At a glance
- Location
- India - Mumbai
About Capco
- Capco is a global business, data and technology consultancy, focused on the Financial Services sector. We are passionate about helping our clients succeed in an ever-changing industry.
- We are:
- - Experts in capital markets, banking and payments, insurance and wealth and asset management
- - Deep knowledge in financial services offering, including e.g. Finance, Risk and Compliance, Financial Crime, Resilience etc.
- - Committed to growing our business and hiring the best talent to help us get there
- - Focus on maintaining our nimble, agile and entrepreneurial culture
About the role
- We are looking to recruit financial risk transformation candidates into our growing Financial Crime, Risk, Regulation and Finance (FRRF) capability.
- Successful candidates will be involved on regulatory capital and Credit RWA models and tools, with emphasis on Basel III Endgame implementation, RWA calculations, and related model risk management activities.
- The role is suited for candidates with strong quantitative, regulatory capital, and programming skills, as well as the ability to challenge methodologies and communicate findings clearly to technical and senior stakeholders.
Responsibilities
- Conduct independent review and validation of regulatory capital, Credit RWA, and Basel III Endgame models and tools, including methodologies supporting SA-CCR, securitization, IMM, CVA, and standardized or IRB calculations.
- Assess model implementation and technology controls, including Python, SQL, R, Alteryx, Excel VBA, data lineage, reconciliation, data-quality validation, and UAT review activities.
- Review regulatory capital rule interpretation and model alignment with Basel III / Basel III Endgame, CRR / PRA requirements, SA-CCR, FRTB, CCAR, ICAAP, IFRS 9 / CECL, and related regulatory expectations.
- Advising on risk frameworks and controls, and delivering transformation across the Risk functions of our clients, in support of their Chief Risk Officers (CRO).
- Evaluate the client’s current risk management processes, analyse potential impacts of key current and emerging risks, trends, reports, statistics, and relevant documentation.
- Define and implement risk management process improvements and track benefit realisation.
- Analyse controls and conduct structured control testing, including design of control frameworks for financial risk management.
- Facilitate risk conversations between different departments within organisations such as client-facing businesses, credit risk, operational risk, legal, IT, finance, and operations teams.
- Supporting our clients to achieve compliance with regulatory obligations, including dealing with remediation and response to regulatory reviews.
- Designing solutions, delivering on client assignments and owning delivery of projects.
Requirements
- Good knowledge of regulatory requirements around Basel, FRTB, IFRS9, BCBS-239 etc with specific focus on credit, market, liquidity and capital risks.
- Experience analysing, defining solutions and implementing regulatory change, including remediation of gaps.
- Ability to evaluate the client’s current risk management processes.
- Define and implement risk management process improvements and track benefit realisation.
- Experience analysing controls and conducting structured control testing, including design of control frameworks for financial risk management.
- Facilitate risk conversations between different departments within organisations.
- Strong change management experience and prior success, either as a management consultant or within a change role in a financial services institution.
- Self-starter and strong team player.
- Strong interpersonal & written communication skills.
- Strong problem-solving skills and an analytical mind-set.
Benefits
- Enhanced and competitive family friendly benefits, including maternity / adoption / shared parental leave
- Paid leave for sickness
- Paid leave for pregnancy loss
- Paid leave for fertility treatment
- Paid leave for menopause
- Paid leave for bereavement
Skills
- Python
- SQL
- R
- Alteryx
- Excel VBA
