Capgemini Invent is looking for candidates who have the right mix of Domain & Management experience to join our Data-driven FRC Pre-Sales track.

The role will require the following:

- Primarily responsible for all activities leading in pre-sales, initial client communication & understanding the business and operational goals of our clients.

- Present and demonstrate end-to-end capabilities to all required point-of-contacts and prospective clients.

- Create Offers/Client Pitches/Business Proposals, respond to RFQs/RFPs and create quick proofs-of-concept / custom demos/integrations to help the sales team drive deal closures.

- To deliver a high-quality experience to the prospects & customers during engagement, acquisition, and onboarding.

- Present and demonstrate end-to-end capabilities of our solution accelerators to all required point-of-contacts and prospective clients.

- Participate actively and deliver Knowledge Sharing Sessions & Training to internal teams/partners.

Domain Role:

- Conduct robust model validation, stress testing, and calibration processes to ensure accuracy and compliance with regulatory standards.

- Assess and quantify model risk by developing alternative benchmark models.

- Oversee monitoring of ongoing model performance.

- Communicate validation outcomes to key stakeholders and management.

- Stay up to date with industry trends, academic research, and regulatory changes affecting rate derivatives and quantitative modelling.

- Maintain detailed documentation of model assumptions, methodologies, and performance metrics, ensuring models meet internal audit and regulatory standards.

- Should be willing to take on a committed engagement role or client-facing advisory/delivery responsibilities while implementing our offers/solutions with our local and/or global teams.

- Should be able to conceptualise and lead the development of offers and consulting assets to support pre-sales, GTM pursuits and capability demonstrations.

- Relevant experience in the financial services industry with either a consulting firm, internal consulting organization, or within Risk Analytics or Model Risk Management (MRM) function.

- Demonstrate derivatives product knowledge across asset classes including interest rates, credit, equity, commodity, and FX, including pricing and valuation models.

- Strong communication and interpersonal skills, with the ability to interact at all levels of the organization.

- Experience with the configuration or implementation of any major Risk Management platforms or solutions will be a plus.

- Knowledge of banking and regulatory processes including SR 11-7, SS 1/23, CCAR/DFAST, IRB models and FRTB.

- Excellent presentation and demonstration skills, addressing all key pain points of the client at hand.

- Excellent aptitude, problem-solving skills, and quick prototyping / proof-of-concept-creation skills.

- Should be passionate about customer-facing roles.

- Ability to grasp new technologies and drive executions quickly.

- Masters or Ph.D. in Quantitative Finance, Mathematics, Physics, Statistics, or a related field with 10+ years of relevant experience.

- 6-8 years of experience in a Pre-sales role.

- Certifications such as FRM, CQF, CFA, PRM.

- Deep understanding of interest rate products and derivatives, including pricing models like the Black-Scholes, SABR, HJM, and Hull-White models.

- Strong problem-solving abilities and attention to detail with the ability to work in a fast paced, high-stakes environment.

- Effective communication skills, with experience in writing clear and concise model documentation.

- Valid Business Visa (B1 or H1) for travel to US.