Gymnasium +6 more
      View more benefits

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      Pune, Maharashtra Office
      Headquarter
      Plot No.14, Rajiv Gandhi Infotech Park, Hinjewadi, Phase-III, MIDC-SEZ, Village Man, Taluka Mulshi, Pune, Maharashtra, India, 411057 Pune, Maharashtra
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